Profitability and systematic trading:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
2008
|
| Series: | Wiley trading
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (p. 179-180) and index |
| Physical Description: | XIX, 188 S. graph. Darst. 24 cm. + 1 CD-ROM |
| Format: | System requirements: Computer with a processor running at 120 Mhz or faster; 32 MB of total RAM installed on your computer, 64 MB recommended; CD-ROM drive. |
| ISBN: | 9780470229088 |
Staff View
MARC
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| 490 | 0 | |a Wiley trading | |
| 500 | |a Includes bibliographical references (p. 179-180) and index | ||
| 538 | |a System requirements: Computer with a processor running at 120 Mhz or faster; 32 MB of total RAM installed on your computer, 64 MB recommended; CD-ROM drive. | ||
| 650 | 4 | |a Stock price forecasting | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Speculation | |
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Record in the Search Index
| _version_ | 1804138692064837633 |
|---|---|
| adam_text | Contents
Preface xl
Acknowledgments *v
About the Author xvii
Disclaimer xix
PART I Foundations 1
CHAPTER 1 The Market 3
A Trader s Perspective 3
Futures, Equity, and Forex Markets 6
Which Market Should I Trade In? 15
CHAPTER 2 The Zero-Sum Game of Trading 17
The Counterargument 18
The Winners and Losers 18
Zero-Sum Trading Markets 19
Rare Exceptions to the Rule 20
Dealing with the Realities of the Zero-Sum Game 22
CHAPTER 3 Trading Methods and Time Frames 25
Trading Methods 25
Trading Time Frames 29
vtl
viii contents
PART II PROFITABILITY AMD RISK 43
CHAPTER 4 The Profitability Rule 45
Qualitative versus Quantitative 45
Derivation of the Profitability Rule 46
The Fundamental Law of Trading Strategies 50
Effect of Commissions on Profitability 53
Profitability and Trading Time Frames 56
Examples 60
CHAPTER 5 Risk and Money management 63
The Probability of Ruin 64
The Fundamental Law of Risk and Money Management 67
Position Sizing 73
The Risk Percent Method 76
Martingale versus Anti-Martingale Betting Strategies 78
Risk and Money Management Plan 78
Examples 80
PART III Systematic Trading 83
CHAPTER 6 Analysis of Trading Systems 85
Simplicity versus Complexity 86
Trading System Modeling 87
Trading System Development and Back Testing 91
Pitfalls of Back Testing 98
CHAPTER 7 Synthesis of Trading Systems 105
From Analysis to Synthesis 106
The Process of Synthesis 108
Analysis versus Synthesis 111
Examples of Trading System Synthesis 111
At the End of the Day... 134
Contents ix
Appendix: Codes for Selected Price Patterns 137
References 179
About the CD-ROM 181
Index 185
|
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| id | DE-604.BV035365913 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:32:13Z |
| institution | BVB |
| isbn | 9780470229088 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017169882 |
| oclc_num | 183926523 |
| open_access_boolean | |
| physical | XIX, 188 S. graph. Darst. 24 cm. + 1 CD-ROM |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley trading |
| spelling | Harris, Michael 1958- Verfasser (DE-588)135881013 aut Profitability and systematic trading Michael Harris Hoboken, N.J. Wiley 2008 XIX, 188 S. graph. Darst. 24 cm. + 1 CD-ROM txt rdacontent n rdamedia nc rdacarrier Wiley trading Includes bibliographical references (p. 179-180) and index System requirements: Computer with a processor running at 120 Mhz or faster; 32 MB of total RAM installed on your computer, 64 MB recommended; CD-ROM drive. Stock price forecasting Investment analysis Speculation HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017169882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Harris, Michael 1958- Profitability and systematic trading Stock price forecasting Investment analysis Speculation |
| title | Profitability and systematic trading |
| title_auth | Profitability and systematic trading |
| title_exact_search | Profitability and systematic trading |
| title_full | Profitability and systematic trading Michael Harris |
| title_fullStr | Profitability and systematic trading Michael Harris |
| title_full_unstemmed | Profitability and systematic trading Michael Harris |
| title_short | Profitability and systematic trading |
| title_sort | profitability and systematic trading |
| topic | Stock price forecasting Investment analysis Speculation |
| topic_facet | Stock price forecasting Investment analysis Speculation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017169882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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