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010   $a1-283-63323-X
010   $a9786613945686
010   $a88-470-2706-3
024 7 $a10.1007/978-88-470-2706-0
035   $a(CKB)2560000000091078
035   $a(EBL)994240
035   $a(OCoLC)805947541
035   $a(SSID)ssj0000746159
035   $a(PQKBManifestationID)11418637
035   $a(PQKBTitleCode)TC0000746159
035   $a(PQKBWorkID)10862922
035   $a(PQKB)10278527
035   $a(DE-He213)978-88-470-2706-0
035   $a(MiAaPQ)EBC994240
035   $a(PPN)168334569
035   $a(EXLCZ)992560000000091078
100   $a20120923h20122013  uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aTrading systems $etheory and immediate practice /$fRenato Di Lorenzo
205   $a1st ed. 2013.
210   $aMilan $cSpringer$d2012, c2013
215   $a1 online resource (223 p.)
225  0$aPerspectives in business culture,$x2280-1464
300   $aDescription based upon print version of record.
311   $a88-470-5566-0 
311   $a88-470-2705-5 
320   $aIncludes bibliographical references.
327   $aPart I -- 1 Processes -- 2 More About Independence -- 3 Conditional Probability in Practice -- 4 Stationary Processes -- 5 Normality -- 6 Trends -- 7 Autocorrelation -- 8 Ljung-Box -- 9 Periodogram -- Part II -- 10 Indicators -- 11 Process of the AR(p) type -- 12 Generalizations -- 13 The complete open-loop scheme -- 14 Physical realizability -- 15 The equity line -- 6 Predictions -- 17 Optimal AR(p) in practice -- 18 Maps in series -- Part III -- 19 Transfer Functions -- 20 Simple lag -- 21 Gauss Filters -- 22 Stability -- 23 Lag compensator -- 24 Lead compensator -- 25 RLC filter -- 26 Leading indicator -- 27 Regularized filter -- 28 High pass filter -- 29 Frequency transformation -- 30 Gaussianization -- Part IV -- 31 Feedback trading -- 32 Feedback systems -- Part V -- 33 State Space Approach -- 34 Sensitivity -- 35 Butterworth filter -- 36 Frequency response -- 37 Signal to noise ratio; tradability -- 38 Equity StN -- 39 Meyer?s optimum trading system.
330   $aFor years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso?s recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them ? starting with the more complicated ? can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.
410  0$aPerspectives in Business Culture,$x2280-1464
606   $aElectronic trading of securities
606   $aStocks$xMathematical models
606   $aSystem theory
615  0$aElectronic trading of securities.
615  0$aStocks$xMathematical models.
615  0$aSystem theory.
676   $a332.63220113
700   $aDi Lorenzo$b Renato$f1944-$0117706
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910438087103321
996   $aTrading systems$94195208
997   $aUNINA