Trading tactics in the financial market: mathematical methods to improve performance
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
[2021]
|
| Schriftenreihe: | Management for Professionals
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | ix, 269 Seiten Illustrationen |
| ISBN: | 9783030706210 |
| ISSN: | 2192-810X |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | 1 Trading Tactics in Technical Analysis................................................... 1.1 Why Artificial Data?........................................................................... 1.2 Evidence-Based................................................................................... 1.3 Science-Based..................................................................................... 1.4 Mathematics-Based............................................................................. 1 2 3 4 4 2 Market Turning Points.............................................................................. 2.1 Price Data............................................................................................. 2.2 Velocity................................................................................................ 2.3 Velocity Indicators.............................................................................. 2.3.1 Profit Zone and Loss Zone.................................................... 2.4 Sampling.............................................................................................. 2.4.1 Sampling Can Affect the Profitability of a Trade................ 2.4.2 Loss in the Profit Zone.......................................................... 2.4.3 Sure Profit Zone and Unsure Profit Zone............................. 2.4.4 Skipped Convolution............................................................. 2.4.5 Profit in the Loss Zone......................................................... 2.4.6 Multiple frequencies.................................. 2.5
Acceleration......................................................................................... 2.6 Acceleration Indicators....................................................................... 5 5 6 9 12 12 12 17 19 21 22 23 24 27 3 Simple Moving Average............................................................................ 3.1 Simple Moving Average (SMA)........................................................ 3.1.1 Simple Moving Average, N=10........................................ 3.1.2 Simple Moving Average, N = 20......................................... 3.1.3 Simple Moving Average,N = 100........................................ 3.2 Trading Tactics Using Simple Moving Average.............................. 3.2.1 Price— Simple Moving Average of Price, N = 10............. 3.2.2 Price — Simple Moving Average of Price, N = 20............. 3.2.3 Price - Simple Moving Average of Price, N = 100........... 3.2.4 Comparison of Price — Simple Moving Average of Price, N = 10, 20 and 100................................................ 29 29 31 39 42 45 45 50 53 55 vii
viii Contents 4 Exponential Moving Average.................................................................... 4.1 Exponential Moving Average (EMA)............................................. 4.2 Trading Tactics Using Exponential Moving Average...................... 4.2.1 Price — Exponential Moving Average of Price, M = 3 . . . 4.2.2 Price — Exponential Moving Average of Price, M = 6 . . . 4.2.3 EMA of Price, M = 3 — EMA of Price, M = 6................ 4.2.4 EMAACCEL............................................................................ 57 57 61 61 64 67 69 5 Awesome Oscillator and Accelerator Oscillator................................. 5.1 Awesome Oscillator (AO)................................................................... 5.2 Accelerator Oscillator (AC)................................................................ 73 73 78 6 Moving Average Convergence-Divergence and Its Histogram...................................................................................................... 6.1 Moving Average Convergence-Divergence(MACD)....................... 6.2 Moving Average Convergence-Divergence Histogram (MACDH)............................................................................................. 6.3 MACDH 1, MACDH with Price Replacingthe Fast EMA............... 7 8 85 85 88 92 Trading Tactics in the Real Market........................................................ 7.1 S P 500 Index.................................................................................. 7.1.1
