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Global macro trading : profiting in a new world economy / / Greg Gliner
Global macro trading : profiting in a new world economy / / Greg Gliner
Autore Gliner Greg
Pubbl/distr/stampa Hoboken, New Jersey : , : John Wiley & Sons, , 2014
Descrizione fisica 1 online resource (368 p.)
Disciplina 332.64/2
Collana Bloomberg Financial
Soggetto topico International trade
Investments
Macroeconomics
ISBN 1-118-62357-6
1-118-42038-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Global Macro Trading: Profiting in a New World Economy; Copyright; Contents; Preface; Acknowledgments; Part 1: An Overview of Global Macro; Chapter 1: Surveying the Global Macro Landscape; Types of Global Macro Strategies; Discretionary; Systematic; High Frequency Trading; Commodity Trading Advisors (CTAs); Return Profile and Allocations; Hedge Funds and Global Macro; Summary; Chapter 2: Trading Process, Sizing Trades, and Monitoring Performance; Maintaining a Stringent Process; Objectivity and Bias; Confirmation Bias; Availability Bias; Anchoring Bias; Remedies; Taking Losses
Position SizingUnit Size; Volatility Adjusting Position Size; Risk/Reward; Correlation; Gap Risk; Position Sizing Sheet; Thematic Trade; Sharpe Ratio; Sortino Ratio; Drawdowns; Value at Risk (VaR); Risk Utilization; Stress-Testing; Monitoring Performance; Trend Analysis; Bloomberg Shortcuts; Summary; Chapter 3: Back-Tests, Queries, and Analogs; Simple Back-Tests and Queries; An Example of Building a Query; False Positives; Historical Correlations and Analogs; Summary
Chapter 4: The Building Blocks of Global Macro Trading: The Importance of Equities, Fixed Income, Foreign Exchange, and Commodities in Global MacroThe Four Product Groups; Currencies; Equities; Fixed Income; Commodities; Assessing the Relationships between Assets; Risk On/Risk Off; Correlation; Summary; Chapter 5: Technical Analysis; Strengths and Weaknesses of Technical Analysis; Types of Charts; Line Chart; Bar Chart; Candlestick Charts; Point and Figure; Logarithmic Scale Charts; Volume and Open Interest; CFTC Positioning; Trend; Moving Averages; Bollinger Bands; Reversal Patterns
Head and ShouldersTrend Lines; Triple Tops and Bottoms; Continuation Patterns; Triangles; Oscillators; MACD; RSI; Stochastics (%K/%D); Elliott Wave Theory; Corrective Waves; Zigzags; Flats; Triangles; Truncation; Fibonacci; Parabolics; Seasonals; Cycles; Kondratiev Wave; Kuznets Cycle; Juglar Cycle; Kitchin Inventory Cycle; Crowd Psychology and Contrarian Views; Initial Public Offerings (IPOs); Magazine Covers; Chartered Market Technician (CMT); Bloomberg Shortcuts; Summary; Chapter 6: Systematic Trading; A Brief Definition of Systematic Trading; Framework for Constructing a Systematic Model
Assets or Product GroupsStrategies; Value; Trend; Carry; Fundamentals; Factors; Risk Factors; Selecting Risk Factors; Back-Testing Factors; Risk Premia; Risk Parity; Risk; Positions; Summary; Part 2: Global Macro Trading Foundation; Chapter 7: Foreign Exchange in Global Macro; The Role of the U.S. Dollar; Central Bank Holdings of U.S. Dollars; Dollar Index; Trading Currencies; Currency Forwards; Non-Deliverable Forwards (NDFs); Spot Market; Futures Market; Options; Currency Regimes; Fixed Currency; Floating with Frequent Intervention; Valuation Techniques for Foreign Exchange
Equity Index Price Performance
Record Nr. UNINA-9910132212903321
Gliner Greg  
Hoboken, New Jersey : , : John Wiley & Sons, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global macro trading : profiting in a new world economy / / Greg Gliner
Global macro trading : profiting in a new world economy / / Greg Gliner
Autore Gliner Greg
Pubbl/distr/stampa Hoboken, New Jersey : , : John Wiley & Sons, , 2014
Descrizione fisica 1 online resource (368 p.)
