Long Short Market Dynamics

Author : Clive M. Corcoran
Publisher : John Wiley & Sons
ISBN 13 : 0470065311
Total Pages : 358 pages
Book Rating : 4.10/5 ( download)

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Download or read book Long/Short Market Dynamics written by Clive M. Corcoran and published by John Wiley & Sons. This book was released on 2007-02-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective. The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active trader is far better equipped to profit in today’s more complex and risky markets. Long/Short Market Dynamics includes: A completely new technique, Comparative Quantiles Analysis, for identifying market turning points is introduced. It is based on statistical techniques that can be used to recognize money flow and price/momentum divergences that can provide substantial profit opportunities. Power laws, regime shifts, self-organized criticality, phase transitions, network dynamics, econophysics, algorithmic trading and other ideas from the science of complexity are examined. All are described as concretely as possible and avoiding unnecessary mathematics and formalism. Alpha generation, portfolio construction, hedge ratios, and beta neutral portfolios are illustrated with case studies and worked examples. Episodes of financial contagion are illustrated with a proposed explanation of their origins within underlying market dynamics

Author : Mrs.Anne Jansen
Publisher : International Monetary Fund
ISBN 13 : 9781557757364
Total Pages : 92 pages
Book Rating : 4.64/5 ( download)

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Download or read book Hedge Funds and Financial Market Dynamics written by Mrs.Anne Jansen and published by International Monetary Fund. This book was released on 1998-05-15 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hedge funds are collective investment vehicles, often organized as private partnerships and resident offshore for tax and regulatory purposes. Their legal status places few restrictions on their portfolios and transactions, leaving their managers free to use short sales, derivative securities, and leverage to raise returns and cushion risk. This paper considers the role of hedge funds in financial market dynamics, with particular reference to the Asian crisis.

Author : Thorsten Hens
Publisher : Elsevier
ISBN 13 : 0080921434
Total Pages : 607 pages
Book Rating : 4.33/5 ( download)

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Download or read book Handbook of Financial Markets: Dynamics and Evolution written by Thorsten Hens and published by Elsevier. This book was released on 2009-06-12 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. Explains the market dynamics of asset prices, offering insights about asset management approaches Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics

Author : Markos Katsanos
Publisher : Wiley
ISBN 13 : 0470741465
Total Pages : 430 pages
Book Rating : 4.67/5 ( download)

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Download or read book Intermarket Trading Strategies written by Markos Katsanos and published by Wiley. This book was released on 2009-01-15 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicators and Intermarket based systems using basic mathematical and statistical principles to help traders develop and design Intermarket trading systems appropriate for long term, intermediate, short term and day trading. The metastock code for all systems is included and the testing method is described thoroughly. All systems are back tested using at least 200 bars of historical data and compared using various profitability and drawdown metrics.

Author : John J. Murphy
Publisher : Penguin
ISBN 13 : 110165919X
Total Pages : 576 pages
Book Rating : 4.99/5 ( download)

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Download or read book Technical Analysis of the Financial Markets written by John J. Murphy and published by Penguin. This book was released on 1999-01-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: John J. Murphy has now updated his landmark bestseller Technical Analysis of the Futures Markets, to include all of the financial markets. This outstanding reference has already taught thousands of traders the concepts of technical analysis and their application in the futures and stock markets. Covering the latest developments in computer technology, technical tools, and indicators, the second edition features new material on candlestick charting, intermarket relationships, stocks and stock rotation, plus state-of-the-art examples and figures. From how to read charts to understanding indicators and the crucial role technical analysis plays in investing, readers gain a thorough and accessible overview of the field of technical analysis, with a special emphasis on futures markets. Revised and expanded for the demands of today's financial world, this book is essential reading for anyone interested in tracking and analyzing market behavior.

