New trading systems and methods
- ISBN: 9780471268475
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2005
- Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
- Edición número: 4th ed
- Encuadernación: Cartoné
- Medidas: 26 cm
- Nº Pág.: 1173
- Idiomas: Inglés
For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly updated this bestselling guide, adding more systems, more methods, and extensive risk analysis to keep this the most comprehensive and instructional book on trading systems today. Chapter 1: Introduction. Chapter 2: Basic Concepts. Chapter 3: Charting. Chapter 4: Charting Systems and Techniques. Chapter 5: Event-Driven Trends. Chapter 6: Regression Analysis. Chapter 7: Time-Based Trend Calculations. Chapter 8: Time-Based Trend Systems. Chapter 9: Momentum and Oscillators. Chapter 10: Seasonality. Chapter 11: Cycle Analysis. Chapter 12: Volume, Open Interest, and Breadth. Chapter 13: Spreads and Arbitrage. Chapter 14: Behavioral Techniques. Chapter 15: Pattern Recognition. Chapter 16: Day Trading. Chapter 17: Adaptive Techniques. Chapter 18: Price Distribution Systems. Chapter 19: Multiple Time Frames. Chapter 20: Advanced Techniques. Chapter 21: System Testing. Chapter 22: Practical Considerations. Chapter 23: Risk Control. Chapter 24: Diversification and Portfolio Allocation. Appendix 1: Statistical Tables. Appendix 2: Method of Least Squares. Appendix 3: Matrix Solution to Linear Equations and Markov Chains. Appendix 4: Trigonometric Regression for Finding Cycles. Appendix 5: Fourier Transformation. Appendix 6: Construction of a Pentagon
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