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Alpha trading [[electronic resource] ] : profitable strategies that remove directional risk / / Perry Kaufman
| Alpha trading [[electronic resource] ] : profitable strategies that remove directional risk / / Perry Kaufman |
| Autore | Kaufman Perry J |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2011 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 332.64/52 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Futures |
| ISBN |
1-118-00122-2
1-119-19872-0 1-283-02598-1 9786613025982 1-118-00120-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs
Portfolio of Home Builder PairsExecution and the Part-Time Trader; Stop-Losses; Trading Intraday; Key Points to Remember; CHAPTER 4 Pairs Trading Using Futures; Futures; Mechanics of a Pairs Trade in Futures; Inflation Scares; Trading Energy Pairs; Revisiting Momentum with Energy Markets; A Miniportfolio of Natural Gas Pairs; The Inflation Pairs: Crude, the EURUSD, and Gold; Equity Index Pairs; Leveraging with Futures; London Metals Exchange Pairs; Volatility Filters; Interest Rate Futures; Summary; CHAPTER 5 Risk-Adjusted Spreads; Dell and Hewlett-Packard Trading Both Long-Term (Hedged) Trends and Short-Term Mean ReversionGold, Platinum, and Silver; The Platinum/Gold Ratio; Implied Yield; The Yield Curve; Trend Trading of London Metal Exchange Pairs; Summary; CHAPTER 6 Cross-Market Trading and the Stress Indicator; The Crossover Trade; The Stress Indicator; Gold, Copper, and Platinum; Mining Companies; Agribusiness Pairs; The Major Energy Producers; Portfolio of Cross-Market Energy Pairs; Other Opportunities; Some Final Notes; CHAPTER 7 Revisiting Pairs Using the Stress Indicator; Futures Markets and the Stress Indicator; Equity Index Futures Interest Rate FuturesThe Portfolio Spreadsheet; Summary of Pairs Trading; CHAPTER 8 Traditional Market-Neutral Trading; Home Builders; Trend or Mean Reversion?; Basic Market-Neutral Concept; Volatility-Adjusting the Position Size; Arbing the Dow: A Large-Scale Program; Thoughts about Market-Neutral Trend Following; Market Neutral Using Futures; Market-Neutral Comments; CHAPTER 9 Other Stat-Arb Methods; Trade-Offs; System Briefs; New Highs and New Lows; Merger Arb; Creating Your Own Index Arbitrage; Arbing the Dow; Arbing the S&P 500-Index Arbitrage; About the Companion Web Site About the AuthorIndex |
| Record Nr. | UNINA-9910139205703321 |
Kaufman Perry J
|
||
| Hoboken, NJ, : John Wiley & Sons, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alpha trading : profitable strategies that remove directional risk / / Perry Kaufman
| Alpha trading : profitable strategies that remove directional risk / / Perry Kaufman |
| Autore | Kaufman Perry J |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2011 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 332.64/52 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Futures |
| ISBN |
1-118-00122-2
1-119-19872-0 1-283-02598-1 9786613025982 1-118-00120-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs
Portfolio of Home Builder PairsExecution and the Part-Time Trader; Stop-Losses; Trading Intraday; Key Points to Remember; CHAPTER 4 Pairs Trading Using Futures; Futures; Mechanics of a Pairs Trade in Futures; Inflation Scares; Trading Energy Pairs; Revisiting Momentum with Energy Markets; A Miniportfolio of Natural Gas Pairs; The Inflation Pairs: Crude, the EURUSD, and Gold; Equity Index Pairs; Leveraging with Futures; London Metals Exchange Pairs; Volatility Filters; Interest Rate Futures; Summary; CHAPTER 5 Risk-Adjusted Spreads; Dell and Hewlett-Packard Trading Both Long-Term (Hedged) Trends and Short-Term Mean ReversionGold, Platinum, and Silver; The Platinum/Gold Ratio; Implied Yield; The Yield Curve; Trend Trading of London Metal Exchange Pairs; Summary; CHAPTER 6 Cross-Market Trading and the Stress Indicator; The Crossover Trade; The Stress Indicator; Gold, Copper, and Platinum; Mining Companies; Agribusiness Pairs; The Major Energy Producers; Portfolio of Cross-Market Energy Pairs; Other Opportunities; Some Final Notes; CHAPTER 7 Revisiting Pairs Using the Stress Indicator; Futures Markets and the Stress Indicator; Equity Index Futures Interest Rate FuturesThe Portfolio Spreadsheet; Summary of Pairs Trading; CHAPTER 8 Traditional Market-Neutral Trading; Home Builders; Trend or Mean Reversion?; Basic Market-Neutral Concept; Volatility-Adjusting the Position Size; Arbing the Dow: A Large-Scale Program; Thoughts about Market-Neutral Trend Following; Market Neutral Using Futures; Market-Neutral Comments; CHAPTER 9 Other Stat-Arb Methods; Trade-Offs; System Briefs; New Highs and New Lows; Merger Arb; Creating Your Own Index Arbitrage; Arbing the Dow; Arbing the S&P 500-Index Arbitrage; About the Companion Web Site About the AuthorIndex |
| Record Nr. | UNINA-9910821018003321 |
|
Kaufman Perry J
|
||
| Hoboken, NJ, : John Wiley & Sons, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The CME group risk management handbook : products and applications / / John W. Labuszewski ... [et al.]
