Mean reversion trading systems: Practical methods for swing trading
"The book is an extension of Quantitative Trading Systems and its sequel, Modeling Trading System Performance. The series deals with the importance of timing in stock trades, and in particular with the tendency of prices to fall back to their historical norm despite fluctuations in the market....
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Sioux Falls
Blue Owl Press
2015
|
| Ausgabe: | 3. printing with corr. |
| Schlagworte: | |
| Zusammenfassung: | "The book is an extension of Quantitative Trading Systems and its sequel, Modeling Trading System Performance. The series deals with the importance of timing in stock trades, and in particular with the tendency of prices to fall back to their historical norm despite fluctuations in the market. The focus of this book is systems that enter when price is overextended -- far from the recent mean -- anticipating that price will revert to the mean, with holding periods of a few days. [Dr. Bandy's] analysis of trading frequency and holding period concludes, after research and mathematical modeling using the Amibroker program, that the sweet spot for holding period is one to two days, and it is desirable to trade frequently. This book discusses systems that closely fit those sweet spots." Adapted from author's introduction |
| Beschreibung: | Includes glossary, bibliographical references (page 227) and index Preface -- Introduction -- Development and analysis -- Naïve system -- Development template -- Transformations -- Exits -- Entries -- Controlling risk -- Systems -- Multi-system systems -- It doesn't work anymore -- Index |
| Beschreibung: | 240 S. graph. Darst. 26 cm |
| ISBN: | 9780979183843 0979183847 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV042690535 | ||
| 003 | DE-604 | ||
| 005 | 20150804 | ||
| 007 | t | ||
| 008 | 150714s2015 d||| |||| 00||| eng d | ||
| 020 | |a 9780979183843 |9 978-0-979-1838-4-3 | ||
| 020 | |a 0979183847 |9 0979183847 | ||
| 035 | |a (OCoLC)915133943 | ||
| 035 | |a (DE-599)BVBBV042690535 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 | ||
| 084 | |a QK 800 |0 (DE-625)141681: |2 rvk | ||
| 100 | 1 | |a Bandy, Howard B. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Mean reversion trading systems |b Practical methods for swing trading |c Howard B. Bandy |
| 250 | |a 3. printing with corr. | ||
| 264 | 1 | |a Sioux Falls |b Blue Owl Press |c 2015 | |
| 300 | |a 240 S. |b graph. Darst. |c 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes glossary, bibliographical references (page 227) and index | ||
| 500 | |a Preface -- Introduction -- Development and analysis -- Naïve system -- Development template -- Transformations -- Exits -- Entries -- Controlling risk -- Systems -- Multi-system systems -- It doesn't work anymore -- Index | ||
| 520 | |a "The book is an extension of Quantitative Trading Systems and its sequel, Modeling Trading System Performance. The series deals with the importance of timing in stock trades, and in particular with the tendency of prices to fall back to their historical norm despite fluctuations in the market. The focus of this book is systems that enter when price is overextended -- far from the recent mean -- anticipating that price will revert to the mean, with holding periods of a few days. [Dr. Bandy's] analysis of trading frequency and holding period concludes, after research and mathematical modeling using the Amibroker program, that the sweet spot for holding period is one to two days, and it is desirable to trade frequently. This book discusses systems that closely fit those sweet spots." Adapted from author's introduction | ||
| 650 | 4 | |a Investment analysis / Data processing | |
| 650 | 4 | |a Portfolio management / Mathematical models | |
| 650 | 4 | |a Risk assessment | |
| 650 | 4 | |a Expert systems (Computer science) / Industrial applications | |
| 650 | 4 | |a Stocks / Mathematical models | |
| 650 | 4 | |a Programming (Mathematics) | |
| 650 | 4 | |a Exchange traded funds | |
| 650 | 4 | |a Commodity options | |
| 650 | 4 | |a Technical analysis (Investment analysis) | |
| 650 | 7 | |a Commodity options |2 fast | |
| 650 | 7 | |a Exchange traded funds |2 fast | |
| 650 | 7 | |a Expert systems (Computer science) / Industrial applications |2 fast | |
| 650 | 7 | |a Investment analysis / Data processing |2 fast | |
| 650 | 7 | |a Portfolio management / Mathematical models |2 fast | |
| 650 | 7 | |a Programming (Mathematics) |2 fast | |
| 650 | 7 | |a Risk assessment |2 fast | |
| 650 | 7 | |a Stocks / Mathematical models |2 fast | |
| 650 | 7 | |a Technical analysis (Investment analysis) |2 fast | |
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 0 | 7 | |a Mittelwert |0 (DE-588)4130070-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wertpapierhandelssystem |0 (DE-588)4510686-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Aktienkurs |0 (DE-588)4141736-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Abweichung |0 (DE-588)4141199-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Wertpapierhandelssystem |0 (DE-588)4510686-1 |D s |
| 689 | 0 | 1 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | 2 | |a Aktienkurs |0 (DE-588)4141736-7 |D s |