MACDH................................................................................... 7.1.2 MACD...................................................................................... 7.1.3 Price -EMA3......................................................................... 7.1.4 Fast Fourier Transform and Inverse Fast Fourier Transform of S P500 Index.................................................. 7.2 Hang Seng Index................................................................................. 7.2.1 Price ֊ SMA10....................................................................... 7.2.2 Awesome Oscillator................................................................ 7.2.3 Accelerator Oscillator............................................................. 7.2.4 Fast Fourier Transform of theHang Seng index................... 7.3 FTSE 100 Index................................................................................... 7.3.1 Price-EMA6........................................................................ 7.3.2 MACDH.................................................................................. 7.3.3 Fast Fourier Transform of the FTSE100 index.................... 7.4 CAC 40 Index...................................................................................... 7.4.1 MACDH.................................................................................. 7.4.2 MACDH1................................................................................ 7.4.3 Fast Fourier Transform of CAC 40 index............................ 7.5 Comparison of Different
Trading Tactics......................................... 97 100 100 101 102 AnaLysis of the Trading Tactics................................................................. 8.1 Profit Zone and Loss Zone................................................................. 8.2 Price - EMA of Price Compared to Price - SMA of Price........... 8.3 Awesome Oscillator (AO) and Moving Average Convergence Divergence (MACD)................................................... 119 119 119 103 105 106 106 107 108 109 109 110 112 112 113 113 114 115 122
Contents 8.4 8.5 8.6 ¡X Accelerator Oscillator (AC)............................................................... MACDH.............................................................................................. Recommendations.............................................................................. 122 123 123 Epilogue....................................................................................................... 125 Appendix A: Sure and Unsure Profit and Loss Zones................................ 127 Appendix B: Simple Moving Average............................................................ 137 Appendix C: Exponential Moving Average, Moving Average Convergence-Divergence........................................................... 141 Appendix D: MATLAB Programs.................................................................. 145 Bibliography........................................................................................................ 263 Index..................................................................................................................... 267 9
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| adam_txt |
1 Trading Tactics in Technical Analysis. 1.1 Why Artificial Data?. 1.2 Evidence-Based. 1.3 Science-Based. 1.4 Mathematics-Based. 1 2 3 4 4 2 Market Turning Points. 2.1 Price Data. 2.2 Velocity. 2.3 Velocity Indicators. 2.3.1 Profit Zone and Loss Zone. 2.4 Sampling. 2.4.1 Sampling Can Affect the Profitability of a Trade. 2.4.2 Loss in the Profit Zone. 2.4.3 Sure Profit Zone and Unsure Profit Zone. 2.4.4 Skipped Convolution. 2.4.5 Profit in the Loss Zone. 2.4.6 Multiple frequencies. 2.5
Acceleration. 2.6 Acceleration Indicators. 5 5 6 9 12 12 12 17 19 21 22 23 24 27 3 Simple Moving Average. 3.1 Simple Moving Average (SMA). 3.1.1 Simple Moving Average, N=10. 3.1.2 Simple Moving Average, N = 20. 3.1.3 Simple Moving Average,N = 100. 3.2 Trading Tactics Using Simple Moving Average. 3.2.1 Price— Simple Moving Average of Price, N = 10. 3.2.2 Price — Simple Moving Average of Price, N = 20. 3.2.3 Price - Simple Moving Average of Price, N = 100. 3.2.4 Comparison of Price — Simple Moving Average of Price, N = 10, 20 and 100. 29 29 31 39 42 45 45 50 53 55 vii
viii Contents 4 Exponential Moving Average. 4.1 Exponential Moving Average (EMA). 4.2 Trading Tactics Using Exponential Moving Average. 4.2.1 Price — Exponential Moving Average of Price, M = 3 . . . 4.2.2 Price — Exponential Moving Average of Price, M = 6 . . . 4.2.3 EMA of Price, M = 3 — EMA of Price, M = 6. 4.2.4 EMAACCEL. 57 57 61 61 64 67 69 5 Awesome Oscillator and Accelerator Oscillator. 5.1 Awesome Oscillator (AO). 5.2 Accelerator Oscillator (AC). 73 73 78 6 Moving Average Convergence-Divergence and Its Histogram. 6.1 Moving Average Convergence-Divergence(MACD). 6.2 Moving Average Convergence-Divergence Histogram (MACDH). 6.3 MACDH 1, MACDH with Price Replacingthe Fast EMA. 7 8 85 85 88 92 Trading Tactics in the Real Market. 7.1 S P 500 Index. 7.1.1
