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. |
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Página 131
... FORMULA The Markowitz / Xu data mining correction formula is a little known but extremely powerful formula that corrects for overoptimization . You should use the Markowitz / Xu data mining correction formula whenever the out - of ...
... FORMULA The Markowitz / Xu data mining correction formula is a little known but extremely powerful formula that corrects for overoptimization . You should use the Markowitz / Xu data mining correction formula whenever the out - of ...
Página 133
... formula for cell 12 is = F2- $ B $ 27 . • Column J. The difference between the daily return of Strategy 3 and the average daily natural log return of all strategies . The formula for cell J2 is = G2- $ B $ 27 . • Column K. The square of ...
... formula for cell 12 is = F2- $ B $ 27 . • Column J. The difference between the daily return of Strategy 3 and the average daily natural log return of all strategies . The formula for cell J2 is = G2- $ B $ 27 . • Column K. The square of ...
Página 232
... formula that adequately quantifies a series of discrete historical points , and use that formula to predict where future points will be . An indicator , and a system using the indicator , can be designed to any level of complexity , by ...
... formula that adequately quantifies a series of discrete historical points , and use that formula to predict where future points will be . An indicator , and a system using the indicator , can be designed to any level of complexity , by ...
Contenido
Chapter | 3 |
Quantifying a Markets Upside and Downside Potential | 12 |
Exiting a Market | 76 |
Derechos de autor | |
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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