| 689 | 0 | 3 | |a Mittelwert |0 (DE-588)4130070-1 |D s |
| 689 | 0 | 4 | |a Abweichung |0 (DE-588)4141199-7 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028122198 | ||
Datensatz im Suchindex
| _version_ | 1804174885175427072 |
|---|---|
| any_adam_object | |
| author | Bandy, Howard B. |
| author_facet | Bandy, Howard B. |
| author_role | aut |
| author_sort | Bandy, Howard B. |
| author_variant | h b b hb hbb |
| building | Verbundindex |
| bvnumber | BV042690535 |
| classification_rvk | QK 800 |
| ctrlnum | (OCoLC)915133943 (DE-599)BVBBV042690535 |
| discipline | Wirtschaftswissenschaften |
| edition | 3. printing with corr. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03662nam a2200697 c 4500</leader><controlfield tag="001">BV042690535</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150804 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">150714s2015 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780979183843</subfield><subfield code="9">978-0-979-1838-4-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0979183847</subfield><subfield code="9">0979183847</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)915133943</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042690535</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 800</subfield><subfield code="0">(DE-625)141681:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bandy, Howard B.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Mean reversion trading systems</subfield><subfield code="b">Practical methods for swing trading</subfield><subfield code="c">Howard B. Bandy</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">3. printing with corr.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Sioux Falls</subfield><subfield code="b">Blue Owl Press</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">240 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">26 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes glossary, bibliographical references (page 227) and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Preface -- Introduction -- Development and analysis -- Naïve system -- Development template -- Transformations -- Exits -- Entries -- Controlling risk -- Systems -- Multi-system systems -- It doesn't work anymore -- Index</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">"The book is an extension of Quantitative Trading Systems and its sequel, Modeling Trading System Performance. The series deals with the importance of timing in stock trades, and in particular with the tendency of prices to fall back to their historical norm despite fluctuations in the market. The focus of this book is systems that enter when price is overextended -- far from the recent mean -- anticipating that price will revert to the mean, with holding periods of a few days. [Dr. Bandy's] analysis of trading frequency and holding period concludes, after research and mathematical modeling using the Amibroker program, that the sweet spot for holding period is one to two days, and it is desirable to trade frequently. This book discusses systems that closely fit those sweet spots." Adapted from author's introduction</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis / Data processing</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk assessment</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Expert systems (Computer science) / Industrial applications</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stocks / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Programming (Mathematics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Exchange traded funds</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Commodity options</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Technical analysis (Investment analysis)</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Commodity options</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Exchange traded funds</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Expert systems (Computer science) / Industrial applications</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Investment analysis / Data processing</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio management / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Programming (Mathematics)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risk assessment</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stocks / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Technical analysis (Investment analysis)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Datenverarbeitung</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mittelwert</subfield><subfield code="0">(DE-588)4130070-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wertpapierhandelssystem</subfield><subfield code="0">(DE-588)4510686-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Aktienkurs</subfield><subfield code="0">(DE-588)4141736-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Abweichung</subfield><subfield code="0">(DE-588)4141199-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Wertpapierhandelssystem</subfield><subfield code="0">(DE-588)4510686-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Aktienkurs</subfield><subfield code="0">(DE-588)4141736-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Mittelwert</subfield><subfield code="0">(DE-588)4130070-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Abweichung</subfield><subfield code="0">(DE-588)4141199-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028122198</subfield></datafield></record></collection> |
