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 26
Página 210
... portfolio of securities where the correlation between them explains , on average , about two - thirds of their composite movement up or down . If each security has an expected annual return of 10 percent and an expected maximum drawdown ...
... portfolio of securities where the correlation between them explains , on average , about two - thirds of their composite movement up or down . If each security has an expected annual return of 10 percent and an expected maximum drawdown ...
Página 211
... PORTFOLIOS Once several promising trading methods have been identified and developed , the question then arises of how best to incorporate and balance these approaches into a single overall system portfolio . Many traders , even ...
... PORTFOLIOS Once several promising trading methods have been identified and developed , the question then arises of how best to incorporate and balance these approaches into a single overall system portfolio . Many traders , even ...
Página 212
... portfolio that offers the highest expected geo- metric growth rate of capital , or some other appropriate objective function . MODERN PORTFOLIO THEORY IN PRACTICE When I first started applying MPT models to futures trading in the early ...
... portfolio that offers the highest expected geo- metric growth rate of capital , or some other appropriate objective function . MODERN PORTFOLIO THEORY IN PRACTICE When I first started applying MPT models to futures trading in the early ...
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