| The CME group risk management handbook : products and applications / / John W. Labuszewski ... [et al.] |
| Autore | Labuszewski John |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2010 |
| Descrizione fisica | 1 online resource (627 p.) |
| Disciplina | 332.64/52 |
| Altri autori (Persone) | LabuszewskiJohn |
| Collana | Wiley finance series |
| Soggetto topico |
Futures
Risk management |
| ISBN |
1-282-68373-X
9786612683732 1-118-26656-0 0-470-63486-3 |
| Classificazione | 85.30 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The CME Group Risk Management Handbook: Products and Applications; Contents; Foreword; Prologue; Acknowledgments; Introduction; Chapter 1: Futures Market Fundamentals; Chapter 2: Order Entry and Execution Methodologies; Chapter 3: Role of the Clearinghouse; Chapter 4: Currency Futures: The First Financial Futures; Chapter 5: Stock Index Futures Fundamentals; Chapter 6: Eurodollar Futures; Chapter 7: Understanding U.S. Treasury Futures; Chapter 8: Commodities: Backbone of the Futures Industry; Chapter 9: Alternative Investment Market Fundamentals; Chapter 10: Fundamental Market Indicators
Chapter 11: Technical Analysis PrimerChapter 12: Fundamentals of Option Markets; Chapter 13: Option Trading Strategies; Chapter 14: Hedging with Options; About the Authors and Contributors; Index |
| Record Nr. | UNINA-9910139218103321 |
|
Labuszewski John
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||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A complete guide to the futures market : fundamental analysis, technical analysis, trading, spreads and options spreads and trading principles / / Jack D. Schwager, Mark Etzkorn
| A complete guide to the futures market : fundamental analysis, technical analysis, trading, spreads and options spreads and trading principles / / Jack D. Schwager, Mark Etzkorn |
| Autore | Schwager Jack D. <1948-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.64/52 |
| Collana | Wiley Trading Series |
| Soggetto topico |
Futures market
Commodity exchanges Hedging (Finance) Mercat de futurs Llotges de comerç |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-85954-5
1-119-20971-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910158598403321 |
|
Schwager Jack D. <1948->
|
||
| Hoboken, New Jersey : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A complete guide to the futures market : fundamental analysis, technical analysis, trading, spreads and options spreads and trading principles / / Jack D. Schwager, Mark Etzkorn
| A complete guide to the futures market : fundamental analysis, technical analysis, trading, spreads and options spreads and trading principles / / Jack D. Schwager, Mark Etzkorn |
| Autore | Schwager Jack D. <1948-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.64/52 |
| Collana | Wiley Trading Series |
| Soggetto topico |
Futures market
Commodity exchanges Hedging (Finance) Mercat de futurs Llotges de comerç |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-85954-5
1-119-20971-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910818514203321 |
|
Schwager Jack D. <1948->
|
||
| Hoboken, New Jersey : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Following the trend [[electronic resource] ] : diversified managed futures trading / / Andreas F. Clenow
| Following the trend [[electronic resource] ] : diversified managed futures trading / / Andreas F. Clenow |
| Autore | Clenow Andreas F. <1975-> |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | xvi, 282 p. : ill |
| Disciplina | 332.64/52 |
| Soggetto topico |
Futures
Speculation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-80422-0
1-118-41082-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution. |
| Record Nr. | UNINA-9910464210003321 |
|
Clenow Andreas F. <1975->
|
||
| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Following the trend [[electronic resource] ] : diversified managed futures trading / / Andreas F. Clenow
| Following the trend [[electronic resource] ] : diversified managed futures trading / / Andreas F. Clenow |
| Autore | Clenow Andreas F. <1975-> |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | xvi, 282 p. : ill |
| Disciplina | 332.64/52 |
| Soggetto topico |
Futures
Speculation |
| ISBN |
1-283-80422-0
1-118-41082-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution. |
| Record Nr. | UNINA-9910789480603321 |
|
Clenow Andreas F. <1975->
|
||
| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Following the trend : diversified managed futures trading / / Andreas F. Clenow
| Following the trend : diversified managed futures trading / / Andreas F. Clenow |
| Autore | Clenow Andreas F. <1975-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
| Descrizione fisica | xvi, 282 p. : ill |
| Disciplina | 332.64/52 |
| Soggetto topico |
Futures
Speculation |
| ISBN |
1-283-80422-0
