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 148
... standard deviation of the trades ' profits . Based on its standard deviation of $ 714 , the profit range for System A is from $ 1,286 ( $ 2,000 - $ 714 ) to $ 2,714 ( $ 2,000 + $ 714 ) . System B on the other hand has a standard ...
... standard deviation of the trades ' profits . Based on its standard deviation of $ 714 , the profit range for System A is from $ 1,286 ( $ 2,000 - $ 714 ) to $ 2,714 ( $ 2,000 + $ 714 ) . System B on the other hand has a standard ...
Página 150
... standard deviations away from the typical ( average ) value . For example , if a system's average profit is $ 200 per trade and the standard deviation is $ 50 , then a trade that produces $ 400 profit would be ( ( 400-200 ) / 50 ) or 4 ...
... standard deviations away from the typical ( average ) value . For example , if a system's average profit is $ 200 per trade and the standard deviation is $ 50 , then a trade that produces $ 400 profit would be ( ( 400-200 ) / 50 ) or 4 ...
Página 198
... standard technique used by risk managers to assess risk over a given time frame . The default risk is a two standard deviation move against the current price , based on volatility . However , unlike KAR , the VAR method uses volatility ...
... standard technique used by risk managers to assess risk over a given time frame . The default risk is a two standard deviation move against the current price , based on volatility . However , unlike KAR , the VAR method uses volatility ...
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