Trading systems : theory and immediate practice
tarafından
 
Di Lorenzo, Renato, 1944- author

Başlık
: 
Trading systems : theory and immediate practice

Yazar
: 
Di Lorenzo, Renato, 1944- author

ISBN
: 
9788847027053

Yazar Ek Girişi
: 
Di Lorenzo, Renato, 1944- author

Fiziksel Tanımlama
: 
xvi, 232 p. : illustration. ; 24 cm.

Seri
: 
Perspectives in business culture,

İçerik
: 
Part I.- 1 Processes.- 2 More About Independence.- 3 Conditional Probability in Practice.- 4 Stationary Processes.- 5 Normality.- 6 Trends.- 7 Autocorrelation.- 8 Ljung-Box.- 9 Periodogram.- Part II.- 10 Indicators.- 11 Process of the AR(p) type.- 12 Generalizations.- 13 The complete open-loop scheme.- 14 Physical realizability.- 15 The equity line.- 6 Predictions.- 17 Optimal AR(p) in practice.- 18 Maps in series.- Part III.- 19 Transfer Functions.- 20 Simple lag.- 21 Gauss Filters.- 22 Stability.- 23 Lag compensator.- 24 Lead compensator.- 25 RLC filter.- 26 Leading indicator.- 27 Regularized filter.- 28 High pass filter.- 29 Frequency transformation.- 30 Gaussianization.- Part IV.- 31 Feedback trading.- 32 Feedback systems.- Part V.- 33 State Space Approach.- 34 Sensitivity.- 35 Butterworth filter.- 36 Frequency response.- 37 Signal to noise ratio; tradability.- 38 Equity StN.- 39 Meyer's optimum trading system.

Özet
: 
This book applies systems theory to the world of finance and in doing so provides a whole new set of tools that will delight traders across the world.

Konu Başlığı
: 
Electronic trading of securities.
 
Menkul değerlerin elektronik ticareti.
 
Stocks -- Mathematical models.
 
Stoklar -- Matematiksel modeller.
 
System theory.
 
Sistem teorisi.


LibraryMateryal TürüDemirbaşYer NumarasıDurumu / Lokasyon / İade Tarihi
Ekonomi KütüphanesiKitapEKOBKN0000079332.63220113 LOR 2013Merkez Kütüphane Genel Koleksiyon