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Time compression trading [[electronic resource] ] : exploiting multiple time frames in zero sum markets / / Jason Alan Jankovsky



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Autore: Jankovsky Jason Alan <1961-> Visualizza persona
Titolo: Time compression trading [[electronic resource] ] : exploiting multiple time frames in zero sum markets / / Jason Alan Jankovsky Visualizza cluster
Pubblicazione: Hoboken, N.J., : John Wiley & Sons, c2010
Edizione: 1st ed.
Descrizione fisica: 1 online resource (211 p.)
Disciplina: 332.64
332.6401/9
332.64019
Soggetto topico: Investment analysis - Psychological aspects
Speculation - Psychological aspects
Competition
Time perspective
Soggetto genere / forma: Electronic books.
Note generali: Includes index.
Nota di contenuto: Time Compression Trading: Exploiting Multiple Time Frames in Zero Sum Markets; Contents; Preface; Acknowledgments; Introduction; Part I: The Uniqueness of Zero-Sum Markets; Chapter 1: Basics of Zero-Sum Markets; Chapter 2: Who Is the Market?; Chapter 3: The Four Components of Market Structure; Chapter 4: The Illusion of Technical Analysis; Chapter 5: The Psychology of Initiating and Liquidating a Position; Part II: The Theory of Time Compression; Chapter 6: The Development of the Theory; Chapter 7: Time Compression and Technical Analysis; Chapter 8: Forced Liquidation and Order Flow
Chapter 9: How Leverage Increases the Potential for Forced LiquidationChapter 10: How Traders Lose Perspective; Part III: Exploiting Multiple Time Frames; Chapter 11: Basics of Multiple Time Frames; Chapter 12: Three Market Potentials: Uptrend, Downtrend, and Range; Chapter 13: The 12 Choices in Executing Trades; Chapter 14: Thinking in Probabilities; Chapter 15: Using Multiple Time Frames; Part IV: The Five Basic Market Structures; Chapter 16: Topping Market; Chapter 17: Bottoming Market; Chapter 18: Secure Uptrend and Downtrend; Chapter 19: Secure Range; Chapter 20: Conclusion
About the AuthorIndex
Sommario/riassunto: Uncover profitable trading opportunities by exploiting the multiple time frames traded by different market participants In virtually all traded markets there are traders working on short-term, medium-term, and long-term perspectives. Each class of trader has different keys for entering and exiting the market. By identifying those keys and understanding where these traders intersect, a trader can spot profitable trading opportunities. In Time Compression in Trading, author Jason Jankovsky explains the structure of the market through the prism of the time frames of different tr
Titolo autorizzato: Time compression trading  Visualizza cluster
ISBN: 0-470-89250-1
1-119-19985-9
1-282-81695-0
9786612816956
0-470-89248-X
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910140756903321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Wiley trading series ; ; 460.