Başlık:
Trading systems : theory and immediate practice
Yazar:
Di Lorenzo, Renato, 1944- author
ISBN:
9788847027053
Yazar Ek Girişi:
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.
Holds:
Copies:
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Library | Materyal Türü | Demirbaş | Yer Numarası | Durumu / Lokasyon / İade Tarihi |
|---|---|---|---|---|
Arıyor... | Kitap | EKOBKN0000079 | 332.63220113 LOR 2013 | Arıyor... |