Quantitative trading strategies

Lars Kestner

362 pages, parution le 29/08/2003

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Résumé

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves and change minds in the world of technical analysis and trading.

Harnessing The Power Of Quantitative Techniques To Create A Winning Trading Program

Structural foundations for improving technical trading performance
- Introduction to Quantitative Trading : How statistics can help achieve trading success
- An introduction to statistics : Using scientific methods to develop cutting edge trading strategies
- Creating trading strategies : The building blocks that generate trades
- Evaluating trading strategy performance : How to correctly assess performance
- Performance of portfolios : Maintaining returns while decreasing risk
- Optimizing parameters and filtering entry signals : Improving the basic strategy

Harnessing the power of quantitative techniques to create a trading program
- Dissecting strategies currently available : What works and what doesn't
- New ideas of entries, exits, and filters : Enhancing trading performance using cutting edge techniques
- New ideas of markets : Trading doesn't end with stocks and futures
- Investing in the S&P 500 : Beating a buy and hold return using quantitative techniques
- New techniques in money management : Optimizing the results of our strategies
- Solving the trading puzzle : Creating, testing, and evaluating a new trading strategy

In conclusion
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Lars Kestner
Parution	29/08/2003
Nb. de pages	362
Format	19,5 x 24
Couverture	Relié
Poids	820g
Intérieur	Noir et Blanc
EAN13	9780071412391
ISBN13	978-0-07-141239-1