MACDH. 7.1.2 MACD. 7.1.3 Price -EMA3. 7.1.4 Fast Fourier Transform and Inverse Fast Fourier Transform of S P500 Index. 7.2 Hang Seng Index. 7.2.1 Price ֊ SMA10. 7.2.2 Awesome Oscillator. 7.2.3 Accelerator Oscillator. 7.2.4 Fast Fourier Transform of theHang Seng index. 7.3 FTSE 100 Index. 7.3.1 Price-EMA6. 7.3.2 MACDH. 7.3.3 Fast Fourier Transform of the FTSE100 index. 7.4 CAC 40 Index. 7.4.1 MACDH. 7.4.2 MACDH1. 7.4.3 Fast Fourier Transform of CAC 40 index. 7.5 Comparison of Different
Trading Tactics. 97 100 100 101 102 AnaLysis of the Trading Tactics. 8.1 Profit Zone and Loss Zone. 8.2 Price - EMA of Price Compared to Price - SMA of Price. 8.3 Awesome Oscillator (AO) and Moving Average Convergence Divergence (MACD). 119 119 119 103 105 106 106 107 108 109 109 110 112 112 113 113 114 115 122
Contents 8.4 8.5 8.6 ¡X Accelerator Oscillator (AC). MACDH. Recommendations. 122 123 123 Epilogue. 125 Appendix A: Sure and Unsure Profit and Loss Zones. 127 Appendix B: Simple Moving Average. 137 Appendix C: Exponential Moving Average, Moving Average Convergence-Divergence. 141 Appendix D: MATLAB Programs. 145 Bibliography. 263 Index. 267 9 |
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| index_date | 2024-07-03T18:10:47Z |
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| isbn | 9783030706210 |
| issn | 2192-810X |
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| spelling | Mak, Don K. Verfasser (DE-588)1242181660 aut Trading tactics in the financial market mathematical methods to improve performance Don K. Mak Cham Springer [2021] ix, 269 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Management for Professionals 2192-810X Investment Appraisal Financial Engineering Macroeconomics/Monetary Economics//Financial Economics Capital investments Financial engineering Macroeconomics Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Wertpapierhandel (DE-588)4189707-9 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s Wertpapierhandel (DE-588)4189707-9 s Wertpapieranalyse (DE-588)4124458-8 s DE-604 Erscheint auch als Online-Ausgabe 978-3-030-70622-7 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032876649&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mak, Don K. Trading tactics in the financial market mathematical methods to improve performance Investment Appraisal Financial Engineering Macroeconomics/Monetary Economics//Financial Economics Capital investments Financial engineering Macroeconomics Kapitalmarkt (DE-588)4029578-3 gnd Wertpapierhandel (DE-588)4189707-9 gnd Wertpapieranalyse (DE-588)4124458-8 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4189707-9 (DE-588)4124458-8 |
| title | Trading tactics in the financial market mathematical methods to improve performance |
| title_auth | Trading tactics in the financial market mathematical methods to improve performance |
| title_exact_search | Trading tactics in the financial market mathematical methods to improve performance |
| title_exact_search_txtP | Trading tactics in the financial market mathematical methods to improve performance |
| title_full | Trading tactics in the financial market mathematical methods to improve performance Don K. Mak |
| title_fullStr | Trading tactics in the financial market mathematical methods to improve performance Don K. Mak |
| title_full_unstemmed | Trading tactics in the financial market mathematical methods to improve performance Don K. Mak |
| title_short | Trading tactics in the financial market |
| title_sort | trading tactics in the financial market mathematical methods to improve performance |
| title_sub | mathematical methods to improve performance |
| topic | Investment Appraisal Financial Engineering Macroeconomics/Monetary Economics//Financial Economics Capital investments Financial engineering Macroeconomics Kapitalmarkt (DE-588)4029578-3 gnd Wertpapierhandel (DE-588)4189707-9 gnd Wertpapieranalyse (DE-588)4124458-8 gnd |
| topic_facet | Investment Appraisal Financial Engineering Macroeconomics/Monetary Economics//Financial Economics Capital investments Financial engineering Macroeconomics Kapitalmarkt Wertpapierhandel Wertpapieranalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032876649&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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