The Encyclopedia of Trading Strategies

"The authors extract some sobering trading edicts the good old-fashioned way--analysis by the scientific method. Here we see the fruits of detailed and methodical research, both the long and short of it.... These results will certainly affect my own trading designs!"--Mark Jurik Editor, Computerized Trading"If you're the type of trader who wants to build his or her own systems, this book is for you!"--Murray Ruggiero, Jr. Contribuitng Editor, Futures magazine"I have known Jeff Katz for years. He has worked on a number of my projects, always exhibiting a high degree of professionalism, attention to detail, and thoroughness. The same craftsmanship is apparent throughout this book."--Robert Pardo President, Pardo Capital Limited

Preface.
Part One: Tools of the Trade.
Chapter 1: Data.
Chapter 2: Simulators.
Chapter 3: Optimizers and Optimazation.
Chapter 4: Statistics.
Part Two: The Study of Entries.
Chapter 5: Breakout Models.
Chapter 6: Moving-Average Models.
Chapter 7: Oscillator-Based Entries.
Chapter 8: Seasonality.
Chapter 9: Lunar and Solar Rhythms.
Chapter 10: Cycle-Based Entries.
Chapter 11: Neural Networks.
Chapter 12: Genetic Algorithms.
Part Three: The Study of Exits.
Chapter 13: The Standard Exit Strategy.
Chapter 14: Improvements on the Standard Exit.
Chapter 15: Adding Artificial Intelligence to Exits.