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Building Winning Algorithmic Trading Systems [[electronic resource] ] : A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading
| Building Winning Algorithmic Trading Systems [[electronic resource] ] : A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading |
| Autore | Davey Kevin |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (284 p.) |
| Disciplina |
332.64
332.642028567 |
| Collana | Wiley Trading |
| Soggetto topico |
Electronic trading of securities
Futures Investment analysis Monte Carlo method Portfolio management |
| ISBN |
1-118-77888-X
1-118-77894-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
BUILDING WINNING ALGORITHMIC TRADING SYSTEMS; CONTENTS; ACKNOWLEDGMENTS; ABOUT THE AUTHOR; INTRODUCTION; Who Can Benefit from This Book?; PART I A Trader's Journey; CHAPTER 1 The Birth of a Trader; My Moving Average Debacle; CHAPTER 2 Enough Is Enough; Research; You Can't Lose-Or Can You?; Averaging Down-Adding to Losers; The Wild Man Emerges; Time to Evaluate; CHAPTER 3 World Cup Championship of Futures Trading® Triumph; 2005; 2006; 2007; Reflections on the Contest; CHAPTER 4 Making the Leap-Transitioning to Full Time; Confidence; What I Did Right; What I Did Wrong; Capital; What I Did Right
What I Did Wrong Living Expenses; What I Did Right; What I Did Wrong; Family Support; What I Did Right; What I Did Wrong; Home Office Setup; What I Did Right; What I Did Wrong; Trading Strategies; What I Did Right; What I Did Wrong; Brokers; What I Did Right; What I Did Wrong; Free Time; What I Did Right; What I Did Wrong; Taking the Plunge; PART II Your Trading System; CHAPTER 5 Testing and Evaluating a Trading System; Historical Back Testing; Out-of-Sample Testing; Walk-Forward Analysis; Real-Time Analysis; CHAPTER 6 Preliminary Analysis; CHAPTER 7 Detailed Analysis What Is Monte Carlo Analysis? Inputs to Monte Carlo Simulator; Limitations of the Simulator; Simulator Output; Starting Equity; Risk of Ruin; Median Drawdown; Median Profit, Median Return; Return/Drawdown; Prob > 0; Summary; CHAPTER 8 Designing and Developing Systems; Isn't It All Just Optimizing?; PART III Developing a Strategy; CHAPTER 9 Strategy Development-Goals and Objectives; CHAPTER 10 Trading Idea; How Will You Enter a Market?; How Will You Exit a Market?; What Markets Will You Trade?; What Type of System Do You Want?; What Time Frame/Bar Size Will You Trade? How Will You Program the Strategy? CHAPTER 11 Let's Talk about Data; How Much?; Pit or Electronic Data?; Continuous Contracts; The Impact of Electronic Markets; Testing with Forex Data; Summary; CHAPTER 12 Limited Testing; Entry Testing; Fixed-Stop and Target Exit; Fixed-Bar Exit; Random Exit; Entry Evaluation Criteria; Exit Testing; Similar-Approach Entry; Random Entry; Exit Evaluation Criteria; Core System Testing; Monkey See, Monkey Do; Test 1: "Monkey Entry"; Test 2: "Monkey Exit"; Test 3: "Monkey Entry, Monkey Exit"; Time Frames; Monkey Testing-Example CHAPTER 13 In-Depth Testing/Walk-Forward Analysis No Parameters; A Walk-Forward Primer; Walk-Forward Inputs; In Period; Out Period; Fitness Function; Net Profit; Linearity of Equity Curve; Return on Account; Anchored/Unanchored; Running the Analysis; Put the Walk-Forward Strategy Together; CHAPTER 14 Monte Carlo Analysis and Incubation; Incubation; Evaluating Incubation; CHAPTER 15 Diversification; Designing with Diversification in Mind; Measuring Diversification; Daily Return Correlation; Linearity of Equity Curve; Maximum Drawdown; Monte Carlo, Return/Drawdown CHAPTER 16 Position Sizing and Money Management |
| Record Nr. | UNINA-9910141661503321 |
Davey Kevin
|
||
| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Building Winning Algorithmic Trading Systems : A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading
| Building Winning Algorithmic Trading Systems : A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading |
| Autore | Davey Kevin |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (284 p.) |
| Disciplina |
332.64
332.642028567 |
| Collana | Wiley Trading |
| Soggetto topico |
