Trading Regime Analysis

Author : Murray Gunn
Publisher : John Wiley & Sons
ISBN 13 : 0470742844
Total Pages : 440 pages
Book Rating : 4.46/5 ( download)

DOWNLOAD NOW!

Download or read book Trading Regime Analysis written by Murray Gunn and published by John Wiley & Sons. This book was released on 2009-01-15 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading Regime Analysis is a groundbreaking work on how markets behave and how to profit from this behaviour. The book describes that it is the human nature of markets which explains why this behaviour exists and whether one believes in fundamental or technical market analysis, the ebb and flow of volatility is the one undeniable truth that exists in financial and commodity markets. It is the up and down cycles of volatility that is the manifestation of human psychology as the ultimate driver of markets and volatility, like human behaviour, has a distinct cycle to it. Offers in detail the methods that can be used to identify whether a market is about to start trending or about to enter a period of range trading Highlights important applications for this analysis for institutional investors, asset allocators, hedge fund managers and retail investors Provides unique content as there are no existing titles on trading regime analysis

Author : John J. Murphy
Publisher : John Wiley & Sons
ISBN 13 : 1118045556
Total Pages : 290 pages
Book Rating : 4.58/5 ( download)

DOWNLOAD NOW!

Download or read book Intermarket Analysis written by John J. Murphy and published by John Wiley & Sons. This book was released on 2011-01-31 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for INTERMARKET ANALYSIS "John Murphy has done it again. He dissects the global relationships between equities, bonds, currencies, and commodities like no one else can, and lays out an irrefutable case for intermarket analysis in plain English. This book is a must-read for all serious traders." -Louis B. Mendelsohn, creator of VantagePoint Intermarket Analysis software "John Murphy's Intermarket Analysis should be on the desk of every trader and investor if they want to be positioned in the right markets at the right time." -Thom Hartle, President, Market Analytics, Inc. (www.thomhartle.com) "This book is full of valuable information. As a daily practitioner of intermarket analysis, I thought I knew most aspects of this invaluable subject, but this book gave me several new ideas. I thoroughly recommend it for beginners and professionals." -Martin Pring, President of Pring.com and editor of the Intermarket Review Newsletter "Mr. Murphy's Intermarket Analysis is truly the most efficient and unambiguous way to define economic and fundamental relationships as they unfold in the market. It cuts through all of the conflicting economic news/views expressed each day to provide a clear picture of the 'here and now' in the global marketplace." -Dennis Hynes, Managing Director, R. W. Pressprich "Master Murphy is back with the quintessential look at intermarket analysis. The complex relationships among financial instruments have never been more important, and this book brings it all into focus. This is an essential read for all investors." -Andrew Bekoff, Technical Strategist, VDM NYSE Specialists "John Murphy is a legend in technical analysis, and a master at explaining precisely how the major markets impact each other. This updated version provides even more lessons from the past, plus fresh insights on current market trends." -Price Headley, BigTrends.com, author of Big Trends in Trading

Author : Jun Chen
Publisher : CRC Press
ISBN 13 : 1000220168
Total Pages : 138 pages
Book Rating : 4.62/5 ( download)

DOWNLOAD NOW!

Download or read book Detecting Regime Change in Computational Finance written by Jun Chen and published by CRC Press. This book was released on 2020-09-14 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithms It will be of great interest to researchers in computational finance, machine learning and data science. About the Authors Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019. Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.

Author : Markos Katsanos
Publisher : John Wiley & Sons
ISBN 13 : 1119995906
Total Pages : 428 pages
Book Rating : 4.06/5 ( download)

DOWNLOAD NOW!

Download or read book Intermarket Trading Strategies written by Markos Katsanos and published by John Wiley & Sons. This book was released on 2010-03-11 with total page 428 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 : Tim Leung (Professor of industrial engineering)
Publisher : World Scientific
ISBN 13 : 9814725927
Total Pages : 221 pages
Book Rating : 4.27/5 ( download)

DOWNLOAD NOW!

Download or read book Optimal Mean Reversion Trading written by Tim Leung (Professor of industrial engineering) and published by World Scientific. This book was released on 2015-11-26 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives. This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature. This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments."--

Author : Tushar S. Chande
Publisher : John Wiley & Sons
ISBN 13 : 0471415677
Total Pages : 403 pages
Book Rating : 4.71/5 ( download)

DOWNLOAD NOW!

