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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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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-9911020174103321 |
|
Arnett George W
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 Financial services industry Macroeconomics Financial engineering Capital market Development Economics Financial Economics Financial Services Macroeconomics and Monetary Economics Financial Engineering Capital Markets |
| ISBN |
9781137367549
1137367547 |
| 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 | ||
| ||
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 | ||
| ||
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 | ||
| ||