Disciplina 332.64/2
Collana Bloomberg Financial
Soggetto topico International trade
Investments
Macroeconomics
ISBN 1-118-62357-6
1-118-42038-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Global Macro Trading: Profiting in a New World Economy; Copyright; Contents; Preface; Acknowledgments; Part 1: An Overview of Global Macro; Chapter 1: Surveying the Global Macro Landscape; Types of Global Macro Strategies; Discretionary; Systematic; High Frequency Trading; Commodity Trading Advisors (CTAs); Return Profile and Allocations; Hedge Funds and Global Macro; Summary; Chapter 2: Trading Process, Sizing Trades, and Monitoring Performance; Maintaining a Stringent Process; Objectivity and Bias; Confirmation Bias; Availability Bias; Anchoring Bias; Remedies; Taking Losses
Position SizingUnit Size; Volatility Adjusting Position Size; Risk/Reward; Correlation; Gap Risk; Position Sizing Sheet; Thematic Trade; Sharpe Ratio; Sortino Ratio; Drawdowns; Value at Risk (VaR); Risk Utilization; Stress-Testing; Monitoring Performance; Trend Analysis; Bloomberg Shortcuts; Summary; Chapter 3: Back-Tests, Queries, and Analogs; Simple Back-Tests and Queries; An Example of Building a Query; False Positives; Historical Correlations and Analogs; Summary
Chapter 4: The Building Blocks of Global Macro Trading: The Importance of Equities, Fixed Income, Foreign Exchange, and Commodities in Global MacroThe Four Product Groups; Currencies; Equities; Fixed Income; Commodities; Assessing the Relationships between Assets; Risk On/Risk Off; Correlation; Summary; Chapter 5: Technical Analysis; Strengths and Weaknesses of Technical Analysis; Types of Charts; Line Chart; Bar Chart; Candlestick Charts; Point and Figure; Logarithmic Scale Charts; Volume and Open Interest; CFTC Positioning; Trend; Moving Averages; Bollinger Bands; Reversal Patterns
Head and ShouldersTrend Lines; Triple Tops and Bottoms; Continuation Patterns; Triangles; Oscillators; MACD; RSI; Stochastics (%K/%D); Elliott Wave Theory; Corrective Waves; Zigzags; Flats; Triangles; Truncation; Fibonacci; Parabolics; Seasonals; Cycles; Kondratiev Wave; Kuznets Cycle; Juglar Cycle; Kitchin Inventory Cycle; Crowd Psychology and Contrarian Views; Initial Public Offerings (IPOs); Magazine Covers; Chartered Market Technician (CMT); Bloomberg Shortcuts; Summary; Chapter 6: Systematic Trading; A Brief Definition of Systematic Trading; Framework for Constructing a Systematic Model
Assets or Product GroupsStrategies; Value; Trend; Carry; Fundamentals; Factors; Risk Factors; Selecting Risk Factors; Back-Testing Factors; Risk Premia; Risk Parity; Risk; Positions; Summary; Part 2: Global Macro Trading Foundation; Chapter 7: Foreign Exchange in Global Macro; The Role of the U.S. Dollar; Central Bank Holdings of U.S. Dollars; Dollar Index; Trading Currencies; Currency Forwards; Non-Deliverable Forwards (NDFs); Spot Market; Futures Market; Options; Currency Regimes; Fixed Currency; Floating with Frequent Intervention; Valuation Techniques for Foreign Exchange
Equity Index Price Performance
Record Nr. UNINA-9910812156703321
Gliner Greg  
Hoboken, New Jersey : , : John Wiley & Sons, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
Autore Arnett George W
Pubbl/distr/stampa New York, : Wiley, 2011
Descrizione fisica 1 online resource (194 p.)
Disciplina 332.64/2
332.65
Collana Wiley Finance
Soggetto topico Investments
Investments --Case studies
Over-the-counter markets
Over-the-counter markets --Case studies
Securities industry
Securities
Stock exchanges
Stock exchanges --Case studies
Soggetto genere / forma Electronic books.
ISBN 1-283-02735-6
9786613027351
1-118-25838-X
1-118-05660-4
Classificazione BUS036000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index
Altri titoli varianti Wiley Finance Ser.
Wiley Finance, 670
Wiley finance
Global Securities Markets: Navigating the World's Exchanges and OTC Markets
Record Nr. UNINA-9910139639603321
Arnett George W  
New York, : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
Autore Arnett George W
Pubbl/distr/stampa New York, : Wiley, 2011
Descrizione fisica 1 online resource (194 p.)
Disciplina 332.64/2
332.65
Collana Wiley Finance
Soggetto topico Investments
Investments --Case studies
Over-the-counter markets
Over-the-counter markets --Case studies
Securities industry
Securities
Stock exchanges
Stock exchanges --Case studies
ISBN 1-283-02735-6
9786613027351
1-118-25838-X
1-118-05660-4
Classificazione BUS036000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index
Altri titoli varianti Wiley Finance Ser.
Wiley Finance, 670
Wiley finance
Global Securities Markets: Navigating the World's Exchanges and OTC Markets
Record Nr. UNINA-9910830928203321
Arnett George W  
New York, : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Securities Markets : Navigating the World's Exchanges and OTC Markets
Global Securities Markets : Navigating the World's Exchanges and OTC Markets
Autore Arnett George W
Pubbl/distr/stampa New York, : Wiley, 2011
Descrizione fisica 1 online resource (194 p.)
Disciplina 332.64/2
332.65
Collana Wiley Finance
Soggetto topico Investments
Investments --Case studies
Over-the-counter markets
Over-the-counter markets --Case studies
Securities industry
Securities
Stock exchanges
Stock exchanges --Case studies
ISBN 1-283-02735-6
9786613027351
1-118-25838-X
1-118-05660-4
Classificazione BUS036000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index
Altri titoli varianti Wiley Finance Ser.