Electronic trading of securities
Futures Investment analysis Monte Carlo method Portfolio management |
| ISBN |
9781118778883
111877888X 9781118778944 1118778944 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
BUILDING WINNING ALGORITHMIC TRADING SYSTEMS; CONTENTS; ACKNOWLEDGMENTS; ABOUT THE AUTHOR; INTRODUCTION; Who Can Benefit from This Book?; PART I A Trader's Journey; CHAPTER 1 The Birth of a Trader; My Moving Average Debacle; CHAPTER 2 Enough Is Enough; Research; You Can't Lose-Or Can You?; Averaging Down-Adding to Losers; The Wild Man Emerges; Time to Evaluate; CHAPTER 3 World Cup Championship of Futures Trading® Triumph; 2005; 2006; 2007; Reflections on the Contest; CHAPTER 4 Making the Leap-Transitioning to Full Time; Confidence; What I Did Right; What I Did Wrong; Capital; What I Did Right
What I Did Wrong Living Expenses; What I Did Right; What I Did Wrong; Family Support; What I Did Right; What I Did Wrong; Home Office Setup; What I Did Right; What I Did Wrong; Trading Strategies; What I Did Right; What I Did Wrong; Brokers; What I Did Right; What I Did Wrong; Free Time; What I Did Right; What I Did Wrong; Taking the Plunge; PART II Your Trading System; CHAPTER 5 Testing and Evaluating a Trading System; Historical Back Testing; Out-of-Sample Testing; Walk-Forward Analysis; Real-Time Analysis; CHAPTER 6 Preliminary Analysis; CHAPTER 7 Detailed Analysis What Is Monte Carlo Analysis? Inputs to Monte Carlo Simulator; Limitations of the Simulator; Simulator Output; Starting Equity; Risk of Ruin; Median Drawdown; Median Profit, Median Return; Return/Drawdown; Prob > 0; Summary; CHAPTER 8 Designing and Developing Systems; Isn't It All Just Optimizing?; PART III Developing a Strategy; CHAPTER 9 Strategy Development-Goals and Objectives; CHAPTER 10 Trading Idea; How Will You Enter a Market?; How Will You Exit a Market?; What Markets Will You Trade?; What Type of System Do You Want?; What Time Frame/Bar Size Will You Trade? How Will You Program the Strategy? CHAPTER 11 Let's Talk about Data; How Much?; Pit or Electronic Data?; Continuous Contracts; The Impact of Electronic Markets; Testing with Forex Data; Summary; CHAPTER 12 Limited Testing; Entry Testing; Fixed-Stop and Target Exit; Fixed-Bar Exit; Random Exit; Entry Evaluation Criteria; Exit Testing; Similar-Approach Entry; Random Entry; Exit Evaluation Criteria; Core System Testing; Monkey See, Monkey Do; Test 1: "Monkey Entry"; Test 2: "Monkey Exit"; Test 3: "Monkey Entry, Monkey Exit"; Time Frames; Monkey Testing-Example CHAPTER 13 In-Depth Testing/Walk-Forward Analysis No Parameters; A Walk-Forward Primer; Walk-Forward Inputs; In Period; Out Period; Fitness Function; Net Profit; Linearity of Equity Curve; Return on Account; Anchored/Unanchored; Running the Analysis; Put the Walk-Forward Strategy Together; CHAPTER 14 Monte Carlo Analysis and Incubation; Incubation; Evaluating Incubation; CHAPTER 15 Diversification; Designing with Diversification in Mind; Measuring Diversification; Daily Return Correlation; Linearity of Equity Curve; Maximum Drawdown; Monte Carlo, Return/Drawdown CHAPTER 16 Position Sizing and Money Management |
| Altri titoli varianti | Trader's journey from data mining to Monte Carlo simulation to live trading |
| Record Nr. | UNINA-9910808289003321 |
|
Davey Kevin
|
||
| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Negotiating effectively / / Kevin Davey
| Negotiating effectively / / Kevin Davey |
| Autore | Davey Kevin |
| Pubbl/distr/stampa | Cork, Ireland : , : NuBooks, , 2004 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 658.4052 |
| Collana | IMI Handbook of Management |
| Soggetto topico |
Negotiation in business
Negotiation |
| ISBN | 1-84621-059-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | KEY LEARNING OBJECTIVES; WHAT IS NEGOTIATION?; PHASE 1: PREPARATION & PLANNING; PHASE 2: OPENING; PHASE 3: PROPOSING; PHASE 4: BARGAINING; PHASE 5: CLOSING; FURTHER READING; ABOUT THE AUTHOR; ABOUT THE EDITORS; ABOUT OAK TREE PRESS |
| Record Nr. | UNINA-9910149170203321 |
|
Davey Kevin
|
||
| Cork, Ireland : , : NuBooks, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||