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.12/5 ( download)

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Download or read book Market-neutral Investing written by and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Jay Kaeppel
Publisher : John Wiley & Sons
ISBN 13 : 0470270438
Total Pages : 325 pages
Book Rating : 4.31/5 ( download)

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Download or read book Seasonal Stock Market Trends written by Jay Kaeppel and published by John Wiley & Sons. This book was released on 2008-12-22 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is a seasonal bias to the stock market, and by paying attention to the seasonal market tendencies you can gain an edge in the stock market over the long haul. Seasonality offers a practical approach to investing and trading. What better way to learn how to employ seasonal systems than learning from Jay Kaeppel, a master in the analysis of seasonal trends? Kaeppel walks you through this phenomenon that continues to work consistently, providing you with his ultimate seasonal index to make the calendar work for you. Stock Market Seasonals provides a never-before-seen definitive guide that illustrates how to utilize a combination of four basic seasonal tendencies in order to maximize returns.

Author : Nassim Nicholas Taleb
Publisher : John Wiley & Sons
ISBN 13 : 9780471152804
Total Pages : 536 pages
Book Rating : 4.03/5 ( download)

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Download or read book Dynamic Hedging written by Nassim Nicholas Taleb and published by John Wiley & Sons. This book was released on 1997-01-14 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.

Author : Larry Williams
Publisher : John Wiley & Sons
ISBN 13 : 1118184688
Total Pages : 327 pages
Book Rating : 4.84/5 ( download)

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Download or read book Long-Term Secrets to Short-Term Trading written by Larry Williams and published by John Wiley & Sons. This book was released on 2011-11-01 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hugely popular market guru updates his popular trading strategy for a post-crisis world From Larry Williams—one of the most popular and respected technical analysts of the past four decades—Long-Term Secrets to Short-Term Trading, Second Edition provides the blueprint necessary for sound and profitable short-term trading in a post-market meltdown economy. In this updated edition of the evergreen trading book, Williams shares his years of experience as a highly successful short-term trader, while highlighting the advantages and disadvantages of what can be a very fruitful yet potentially dangerous endeavor. Offers market wisdom on a wide range of topics, including chaos, speculation, volatility breakouts, and profit patterns Explains fundamentals such as how the market moves, the three most dominant cycles, when to exit a trade, and how to hold on to winners Includes in-depth analysis of the most effective short-term trading strategies, as well as the author's winning technical indicators Short-term trading offers tremendous upside. At the same time, the practice is also extremely risky. Minimize your risk and maximize your opportunities for success with Larry Williams's Long-Term Secrets to Short-Term Trading, Second Edition.

Author : Jeff Augen
Publisher : FT Press
ISBN 13 : 0137054130
Total Pages : 196 pages
Book Rating : 4.38/5 ( download)

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Download or read book Day Trading Options written by Jeff Augen and published by FT Press. This book was released on 2009-10-02 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Minimize Your Exposure to Market Risk and Increase Profits by Trading in Very Brief Time Frames In today’s turbulent markets, traditional trading strategies have failed to provide protection from the rapid and violent changes that have swung the Dow down 330 points one day, up 280 points the next, and down 250 points at the open on the next. Fundamental analysis based on company performance and financial predictions has proven meaningless. Technical traders must now compete with institutional trading programs utilizing supercomputers that analyze and execute trades in millisecond time frames. So, how can a private investor compete in this environment? In Day Trading Options, expert option trader Jeff Augen shows you how to continue to profit even in these chaotic times. You’ll learn to structure short-term trades that exploit well characterized price distortions and anomalies. You’ll discover a breakthrough technique for utilizing volatility to identify the beginning and end of short-lived trends. And, you’ll gain the knowledge to use this innovative technique to take advantage of financial news and planned events, rather than being at their mercy. Abandon outdated trading strategies and conventional “wisdom” Minimize your exposure to market risk and increase your profits by trading in very brief time frames and structuring positions that are direction neutral Understand why your once-reliable technical analysis and charting techniques are failing Explore new statistical evidence to discern how new advances in institutional program trading affect the private investor Discover new models for analyzing volatility in different time frames Learn to evaluate option prices by comparing overnight, intraday, and traditional measures of volatility Learn to identify and exploit short-lived volatility changes Use a newly defined charting technique to correctly time trades by identifying the beginning and end of short-term trends