| id | DE-604.BV042690535 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:07:30Z |
| institution | BVB |
| isbn | 9780979183843 0979183847 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028122198 |
| oclc_num | 915133943 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 240 S. graph. Darst. 26 cm |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Blue Owl Press |
| record_format | marc |
| spelling | Bandy, Howard B. Verfasser aut Mean reversion trading systems Practical methods for swing trading Howard B. Bandy 3. printing with corr. Sioux Falls Blue Owl Press 2015 240 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Includes glossary, bibliographical references (page 227) and index Preface -- Introduction -- Development and analysis -- Naïve system -- Development template -- Transformations -- Exits -- Entries -- Controlling risk -- Systems -- Multi-system systems -- It doesn't work anymore -- Index "The book is an extension of Quantitative Trading Systems and its sequel, Modeling Trading System Performance. The series deals with the importance of timing in stock trades, and in particular with the tendency of prices to fall back to their historical norm despite fluctuations in the market. The focus of this book is systems that enter when price is overextended -- far from the recent mean -- anticipating that price will revert to the mean, with holding periods of a few days. [Dr. Bandy's] analysis of trading frequency and holding period concludes, after research and mathematical modeling using the Amibroker program, that the sweet spot for holding period is one to two days, and it is desirable to trade frequently. This book discusses systems that closely fit those sweet spots." Adapted from author's introduction Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Exchange traded funds Commodity options Technical analysis (Investment analysis) Commodity options fast Exchange traded funds fast Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Technical analysis (Investment analysis) fast Datenverarbeitung Mathematisches Modell Mittelwert (DE-588)4130070-1 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 gnd rswk-swf Aktienkurs (DE-588)4141736-7 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Abweichung (DE-588)4141199-7 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 s Portfolio Selection (DE-588)4046834-3 s Aktienkurs (DE-588)4141736-7 s Mittelwert (DE-588)4130070-1 s Abweichung (DE-588)4141199-7 s b DE-604 |
| spellingShingle | Bandy, Howard B. Mean reversion trading systems Practical methods for swing trading Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Exchange traded funds Commodity options Technical analysis (Investment analysis) Commodity options fast Exchange traded funds fast Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Technical analysis (Investment analysis) fast Datenverarbeitung Mathematisches Modell Mittelwert (DE-588)4130070-1 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Aktienkurs (DE-588)4141736-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Abweichung (DE-588)4141199-7 gnd |
| subject_GND | (DE-588)4130070-1 (DE-588)4510686-1 (DE-588)4141736-7 (DE-588)4046834-3 (DE-588)4141199-7 |
| title | Mean reversion trading systems Practical methods for swing trading |
| title_auth | Mean reversion trading systems Practical methods for swing trading |
| title_exact_search | Mean reversion trading systems Practical methods for swing trading |
| title_full | Mean reversion trading systems Practical methods for swing trading Howard B. Bandy |
| title_fullStr | Mean reversion trading systems Practical methods for swing trading Howard B. Bandy |
| title_full_unstemmed | Mean reversion trading systems Practical methods for swing trading Howard B. Bandy |
| title_short | Mean reversion trading systems |
| title_sort | mean reversion trading systems practical methods for swing trading |
| title_sub | Practical methods for swing trading |
| topic | Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Exchange traded funds Commodity options Technical analysis (Investment analysis) Commodity options fast Exchange traded funds fast Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Technical analysis (Investment analysis) fast Datenverarbeitung Mathematisches Modell Mittelwert (DE-588)4130070-1 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Aktienkurs (DE-588)4141736-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Abweichung (DE-588)4141199-7 gnd |
| topic_facet | Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Exchange traded funds Commodity options Technical analysis (Investment analysis) Datenverarbeitung Mathematisches Modell Mittelwert Wertpapierhandelssystem Aktienkurs Portfolio Selection Abweichung |
| work_keys_str_mv | AT bandyhowardb meanreversiontradingsystemspracticalmethodsforswingtrading |