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Advanced Trading Rules
- 2nd Edition - May 23, 2002
- Editors: Emmanual Acar, Stephen Satchell
- Language: English
- Paperback ISBN:9 7 8 - 0 - 0 8 - 0 9 7 3 0 0 - 5
- Hardback ISBN:9 7 8 - 0 - 7 5 0 6 - 5 5 1 6 - 3
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 4 9 3 4 3 - 5
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brou… Read more
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Request a sales quoteAdvanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets.
Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail.
Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts.
Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance.
- The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers
- Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation
- Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
Financial markets professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers
1. Technical trading rules
2. Mean variance analysis
3. Expected returns
4. Moving average trading rules
5. Distribution of directional strategies
6. Exchange Rate prediction
7. Foreign exchange markets
8. Informative spillovers in the currency markets
9. Stop-loss rules
10. Technical trading rules for S&P 500 futures
11. Commodity trading advisors
12. BAREP futures funds
- No. of pages: 449
- Language: English
- Edition: 2
- Published: May 23, 2002
- Imprint: Butterworth-Heinemann
- Paperback ISBN: 9780080973005
- Hardback ISBN: 9780750655163
- eBook ISBN: 9780080493435
EA
Emmanual Acar
Affiliations and expertise
Proprietary Trader, BZWSS
Stephen Satchell
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Affiliations and expertise
Reader in Financial Econometrics, Trinity College, Cambridge, UKRead Advanced Trading Rules on ScienceDirect