LEADER 04761nam 2200733Ia 450 001 9910821018003321 005 20240514015044.0 010 $a9786613025982 010 $a9781118001226 010 $a1118001222 010 $a9781119198727 010 $a1119198720 010 $a9781283025980 010 $a1283025981 010 $a9781118001202 010 $a1118001206 035 $a(CKB)2560000000059062 035 $a(EBL)698884 035 $a(OCoLC)708569130 035 $a(SSID)ssj0000482658 035 $a(PQKBManifestationID)11331262 035 $a(PQKBTitleCode)TC0000482658 035 $a(PQKBWorkID)10526563 035 $a(PQKB)11194344 035 $a(MiAaPQ)EBC698884 035 $a(Au-PeEL)EBL698884 035 $a(CaPaEBR)ebr10447821 035 $a(CaONFJC)MIL302598 035 $a(Perlego)1011868 035 $a(EXLCZ)992560000000059062 100 $a20100803d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAlpha trading $eprofitable strategies that remove directional risk /$fPerry Kaufman 205 $a1st ed. 210 $aHoboken, NJ $cJohn Wiley & Sons$dc2011 215 $a1 online resource (322 p.) 225 0 $aWiley trading series 300 $aIncludes index. 311 08$a9780470529744 311 08$a0470529741 327 $aAlpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs 327 $aPortfolio of Home Builder PairsExecution and the Part-Time Trader; Stop-Losses; Trading Intraday; Key Points to Remember; CHAPTER 4 Pairs Trading Using Futures; Futures; Mechanics of a Pairs Trade in Futures; Inflation Scares; Trading Energy Pairs; Revisiting Momentum with Energy Markets; A Miniportfolio of Natural Gas Pairs; The Inflation Pairs: Crude, the EURUSD, and Gold; Equity Index Pairs; Leveraging with Futures; London Metals Exchange Pairs; Volatility Filters; Interest Rate Futures; Summary; CHAPTER 5 Risk-Adjusted Spreads; Dell and Hewlett-Packard 327 $aTrading Both Long-Term (Hedged) Trends and Short-Term Mean ReversionGold, Platinum, and Silver; The Platinum/Gold Ratio; Implied Yield; The Yield Curve; Trend Trading of London Metal Exchange Pairs; Summary; CHAPTER 6 Cross-Market Trading and the Stress Indicator; The Crossover Trade; The Stress Indicator; Gold, Copper, and Platinum; Mining Companies; Agribusiness Pairs; The Major Energy Producers; Portfolio of Cross-Market Energy Pairs; Other Opportunities; Some Final Notes; CHAPTER 7 Revisiting Pairs Using the Stress Indicator; Futures Markets and the Stress Indicator; Equity Index Futures 327 $aInterest Rate FuturesThe Portfolio Spreadsheet; Summary of Pairs Trading; CHAPTER 8 Traditional Market-Neutral Trading; Home Builders; Trend or Mean Reversion?; Basic Market-Neutral Concept; Volatility-Adjusting the Position Size; Arbing the Dow: A Large-Scale Program; Thoughts about Market-Neutral Trend Following; Market Neutral Using Futures; Market-Neutral Comments; CHAPTER 9 Other Stat-Arb Methods; Trade-Offs; System Briefs; New Highs and New Lows; Merger Arb; Creating Your Own Index Arbitrage; Arbing the Dow; Arbing the S&P 500-Index Arbitrage; About the Companion Web Site 327 $aAbout the AuthorIndex 330 $aFrom a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The bookDetails how to exploit new 410 0$aWiley Trading 606 $aPairs trading 606 $aFutures 615 0$aPairs trading. 615 0$aFutures. 676 $a332.64/52 700 $aKaufman$b Perry J$0101887 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910821018003321 996 $aAlpha trading$94074063 997 $aUNINA LEADER 03687nam 2200529z- 450 001 9910349464603321 005 20210211 035 $a(CKB)3800000000216587 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/41359 035 $a(oapen)doab41359 035 $a(EXLCZ)993800000000216587 100 $a20202102d2017 |y 0 101 0 $aspa 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aArtificios pasados. Nociones del Derecho medieval 210 $cUniversidad Carlos III de Madrid. Figuerola Institute of Social Science History$d2017 215 $a1 online resource (307 p.) 225 1 $aHistoria del Derecho 311 08$a84-16829-15-2 327 $aEntre el museo y el taller: recorriendo itinerarios juri?dicos del pasado / Eleonora Dell'Elicine, Paola Miceli, Alejandro Morin -- Tyrannus. Usurpador y rey injusto en e?poca visigoda / Ce?line Martin -- Nota sobre la dignidad del hombre en el derecho romano medieval / Marta Madero -- Las categori?as doctrinales del proceso y la efectividad de la justicia penal en el tardomedioevo / Massimo Meccarelli -- Atrocitas/enormitas. Esbozo para una historia de la categori?a de enormidad o crimen enorme de la edad media a la e?poca moderna / Julien The?ry -- El eterno renacer de la costumbre / Paola Miceli -- El nacimiento de la nocio?n cano?nica de consanguinitas y su recepcio?n en el derecho civil / Franck Roumy -- Sicut cancer, amplius serperet in occulto. La hereji?a oculta en el derecho bajomedieval y tempranomoderno / Alejandro Morin -- Propter vitandum scandalum. Historia de una categori?a juri?dica (siglos XII-XV) / Arnaud Fossier. 330 $aEn la larga historia de Occidente, el derecho fue y sigue siendo el medio por excelencia para la construccio?n institucional. A partir de montajes hechos de palabras, proferidas por quien tiene el poder para hacerlo, el derecho tiene la singularidad de promover existencia a lo que ellas enuncian. Esta capacidad de artificio que contiene el discurso juri?dico se remonta a la tradicio?n latina, romana y medieval, que designaba al derecho como un arte, un saber sistema?tico y te?cnico que movilizaba su interpretacio?n al servicio de la pra?ctica. A partir de relevar la construccio?n te?cnica e histo?rica de ciertos artificios y operaciones juri?dicas que tuvieron un lugar clave en el derecho europeo medieval y moderno y, que, en la actualidad, o bien ya no existen bajo forma juri?dica o han cambiado radicalmente su sentido, proponemos una reflexio?n sobre la capacidad de intervencio?n y produccio?n de efectos del discurso juri?dico. Focalizar en estos artificios del pasado nos ofrece una saludable distancia que hace ma?s visibles las operaciones te?cnicas presentes en los textos a la vez que entrena la mirada para abordar las intervenciones del presente por fuera de todo efecto de naturalizacio?n. 606 $aCE period up to c 1500$2bicssc 606 $aHistory and Archaeology$2bicssc 610 $aConsanguinidad 610 $aCostumbre 610 $aCrimen atroz 610 $aCrimen enorme 610 $aDerecho 610 $aDerecho medieval 610 $aDignidad 610 $aEsca?ndalo 610 $aHereji?a 610 $aHistoria 610 $aProceso 610 $aTirani?a 615 7$aCE period up to c 1500 615 7$aHistory and Archaeology 702 $aDell'Elicine$b Eleonora 702 $aMiceli$b Paola 702 $aMorin$b Alejandro 906 $aBOOK 912 $a9910349464603321 996 $aArtificios pasados$93397250 997 $aUNINA