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Modeling maximum trading profits with C++ [[electronic resource] ] : new trading and money management concepts / / Valerii Salov
Modeling maximum trading profits with C++ [[electronic resource] ] : new trading and money management concepts / / Valerii Salov
Autore Salov Valerii <1960->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Descrizione fisica 1 online resource (266 p.)
Disciplina 332.60113
332.602855362
Collana Wiley trading series
Soggetto topico Investment analysis - Computer programs
Investments - Mathematical models
C++ (Computer program language)
Financial engineering
Soggetto genere / forma Electronic books.
ISBN 1-119-19687-6
1-280-82215-5
9786610822157
0-470-11221-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Modeling Maximum Trading Profits with C++; Contents; Preface; Acknowledgments; Chapter 1: Potential Profit as a Measure of Market Performance; PROFIT AND POTENTIAL PROFIT; PRICE FLOW AND C++; PARDO'S POTENTIAL PROFIT; CONCLUSIONS; Chapter 2: Potential Profit and Transaction Costs; WHAT IS A TRADING STRATEGY?; PROPERTIES OF POTENTIAL PROFIT STRATEGY; TRANSACTION COSTS; TRANSACTION COSTS AND C++; PROFIT-AND-LOSS FUNCTION; CONCLUSIONS; Chapter 3: R- and L-Algorithms for Maximum Profit Strategy; S-FUNCTION AND S-MATRIX; INTERVAL AND ITS BOUNDARIES
THE BEST BUYING AND SELLING POINTS ON THE S-INTERVALPOLARITY OF S-INTERVALS; R-ALGORITHM; L-ALGORITHM; C++ IMPLEMENTATION; C++ PROGRAM EVALUATING POTENTIAL PROFIT; CONCLUSIONS; Chapter 4: Money Management and Discrete Nature of Trading; DENOMINATIONS; INDUCTION AND TRADING ACCOUNT SIZE; GROWTH FUNCTION AND OPTIMAL B; DISCRETE NATURE OF TRADING; CONCLUSIONS; Chapter 5: Money Management for Potential Profit Strategy; THE BEST ALLOCATION FRACTION FOR POTENTIAL PROFIT STRATEGY; SELF-FINANCING RESTRICTION; MINIMAL A; ACTIONS AND POSITIONS TEST4.CPP; THE FIRST AND SECOND P&L RESERVES
RULES FOR OFFSETTING POSITIONSCLASSES TRADE AND TRADES; CLASS POSITION; USING POSITION AND TRADES TEST5.CPP; CONCLUSIONS; Chapter 6: Best to Better; ALGORITHM FOR THE FIRST PROFIT-AND-LOSS RESERVE STRATEGY; ALGORITHM FOR THE SECOND P&L RESERVE STRATEGY; PROGRAM APPLYING THREE ALGORITHMS; CONCLUSIONS; Chapter 7: Direct Applications; ONLY IN THE PAST; SLEEPING BEAUTY; WAR AND PEACE; CONCLUSIONS; Chapter 8: Indicators Based on Potential Profit; PERFORMANCE MEASURES AND INDICATORS; STRATEGY EVALUATION; CONCLUSIONS; Chapter 9: Statistics of Trades and Potential Profit
STATISTICAL PROPERTIES OF TRADESPROGRAM EVALUATING STRATEGY AND TRADES; CONCLUSIONS; Chapter 10: Comparing Markets; TIME FRAME AND PRICES; SELECTED CONTRACTS; DATA FILE FORMAT; RESULTS OF APPLICATION OF MAXPROF3 AND EVALUATE; MULTIMARKET POTENTIAL PROFIT ALGORITHMS; EPILOGUE; CONCLUSIONS; Bibliography and Sources; About the CD-ROM; INTRODUCTION; SYSTEM REQUIREMENTS; USING THE CD; WHAT'S ON THE CD; Index
Record Nr. UNINA-9910143690603321
Salov Valerii <1960->  
Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling maximum trading profits with C++ [[electronic resource] ] : new trading and money management concepts / / Valerii Salov
Modeling maximum trading profits with C++ [[electronic resource] ] : new trading and money management concepts / / Valerii Salov
Autore Salov Valerii <1960->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Descrizione fisica 1 online resource (266 p.)