Download or read book Beyond Technical Analysis written by Tushar S. Chande and published by John Wiley & Sons. This book was released on 2001-05-24 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: A technical analysis classic, newly updated to help traders develop and forward-test a high-performance trading system for today's markets In trading, a winning system is everything. While it is theoretically possible to buy a "canned" trading system, most experts agree that the best system is proprietary to each trader--developed, implemented, and tested by the individual to suit his or her exact requirements. A stimulating mix of cutting-edge techniques, timeless principles, and practical guidelines, this updated edition of a technical analysis classic offers traders a comprehensive methodology to develop and implement your own trading system, bridging the gap between analysis and execution. Tushar Chande (Pittsburgh, PA) holds nine U.S. patents for creative solutions to flexible manufacturing problems using high-power lasers and optical fibers. A contributing editor to Technical Analysis of Stocks & Commodities magazine, he has been a registered Commodity Trading Advisor and is the principal author of The New Technical Trader (0-471-59780-5) (Wiley).

Author : Thomas Warren Hertel
Publisher : Cambridge University Press
ISBN 13 : 9780521643740
Total Pages : 428 pages
Book Rating : 4.40/5 ( download)

DOWNLOAD NOW!

Download or read book Global Trade Analysis written by Thomas Warren Hertel and published by Cambridge University Press. This book was released on 1997 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, drawn from the Global Trade Analysis Project (GTAP), aims to help readers conduct quantitative analysis of international trade issues in an economy-wide framework. In addition to providing a succinct introduction to the GTAP modeling framework and data base, this book contains seven of the most refined GTAP applications undertaken to date, covering topics ranging from trade policy, to the global implications of environmental policies, factor accumulation and technological change.

Author : John F. Ehlers
Publisher : John Wiley & Sons
ISBN 13 : 1118045726
Total Pages : 274 pages
Book Rating : 4.25/5 ( download)

DOWNLOAD NOW!

Download or read book Cybernetic Analysis for Stocks and Futures written by John F. Ehlers and published by John Wiley & Sons. This book was released on 2011-01-06 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cutting-edge insight from the leader in trading technology In Cybernetic Analysis for Stocks and Futures, noted technical analyst John Ehlers continues to enlighten readers on the art of predicting the market based on tested systems. With application of his engineering expertise, Ehlers explains the latest, most advanced techniques that help traders predict stock and futures markets with surgical precision. Unique new indicators and automatic trading systems are described in text as well as Easy Language and EFS code. The approaches are universal and robust enough to be applied to a full range of market conditions. John F. Ehlers (Santa Barbara, CA) is President of MESA Software (www.mesasoftware.com) and has also written Rocket Science for Traders (0-471-40567-1) as well as numerous articles for Futures and Technical Analysis of Stocks & Commodities magazines.

Author : Paul Blustein
Publisher : McGill-Queen's Press - MQUP
ISBN 13 : 1928096867
Total Pages : 249 pages
Book Rating : 4.63/5 ( download)

DOWNLOAD NOW!

Download or read book Schism written by Paul Blustein and published by McGill-Queen's Press - MQUP. This book was released on 2019-09-10 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: China's entry into the World Trade Organization (WTO) in 2001 was heralded as historic, and for good reason: the world's most populous nation was joining the rule-based system that has governed international commerce since World War II. But the full ramifications of that event are only now becoming apparent, as the Chinese economic juggernaut has evolved in unanticipated and profoundly troublesome ways. In this book, journalist Paul Blustein chronicles the contentious process resulting in China's WTO membership and the transformative changes that followed, both good and bad - for China, for its trading partners, and for the global trading system as a whole. The book recounts how China opened its markets and underwent far-reaching reforms that fuelled its economic takeoff, but then adopted policies - a cheap currency and heavy-handed state intervention - that unfairly disadvantaged foreign competitors and circumvented WTO rules. Events took a potentially catastrophic turn in 2018 with the eruption of a trade war between China and the United States, which has brought the trading system to a breaking point. Regardless of how the latest confrontation unfolds, the world will be grappling for decades with the challenges posed by China Inc.

Author : Robert Pardo
Publisher : John Wiley & Sons
ISBN 13 : 111804505X
Total Pages : 334 pages
Book Rating : 4.53/5 ( download)

DOWNLOAD NOW!

Download or read book The Evaluation and Optimization of Trading Strategies written by Robert Pardo and published by John Wiley & Sons. This book was released on 2011-01-11 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems Trading systems expert Robert Pardo is back, and in The Evaluation and Optimization of Trading Strategies, a thoroughly revised and updated edition of his classic text Design, Testing, and Optimization of Trading Systems, he reveals how he has perfected the programming and testing of trading systems using a successful battery of his own time-proven techniques. With this book, Pardo delivers important information to readers, from the design of workable trading strategies to measuring issues like profit and risk. Written in a straightforward and accessible style, this detailed guide presents traders with a way to develop and verify their trading strategy no matter what form they are currently using–stochastics, moving averages, chart patterns, RSI, or breakout methods. Whether a trader is seeking to enhance their profit or just getting started in testing, The Evaluation and Optimization of Trading Strategies offers practical instruction and expert advice on the development, evaluation, and application of winning mechanical trading systems.