A guide to creating a successful algorithmic trading strategy / / Perry J. Kaufman |
Autore | Kaufman Perry J. |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
Descrizione fisica | 1 online resource (120 p.) |
Disciplina | 332.6 |
Collana | Wiley Trading Series |
Soggetto topico |
Investment analysis
Building trades |
Soggetto genere / forma | Electronic books. |
ISBN |
1-119-22476-4
1-119-22475-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Series; 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
But 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 What'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 Multiple 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 Generalizing 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 Chapter 15: Matching the Strategy to the Market |
Record Nr. | UNINA-9910460576603321 |
Kaufman Perry J. | ||
Hoboken, New Jersey : , : Wiley, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A guide to creating a successful algorithmic trading strategy / / Perry J. Kaufman |
Autore | Kaufman Perry J. |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
Descrizione fisica | 1 online resource (120 p.) |
Disciplina | 332.6 |
Collana | Wiley Trading Series |
Soggetto topico |
Investment analysis
Building trades |
ISBN |
1-119-22476-4
1-119-22475-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Series; 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
But 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 What'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 Multiple 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 Generalizing 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 Chapter 15: Matching the Strategy to the Market |
Record Nr. | UNINA-9910797910203321 |
Kaufman Perry J. | ||
Hoboken, New Jersey : , : Wiley, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A guide to creating a successful algorithmic trading strategy / / Perry J. Kaufman |
Autore | Kaufman Perry J. |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
Descrizione fisica | 1 online resource (120 p.) |
Disciplina | 332.6 |
Collana | Wiley Trading Series |
Soggetto topico |
Investment analysis
Building trades |
ISBN |
1-119-22476-4
1-119-22475-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Series; 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
But 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 What'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 Multiple 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 Generalizing 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 Chapter 15: Matching the Strategy to the Market |
Record Nr. | UNINA-9910818523103321 |
Kaufman Perry J. | ||
Hoboken, New Jersey : , : Wiley, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Trading systems and methods / / Perry J. Kaufman |
Autore | Kaufman Perry J. |
Edizione | [Sixth edition.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2020 |
Descrizione fisica | 1 online resource (xviii, 1,150 pages) |
Disciplina | 332.644 |
Altri autori (Persone) | KaufmanPerry J |
Collana | Wiley trading series |
Soggetto topico | Commodity exchanges - Statistical methods |
ISBN |
1-119-60539-3
1-119-60538-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910793842503321 |
Kaufman Perry J. | ||
Hoboken, New Jersey : , : Wiley, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Trading systems and methods / / Perry J. Kaufman |
Autore | Kaufman Perry J. |
Edizione | [Sixth edition.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2020 |
Descrizione fisica | 1 online resource (xviii, 1,150 pages) |
Disciplina | 332.644 |
Altri autori (Persone) | KaufmanPerry J |
Collana | Wiley trading series |
Soggetto topico | Commodity exchanges - Statistical methods |
ISBN |
1-119-60539-3
1-119-60538-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910821687103321 |
Kaufman Perry J. | ||
Hoboken, New Jersey : , : Wiley, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|