Wiley Finance, 670
Wiley finance
Global Securities Markets: Navigating the World's Exchanges and OTC Markets
Record Nr. UNINA-9910877758603321
Arnett George W  
New York, : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (222 p.)
Disciplina 332.64/2
Altri autori (Persone) CassedesPaolo B
Soggetto topico Stock exchanges
Soggetto genere / forma Electronic books.
ISBN 1-61728-427-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910460056703321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (222 p.)
Disciplina 332.64/2
Altri autori (Persone) CassedesPaolo B
Soggetto topico Stock exchanges
ISBN 1-61728-427-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910785181903321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Stock Market Integration : Co-Movement, Crises, and Efficiency in Developed and Emerging Markets / / by Sabur Mollah, Asma Mobarek
Global Stock Market Integration : Co-Movement, Crises, and Efficiency in Developed and Emerging Markets / / by Sabur Mollah, Asma Mobarek
Autore Mollah Sabur
Edizione [1st ed. 2016.]
Pubbl/distr/stampa New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016
Descrizione fisica 1 online resource (179 p.)
Disciplina 332.64/2
Soggetto topico Development economics
Finance
Investment banking
Securities
Macroeconomics
Financial engineering
Capital market
Development Economics
Finance, general
Investments and Securities
Macroeconomics/Monetary Economics//Financial Economics
Financial Engineering
Capital Markets
ISBN 1-137-36754-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Market efficiency in emerging markets: evidence from africa and central european markets -- Market integration in developed and emerging markets -- Determinants of market integration in developed and emerging markets -- Market integration and causality in developed and emerging markets during crisis -- Conclusion.
Record Nr. UNINA-9910254883203321
Mollah Sabur  
New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
How markets really work [[electronic resource] ] : a quantitative guide to stock market behavior / / Laurence A. Connors, Cesar Alvarez
How markets really work [[electronic resource] ] : a quantitative guide to stock market behavior / / Laurence A. Connors, Cesar Alvarez
Autore Connors Laurence A
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, New Jersey, : John Wiley & Sons, Inc., 2012
Descrizione fisica 1 online resource (189 p.)
Disciplina 332.6322
332.64/2
332.642
Altri autori (Persone) AlvarezCesar <1967->
Collana Bloomberg financial series
Soggetto topico Stock exchanges - United States
Capital market - United States
Soggetto genere / forma Electronic books.
ISBN 1-280-59207-9
1-118-53159-0
9786613621900
1-118-22628-3
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto How Markets Really Work: A Quantitative Guide to Stock Market Behavior; Contents; Disclaimer; Table Explanation; Acknowledgments; Chapter 1: Market Edges; Chapter 2: Short-Term Highs and Short-Term Lows; Chapter 3: Higher Highs and Lower Lows; Chapter 4: Up Days in a Row versus Down Days in a Row; Chapter 5: Market Breadth; Chapter 6: Volume; Chapter 7: Large Moves; Chapter 8: New 52-Week Highs, New 52-Week Lows; Chapter 9: Put/Call Ratio; Chapter 10: Volatility Index (VIX); Chapter 11: The Two-Period RSI Indicator; Chapter 12: Historical Volatility
Chapter 13: Creating a Sample Strategy from This ResearchChapter 14: Applying the Information in This Book; About the Authors; Index
Record Nr. UNINA-9910139711703321
Connors Laurence A  
Hoboken, New Jersey, : John Wiley & Sons, Inc., 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
How markets really work [[electronic resource] ] : a quantitative guide to stock market behavior / / Laurence A. Connors, Cesar Alvarez
How markets really work [[electronic resource] ] : a quantitative guide to stock market behavior / / Laurence A. Connors, Cesar Alvarez
Autore Connors Laurence A
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, New Jersey, : John Wiley & Sons, Inc., 2012
Descrizione fisica 1 online resource (189 p.)
Disciplina 332.6322
332.64/2
332.642
Altri autori (Persone) AlvarezCesar <1967->
Collana Bloomberg financial series
Soggetto topico Stock exchanges - United States
Capital market - United States
ISBN 1-280-59207-9
1-118-53159-0
9786613621900
1-118-22628-3
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto How Markets Really Work: A Quantitative Guide to Stock Market Behavior; Contents; Disclaimer; Table Explanation; Acknowledgments; Chapter 1: Market Edges; Chapter 2: Short-Term Highs and Short-Term Lows; Chapter 3: Higher Highs and Lower Lows; Chapter 4: Up Days in a Row versus Down Days in a Row; Chapter 5: Market Breadth; Chapter 6: Volume; Chapter 7: Large Moves; Chapter 8: New 52-Week Highs, New 52-Week Lows; Chapter 9: Put/Call Ratio; Chapter 10: Volatility Index (VIX); Chapter 11: The Two-Period RSI Indicator; Chapter 12: Historical Volatility
Chapter 13: Creating a Sample Strategy from This ResearchChapter 14: Applying the Information in This Book; About the Authors; Index
Record Nr. UNINA-9910831175503321
Connors Laurence A  
Hoboken, New Jersey, : John Wiley & Sons, Inc., 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui