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 | ||
|
Trading systems and methods / / Perry J. Kaufman |
Autore | Kaufman Perry J |
Edizione | [5th ed.] |
Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
Descrizione fisica | 1 online resource (1232 p.) |
Disciplina | 332.64/4 |
Altri autori (Persone) | KaufmanPerry J |
Collana | Wiley Trading |
Soggetto topico |
Commodity exchanges - Statistical methods
Technical analysis (Investment analysis) |
ISBN |
1-119-20256-6
1-283-96049-4 1-118-22224-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Trading Systems and Methods; Contents; Preface to the Fifth Edition; CHAPTER 1 Introduction; THE EXPANDING ROLE OF TECHNICAL ANALYSIS; CONVERGENCE OF TRADING STYLES IN STOCKS AND FUTURES; A LINE IN THE SAND BETWEEN FUNDAMENTALS AND TECHNICAL ANALYSIS; PROFESSIONAL AND AMATEUR; RANDOM WALK; DECIDING ON A TRADING STYLE; MEASURING NOISE; Other Measurements of Noise; Impact on Trading; MATURING MARKETS AND GLOBALIZATION; BACKGROUND MATERIAL; RESEARCH GUIDELINES; OBJECTIVES OF THIS BOOK; PROFILE OF A TRADING SYSTEM; Changing Markets and System Longevity; The Choice of Data; Diversification
Trade Selection Testing; Risk Control; Transaction Costs; Performance Monitoring and Feedback; A WORD ABOUT THE NOTATION USED IN THIS BOOK; AND FINALLY . . .; CHAPTER 2 Basic Concepts and Calculations; Helpful Software; ABOUT DATA AND AVERAGING; The Law of Averages; In-Sample and Out-of-Sample Data; How Much Data Is Enough?; ON AVERAGE; Geometric Mean; Quadratic Mean; Harmonic Mean; PRICE DISTRIBUTION; Frequency Distributions; Median and Mode; Characteristics of the Principal Averages; MOMENTS OF THE DISTRIBUTION: VARIANCE, SKEWNESS, AND KURTOSIS; Variance (2nd Moment); Skewness (3rd moment Kurtosis (4th Moment)Choosing between Frequency Distribution and Standard Deviation; Probability of Achieving a Return; Standard Error; t-Statistic and Degrees of Freedom; STANDARDIZING RISK AND RETURN; Calculating Returns; Risk and Volatility; THE INDEX; Constructing an Index; Calculating the Net Asset Value-Indexing Returns; Leveraged Long or Short Index Funds; Cross-Market and Weighted Index; U.S. Dollar Index; STANDARD MEASUREMENTS OF PERFORMANCE; PROBABILITY; Laws of Probability; Joint and Marginal Probability; Contingent Probability; Markov Chains; Bayes' Theorem; SUPPLY AND DEMAND Demand Supply; Equilibrium; Cobweb Charts; Building a Model; Changing Factors; Economic Reports; CHAPTER 3 Charting; FINDING CONSISTENT PATTERNS; What Causes Chart Patterns?; WHAT CAUSES THE MAJOR PRICE MOVES AND TRENDS?; THE BAR CHART AND ITS INTERPRETATION BY CHARLES DOW; The Dow Theory; The Basic Tenets of the Dow Theory; Interpreting Today's S&P Using Dow Theory; Dow Theory and Futures Markets; CHART FORMATIONS; The Trend in Retrospect; TRENDLINES; Redrawing Trendlines; Support and Resistance Lines; Rules for Trading Using Trendlines Trading Rules for Horizontal Support and Resistance Levels Creating a Channel with Trendlines; ONE-DAY PATTERNS; Gaps; Trading Rules for Gaps; Spikes; Island Reversals; Reversal Days and Key Reversal Days; Wide-Ranging Days, Inside Days, and Outside Days; CONTINUATION PATTERNS; Symmetric, Descending, and Ascending Triangles; Formation of a Descending Triangle; Flags; Pennants; Wedges; BASIC CONCEPTS IN CHART TRADING; Major and Minor Formations; Market Noise; ACCUMULATION AND DISTRIBUTION-BOTTOMS AND TOPS; V-Tops and V-Bottoms; Double and Triple Tops and Bottoms; Extended Rectangle Bottom Rounded Tops and Bottoms |
Record Nr. | UNINA-9910141497603321 |
Kaufman Perry J | ||
Hoboken, N.J., : Wiley, c2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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