LEADER 04806nam  2200697 a 450 
001 9910143690603321
005 20220808190904.0
010   $a1-119-19687-6
010   $a1-280-82215-5
010   $a9786610822157
010   $a0-470-11221-2
035   $a(CKB)1000000000356602
035   $a(EBL)287358
035   $a(OCoLC)476040410
035   $a(SSID)ssj0000203999
035   $a(PQKBManifestationID)11199588
035   $a(PQKBTitleCode)TC0000203999
035   $a(PQKBWorkID)10175408
035   $a(PQKB)10847128
035   $a(MiAaPQ)EBC287358
035   $a(CaSebORM)9780470086230
035   $a(EXLCZ)991000000000356602
100   $a20060731d2007      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aModeling maximum trading profits with C++$b[electronic resource] $enew trading and money management concepts /$fValerii Salov
205   $a1st edition
210   $aHoboken, N.J. $cJ. Wiley & Sons, Inc.$dc2007
215   $a1 online resource (266 p.)
225 1 $aWiley trading series
300   $aDescription based upon print version of record.
311   $a0-470-08623-8 
320   $aIncludes bibliographical references (p. [225]-228) and index.
327   $aModeling Maximum Trading Profits with C++; Contents; Preface; Acknowledgments; Chapter 1: Potential Profit as a Measure of Market Performance; PROFIT AND POTENTIAL PROFIT; PRICE FLOW AND C++; PARDO'S POTENTIAL PROFIT; CONCLUSIONS; Chapter 2: Potential Profit and Transaction Costs; WHAT IS A TRADING STRATEGY?; PROPERTIES OF POTENTIAL PROFIT STRATEGY; TRANSACTION COSTS; TRANSACTION COSTS AND C++; PROFIT-AND-LOSS FUNCTION; CONCLUSIONS; Chapter 3: R- and L-Algorithms for Maximum Profit Strategy; S-FUNCTION AND S-MATRIX; INTERVAL AND ITS BOUNDARIES
327   $aTHE BEST BUYING AND SELLING POINTS ON THE S-INTERVALPOLARITY OF S-INTERVALS; R-ALGORITHM; L-ALGORITHM; C++ IMPLEMENTATION; C++ PROGRAM EVALUATING POTENTIAL PROFIT; CONCLUSIONS; Chapter 4: Money Management and Discrete Nature of Trading; DENOMINATIONS; INDUCTION AND TRADING ACCOUNT SIZE; GROWTH FUNCTION AND OPTIMAL B; DISCRETE NATURE OF TRADING; CONCLUSIONS; Chapter 5: Money Management for Potential Profit Strategy; THE BEST ALLOCATION FRACTION FOR POTENTIAL PROFIT STRATEGY; SELF-FINANCING RESTRICTION; MINIMAL A; ACTIONS AND POSITIONS TEST4.CPP; THE FIRST AND SECOND P&L RESERVES
327   $aRULES FOR OFFSETTING POSITIONSCLASSES TRADE AND TRADES; CLASS POSITION; USING POSITION AND TRADES TEST5.CPP; CONCLUSIONS; Chapter 6: Best to Better; ALGORITHM FOR THE FIRST PROFIT-AND-LOSS RESERVE STRATEGY; ALGORITHM FOR THE SECOND P&L RESERVE STRATEGY; PROGRAM APPLYING THREE ALGORITHMS; CONCLUSIONS; Chapter 7: Direct Applications; ONLY IN THE PAST; SLEEPING BEAUTY; WAR AND PEACE; CONCLUSIONS; Chapter 8: Indicators Based on Potential Profit; PERFORMANCE MEASURES AND INDICATORS; STRATEGY EVALUATION; CONCLUSIONS; Chapter 9: Statistics of Trades and Potential Profit
327   $aSTATISTICAL PROPERTIES OF TRADESPROGRAM EVALUATING STRATEGY AND TRADES; CONCLUSIONS; Chapter 10: Comparing Markets; TIME FRAME AND PRICES; SELECTED CONTRACTS; DATA FILE FORMAT; RESULTS OF APPLICATION OF MAXPROF3 AND EVALUATE; MULTIMARKET POTENTIAL PROFIT ALGORITHMS; EPILOGUE; CONCLUSIONS; Bibliography and Sources; About the CD-ROM; INTRODUCTION; SYSTEM REQUIREMENTS; USING THE CD; WHAT'S ON THE CD; Index
330   $a""Mr. Salov has taken one of my favorite creations - Perfect Profit - and provided an expanded description of his interpretation of it and put it in your hands with the included software. Like I said fifteen years ago, Perfect Profit is an important tool for the trading system developer. See for yourself.""-Robert Pardo, President, Pardo Capital Limited ""A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#.""-Ralph Vince The goal of trading
410  0$aWiley trading series.
606   $aInvestment analysis$xComputer programs
606   $aInvestments$xMathematical models
606   $aC++ (Computer program language)
606   $aFinancial engineering
608   $aElectronic books.
615  0$aInvestment analysis$xComputer programs.
615  0$aInvestments$xMathematical models.
615  0$aC++ (Computer program language)
615  0$aFinancial engineering.
676   $a332.60113
676   $a332.602855362
700   $aSalov$b Valerii$f1960-$0970556
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910143690603321
996   $aModeling maximum trading profits with C++$92205982
997   $aUNINA