LEADER 04682nam 2200637 450 001 9910818523103321 005 20230808213323.0 010 $a1-119-22476-4 010 $a1-119-22475-6 035 $a(CKB)3710000000576498 035 $a(EBL)4338181 035 $a(SSID)ssj0001637721 035 $a(PQKBManifestationID)16396290 035 $a(PQKBTitleCode)TC0001637721 035 $a(PQKBWorkID)14956486 035 $a(PQKB)10942780 035 $a(MiAaPQ)EBC4338181 035 $a(Au-PeEL)EBL4338181 035 $a(CaPaEBR)ebr11146605 035 $a(CaONFJC)MIL888563 035 $a(OCoLC)935324024 035 $a(EXLCZ)993710000000576498 100 $a20160210h20162016 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 12$aA guide to creating a successful algorithmic trading strategy /$fPerry J. Kaufman 210 1$aHoboken, New Jersey :$cWiley,$d2016. 210 4$dİ2016 215 $a1 online resource (120 p.) 225 1 $aWiley Trading Series 300 $aDescription based upon print version of record. 311 $a1-119-22474-8 320 $aIncludes bibliographical references and index. 327 $aSeries; Title Page; Copyright; Acknowledgments; Chapter 1: A Brief Introduction: The Ground Rules; My Objective; The Ground Rules; The Process; Basic Trading Systems; Chapter 2: The Idea; Begin at the Beginning; The Idea Must Match Your Trading Personality; I Need a Fast Payout; Withstanding the Test of Time; Chapter 3: Don't Make It Complex; A Word About Noise; Integrated Solutions Versus Building Blocks; More Rules, Fewer Opportunities, Less Success; Chapter 4: Why Should I Care about "Robust" If I'm Trading Only Apple?; Is It Robust?; Another Dimension 327 $aBut Which Parameter Value Do I Trade?Multiple Time Frames; Is One Trend Method Better Than Another?; Chapter 5: Less Is More; Volatility Cuts Both Ways; Bull Markets Happen When Everyone Is in Denial; Chapter 6: If You're a Trend Follower, Don't Use Profit-Taking or Stops; The Dynamics of a Trend Strategy; It's Getting Harder to Find the Trend; The Eurodollar Trend; Where Do You Place Your Stop?; What About Profit-Taking?; Entering on a Pullback; Which Is the Best Trend-Following Method?; Chapter 7: Take Your Profit If You're a Short-Term Trader 327 $aWhat's Bad for the Trend Is Good for the Short-Term TraderIf You Can't Use Stops for Trend Following, Can You Use Them for Short-Term Trading?; There Are Always Exceptions; Chapter 8: Searching for the Perfect System; Looking at the Results; How Much Data and How Many Trades Are Enough?; So, Which Parameter Value Do I Pick?; Chapter 9: Equal Opportunity Trading; Calculating Position Size; Avoid Low-Priced Stocks; True Volatility-Adjusting Doesn't Work for a Portfolio of Stocks; Risk in Futures; Target Risk; Calculate the Rate of Return for the Portfolio; Assigning Risk to Your Portfolio 327 $aMultiple Strategies Are More ImportantNot So Easy for the Institutions; Too Much of a Good Thing Can Be Bad; Chapter 10: Testing-The Fork in the Road; Let the Computer Solve It for You; How Do You Evaluate the Results?; What's Feedback?; Hidden Danger; Forgotten History; Use True Costs; Use Dirty Data; Back-Adjusted and Split-Adjusted Data; The Different Performance Measures; Interpreting the Ratio; Not Everyone Uses the Information Ratio; Number of Trades; Expectations; Chapter 11: Beating It into Submission; Fixing Losing Periods; Use the Average Results; Squeezing the Life Out of a System 327 $aGeneralizing the RulesChapter 12: More on Futures; Leverage; Conversion Factors for Calculating Returns; Don't Forget FX; FX Quotes; Real Diversification; The Life Cycle of a Commodity Market; Chapter 13: I Don't Want No Stinkin' Risk; A Clear Plan; Avoid Low-Priced Stocks; Volatility Over 100%?; Don't Trade When Volatility Is Very High; Sidestepping Price Shocks; Portfolio Drawdown; Business Risk; Gearing Back Up; Chapter 14: Picking the Best Stocks (and Futures Markets) for Your Portfolio; Asking Too Much; The Practical Solution; Ranking Success; Rotation 327 $aChapter 15: Matching the Strategy to the Market 410 0$aWiley trading series. 606 $aInvestment analysis 606 $aBuilding trades 615 0$aInvestment analysis. 615 0$aBuilding trades. 676 $a332.6 700 $aKaufman$b Perry J.$0101887 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910818523103321 996 $aA guide to creating a successful algorithmic trading strategy$94026467 997 $aUNINA