Computerized Trading: Maximizing Day Trading and Overnight ProfitsNew York Institute of Finance, 1999 - 415 páginas Discover the answers to all your computerized trading questions, from basic to advanced, in this ground-breaking new guide to successful day trading. Twenty top experts reveal their techniques and strategies for successful computerized trading in this practical guide. |
Dentro del libro
Resultados 1-3 de 69
Página 132
... daily returns of each strategy and the average daily return of all strategies , C is the averaged squared difference of the average daily return of each and the average daily return of all of strategies , strategy n is the number of ...
... daily returns of each strategy and the average daily return of all strategies , C is the averaged squared difference of the average daily return of each and the average daily return of all of strategies , strategy n is the number of ...
Página 133
... daily return of Strategy 3. The for- mula for cell G2 is = LN ( 1 + D2 ) . • Column H. The difference between the daily log return of Strategy 1 and the average daily log return of all strategies . The formula for cell H2 is = E2- $ B ...
... daily return of Strategy 3. The for- mula for cell G2 is = LN ( 1 + D2 ) . • Column H. The difference between the daily log return of Strategy 1 and the average daily log return of all strategies . The formula for cell H2 is = E2- $ B ...
Página 135
... daily r 21 individual aver 22 ( individual ave 23 24 25 n 3 26 T 17 27 28 29 A 30 B 31 32 D 33 N 34 35 Beta 38 37 Adjusted returr 38 Adjusted returr B C D = AVERAGE ( E20 G20 ) = SUM ( K2 M18 ) / ( 825 * 826 ) = SUM ( E22 G22 ) / B25 ...
... daily r 21 individual aver 22 ( individual ave 23 24 25 n 3 26 T 17 27 28 29 A 30 B 31 32 D 33 N 34 35 Beta 38 37 Adjusted returr 38 Adjusted returr B C D = AVERAGE ( E20 G20 ) = SUM ( K2 M18 ) / ( 825 * 826 ) = SUM ( E22 G22 ) / B25 ...
Contenido
Chapter | 3 |
Quantifying a Markets Upside and Downside Potential | 12 |
Exiting a Market | 76 |
Derechos de autor | |
Otras 16 secciones no mostradas
Términos y frases comunes
apply approach backtesting bars Bollinger Bands breakout buy signal calculated chart coefficient Coefficient of variation congestion contract data mining data vendors datafeed develop DJIA drawdown equity curve evaluation example Exchange exit Exponential Moving Average Figure formula future fuzzy logic genetic algorithms Index input intraday investors linear losing trades loss Louisiana Pacific method momentum money management moving average neural networks nodes nonlinear pricing nontrending number of trades Omega Research optimization options outlier output pattern percent period portfolio position predict problem programs ratio Relative Strength Index risk run-up sell signals simple moving average Statistical Network Steve Fossett stochastic stop T-bond Table Technical Analysis technical indicators techniques tick tion TradeStation trading performance trading strategy trading system trend trendline uptrend variables volatility volume winning trades zone