Disciplina 332.60113
332.602855362
Collana Wiley trading series
Soggetto topico Investment analysis - Computer programs
Investments - Mathematical models
C++ (Computer program language)
Financial engineering
ISBN 1-119-19687-6
1-280-82215-5
9786610822157
0-470-11221-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Modeling Maximum Trading Profits with C++; Contents; Preface; Acknowledgments; Chapter 1: Potential Profit as a Measure of Market Performance; PROFIT AND POTENTIAL PROFIT; PRICE FLOW AND C++; PARDO'S POTENTIAL PROFIT; CONCLUSIONS; Chapter 2: Potential Profit and Transaction Costs; WHAT IS A TRADING STRATEGY?; PROPERTIES OF POTENTIAL PROFIT STRATEGY; TRANSACTION COSTS; TRANSACTION COSTS AND C++; PROFIT-AND-LOSS FUNCTION; CONCLUSIONS; Chapter 3: R- and L-Algorithms for Maximum Profit Strategy; S-FUNCTION AND S-MATRIX; INTERVAL AND ITS BOUNDARIES
THE BEST BUYING AND SELLING POINTS ON THE S-INTERVALPOLARITY OF S-INTERVALS; R-ALGORITHM; L-ALGORITHM; C++ IMPLEMENTATION; C++ PROGRAM EVALUATING POTENTIAL PROFIT; CONCLUSIONS; Chapter 4: Money Management and Discrete Nature of Trading; DENOMINATIONS; INDUCTION AND TRADING ACCOUNT SIZE; GROWTH FUNCTION AND OPTIMAL B; DISCRETE NATURE OF TRADING; CONCLUSIONS; Chapter 5: Money Management for Potential Profit Strategy; THE BEST ALLOCATION FRACTION FOR POTENTIAL PROFIT STRATEGY; SELF-FINANCING RESTRICTION; MINIMAL A; ACTIONS AND POSITIONS TEST4.CPP; THE FIRST AND SECOND P&L RESERVES
RULES FOR OFFSETTING POSITIONSCLASSES TRADE AND TRADES; CLASS POSITION; USING POSITION AND TRADES TEST5.CPP; CONCLUSIONS; Chapter 6: Best to Better; ALGORITHM FOR THE FIRST PROFIT-AND-LOSS RESERVE STRATEGY; ALGORITHM FOR THE SECOND P&L RESERVE STRATEGY; PROGRAM APPLYING THREE ALGORITHMS; CONCLUSIONS; Chapter 7: Direct Applications; ONLY IN THE PAST; SLEEPING BEAUTY; WAR AND PEACE; CONCLUSIONS; Chapter 8: Indicators Based on Potential Profit; PERFORMANCE MEASURES AND INDICATORS; STRATEGY EVALUATION; CONCLUSIONS; Chapter 9: Statistics of Trades and Potential Profit
STATISTICAL PROPERTIES OF TRADESPROGRAM EVALUATING STRATEGY AND TRADES; CONCLUSIONS; Chapter 10: Comparing Markets; TIME FRAME AND PRICES; SELECTED CONTRACTS; DATA FILE FORMAT; RESULTS OF APPLICATION OF MAXPROF3 AND EVALUATE; MULTIMARKET POTENTIAL PROFIT ALGORITHMS; EPILOGUE; CONCLUSIONS; Bibliography and Sources; About the CD-ROM; INTRODUCTION; SYSTEM REQUIREMENTS; USING THE CD; WHAT'S ON THE CD; Index
Record Nr. UNINA-9910831080503321
Salov Valerii <1960->  
Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling maximum trading profits with C++ : new trading and money management concepts / / Valerii Salov
Modeling maximum trading profits with C++ : new trading and money management concepts / / Valerii Salov
Autore Salov Valerii <1960->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Descrizione fisica 1 online resource (266 p.)