1-118-41082-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface -- Why write a book? -- Acknowledgements -- Cross-asset trend following with futures -- Futures data and tools -- Constructing diversified futures trading strategies -- Basic trend-following strategies -- In-depth analysis of trend-following performance -- Year by year review -- Reverse engineering the competition -- Tweaks and improvements -- Practicalities of futures trading -- Final words of caution. |
| Record Nr. | UNINA-9910825665503321 |
|
Clenow Andreas F. <1975->
|
||
| Hoboken, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
High-performance managed futures [[electronic resource] ] : the new way to diversify your portfolio / / Mark H. Melin
| High-performance managed futures [[electronic resource] ] : the new way to diversify your portfolio / / Mark H. Melin |
| Autore | Melin Mark H |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (323 p.) |
| Disciplina |
332.64/52
332.6452 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management
Investments Risk |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-88685-4
1-282-77344-5 9786612773440 1-118-26768-0 0-470-88684-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
High-Performance Managed Futures: The New Way to Diversify Your Portfolio; Contents; Preface; Acknowledgments; Disclaimer; Chapter 1: Understand It: The Truth about Risk and Misunderstood Investments; Chapter 2: Define It: Establish Performance and Risk Targets; Chapter 3: Work With It: Build Basic Portfolios Using Targets; Chapter 4: Realize It: The Old Way versus High Performance; Chapter 5: Don't Be a Victim: Leverage Managed Futures Regulation and Account Structure to Avoid Hedge Fund Fraud; Chapter 6: Recognize It: Volatility + Volatility and Lintner's Message
Chapter 7: Use It: Reward-Adjusted Deviation (RAD) Considers Past Probability and Rewards SuccessChapter 8: Protect it: Principal-Protected, Conservative, and Risky Investments; Chapter 9: Use All of It: Overlooked Points of Correlation; Chapter 10: Build It: CTA Evaluation and Portfolio Construction; Chapter 11: Understand It: The Naked Truth Behind Managed Futures Risk; Chapter 12: Don't Sit Back: Active Management of Risky Investments; Appendix A: HPFM Strategy Benchmark Performance Study; Appendix B: Twelve Questions Investors Should Ask . . . of Themselves Appendix C: Selecting a Commodity Trading AdvisorAppendix D: Identifying True Risk and Utilizing the Best Managed Futures Performance Measure; Appendix E: Regulated versus Unregulated Entities; Appendix F: Markowitz and Lintner: A "Modern" Investment Method Half a Century Old; Notes; About the Author; Index |
| Record Nr. | UNINA-9910140798503321 |
|
Melin Mark H
|
||
| Hoboken, N.J., : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
High-performance managed futures [[electronic resource] ] : the new way to diversify your portfolio / / Mark H. Melin
| High-performance managed futures [[electronic resource] ] : the new way to diversify your portfolio / / Mark H. Melin |
| Autore | Melin Mark H |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (323 p.) |
| Disciplina |
332.64/52
332.6452 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management
Investments Risk |
| ISBN |
0-470-88685-4
1-282-77344-5 9786612773440 1-118-26768-0 0-470-88684-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
High-Performance Managed Futures: The New Way to Diversify Your Portfolio; Contents; Preface; Acknowledgments; Disclaimer; Chapter 1: Understand It: The Truth about Risk and Misunderstood Investments; Chapter 2: Define It: Establish Performance and Risk Targets; Chapter 3: Work With It: Build Basic Portfolios Using Targets; Chapter 4: Realize It: The Old Way versus High Performance; Chapter 5: Don't Be a Victim: Leverage Managed Futures Regulation and Account Structure to Avoid Hedge Fund Fraud; Chapter 6: Recognize It: Volatility + Volatility and Lintner's Message
Chapter 7: Use It: Reward-Adjusted Deviation (RAD) Considers Past Probability and Rewards SuccessChapter 8: Protect it: Principal-Protected, Conservative, and Risky Investments; Chapter 9: Use All of It: Overlooked Points of Correlation; Chapter 10: Build It: CTA Evaluation and Portfolio Construction; Chapter 11: Understand It: The Naked Truth Behind Managed Futures Risk; Chapter 12: Don't Sit Back: Active Management of Risky Investments; Appendix A: HPFM Strategy Benchmark Performance Study; Appendix B: Twelve Questions Investors Should Ask . . . of Themselves Appendix C: Selecting a Commodity Trading AdvisorAppendix D: Identifying True Risk and Utilizing the Best Managed Futures Performance Measure; Appendix E: Regulated versus Unregulated Entities; Appendix F: Markowitz and Lintner: A "Modern" Investment Method Half a Century Old; Notes; About the Author; Index |
| Record Nr. | UNINA-9910830179103321 |
|
Melin Mark H
|
||
| Hoboken, N.J., : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
