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 LEADER 02227nas 2200685-a 450 001 9910145534603321 005 20240413030720.0 011 $a1384-5268 035 $a(CKB)991042752802616 035 $a(CONSER)sn-96044773- 035 $a(EXLCZ)99991042752802616 100 $a19960530b19962003 -a- - 101 0 $aeng 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCPB report $equarterly review of CPB Netherlands Bureau for Economic Policy Analysis 210 $aThe Hague $cSDU Publishers$d1996-2003 215 $a1 online resource 300 $aTitle from cover. 311 $aPrint version: CPB report (Hague, Netherlands) (DLC)sn 96044773 (OCoLC)34827705 1385-1160 517 3 $aQuarterly review of CPB Netherlands Bureau for Economic Policy Analysis 517 3 $aCentraal Planbureau report 606 $aEconomic forecasting$zNetherlands$vPeriodicals 606 $aEconomic forecasting$2fast$3(OCoLC)fst00901942 606 $aEconomic history$2fast$3(OCoLC)fst00901974 606 $aEconomische situatie$2gtt 606 $aPrognoses$2gtt 606 $aWirtschaftslage$2stw 606 $aWirtschaftsprognose$2stw 606 $aWelt$2stw 606 $aNiederlande$2stw 606 $aECONOMIC CONDITIONS$2unbist 606 $aECONOMIC FORECASTS$2unbist 606 $aNETHERLANDS$2unbist 607 $aNetherlands$xEconomic conditions$y1945-$vPeriodicals 607 $aNetherlands$2fast 608 $aPeriodicals.$2fast 608 $aPeriodicals.$2lcgft 610 1 $aEconomics$aPolicy 610 1 $aNetherlands 615 0$aEconomic forecasting 615 7$aEconomic forecasting. 615 7$aEconomic history. 615 17$aEconomische situatie. 615 17$aPrognoses. 615 7$aWirtschaftslage. 615 7$aWirtschaftsprognose. 615 7$aWelt. 615 7$aNiederlande. 615 17$aECONOMIC CONDITIONS. 615 17$aECONOMIC FORECASTS. 615 17$aNETHERLANDS. 676 $a330.9492005 712 02$aNetherlands.$bCentraal Planbureau. 906 $aJOURNAL 912 $a9910145534603321 920 $aexl_impl conversion 996 $aCPB report$92426614 997 $aUNINA