Disciplina 332.60113
332.602855362
Collana Wiley trading series
Soggetto topico Investment analysis - Computer programs
Investments - Mathematical models
C++ (Computer program language)
Financial engineering
ISBN 9786610822157
9781119196877
1119196876
9781280822155
1280822155
9780470112212
0470112212
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Modeling Maximum Trading Profits with C++; Contents; Preface; Acknowledgments; Chapter 1: Potential Profit as a Measure of Market Performance; PROFIT AND POTENTIAL PROFIT; PRICE FLOW AND C++; PARDO'S POTENTIAL PROFIT; CONCLUSIONS; Chapter 2: Potential Profit and Transaction Costs; WHAT IS A TRADING STRATEGY?; PROPERTIES OF POTENTIAL PROFIT STRATEGY; TRANSACTION COSTS; TRANSACTION COSTS AND C++; PROFIT-AND-LOSS FUNCTION; CONCLUSIONS; Chapter 3: R- and L-Algorithms for Maximum Profit Strategy; S-FUNCTION AND S-MATRIX; INTERVAL AND ITS BOUNDARIES
THE BEST BUYING AND SELLING POINTS ON THE S-INTERVALPOLARITY OF S-INTERVALS; R-ALGORITHM; L-ALGORITHM; C++ IMPLEMENTATION; C++ PROGRAM EVALUATING POTENTIAL PROFIT; CONCLUSIONS; Chapter 4: Money Management and Discrete Nature of Trading; DENOMINATIONS; INDUCTION AND TRADING ACCOUNT SIZE; GROWTH FUNCTION AND OPTIMAL B; DISCRETE NATURE OF TRADING; CONCLUSIONS; Chapter 5: Money Management for Potential Profit Strategy; THE BEST ALLOCATION FRACTION FOR POTENTIAL PROFIT STRATEGY; SELF-FINANCING RESTRICTION; MINIMAL A; ACTIONS AND POSITIONS TEST4.CPP; THE FIRST AND SECOND P&L RESERVES
RULES FOR OFFSETTING POSITIONSCLASSES TRADE AND TRADES; CLASS POSITION; USING POSITION AND TRADES TEST5.CPP; CONCLUSIONS; Chapter 6: Best to Better; ALGORITHM FOR THE FIRST PROFIT-AND-LOSS RESERVE STRATEGY; ALGORITHM FOR THE SECOND P&L RESERVE STRATEGY; PROGRAM APPLYING THREE ALGORITHMS; CONCLUSIONS; Chapter 7: Direct Applications; ONLY IN THE PAST; SLEEPING BEAUTY; WAR AND PEACE; CONCLUSIONS; Chapter 8: Indicators Based on Potential Profit; PERFORMANCE MEASURES AND INDICATORS; STRATEGY EVALUATION; CONCLUSIONS; Chapter 9: Statistics of Trades and Potential Profit
STATISTICAL PROPERTIES OF TRADESPROGRAM EVALUATING STRATEGY AND TRADES; CONCLUSIONS; Chapter 10: Comparing Markets; TIME FRAME AND PRICES; SELECTED CONTRACTS; DATA FILE FORMAT; RESULTS OF APPLICATION OF MAXPROF3 AND EVALUATE; MULTIMARKET POTENTIAL PROFIT ALGORITHMS; EPILOGUE; CONCLUSIONS; Bibliography and Sources; About the CD-ROM; INTRODUCTION; SYSTEM REQUIREMENTS; USING THE CD; WHAT'S ON THE CD; Index
Record Nr. UNINA-9911020221203321
Salov Valerii <1960->  
Hoboken, N.J., : J. Wiley & Sons, Inc., c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui