Quantitative Trading Systems

Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation (repost)

Howard B. Bandy, "Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation"
2007 | ISBN: 0979183804 | PDF | 366 pages | 7.2 MB

Written by former university professor of computer science and mathematics Howard B. Bandy, also a former senior research analyst for a commodity training advisor, Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation is a highly technical guide written especially for professionals and students with a background in basic mathematics, computer science, and commodities training.
Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation (repost)

Howard B. Bandy, "Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation"
English | 2007 | ISBN: 0979183804 | PDF | 366 pages | 7.2 MB

Written by former university professor of computer science and mathematics Howard B. Bandy, also a former senior research analyst for a commodity training advisor, Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation is a highly technical guide written especially for professionals and students with a background in basic mathematics, computer science, and commodities training.
Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program

Lars Kestner, "Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program"
English | 2003 | ISBN: 0071412395 | PDF | pages: 367 | 3.0 mb
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (repost)

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge
English | 2010 | ISBN: 0470579765, 0470563761 | 339 pages | PDF | 2,8 MB
Enrico Malverti - Trading Systems vincenti. Le strategie operative utilizzate dagli investitori professionali (Repost)

Enrico Malverti - Trading Systems vincenti. Le strategie operative utilizzate dagli investitori professionali
Italian | 2013 | 224 pages | ISBN: 8820356678 | EPUB | 6 MB

Il libro analizza nel dettaglio numerose strategie operative basate sull'utilizzo dei trading system, strumenti che forniscono segnali automatici di entrata e di uscita sui diversi mercati finanziari, senza quella componente emotiva che condiziona gli investitori che operano con logiche discrezionali. Trading system vincenti esamina in modo approfondito le caratteristiche più importanti - robustezza, significatività, efficienza - che un trading system deve possedere per poter essere considerato valido. In particolare, il volume tratta tutte le variabili che ne condizionano l'andamento - il livello d'entrata, lo stop-loss, il take profit, il trailing stop - fornendo così gli strumenti utili a testare ciascuna strategia operativa su qualunque strumento finanziario e avere in tal modo un'immediata conferma della sua efficacia. Il lettore potrà così valutarne la rischiosità e verificare quali sono state la fasi di mercato in cui una strategia ha funzionato meglio. Per ogni sistema presentato viene fornito il codice d'origine, oltre a numerose tabelle riassuntive, utili nella valutazione della bontà dei risultati ottenuti con l'impiego dalla singola strategia.

Effective Carbon Rates: Pricing CO2 through Taxes and Emissions Trading Systems  eBooks & eLearning

Posted by interes at Oct. 9, 2017
Effective Carbon Rates: Pricing CO2 through Taxes and Emissions Trading Systems

Effective Carbon Rates: Pricing CO2 through Taxes and Emissions Trading Systems by OECD
English | 2016 | ISBN: 9264260099 | 172 pages | PDF | 3,3 MB

Inside the Black Box: The Simple Truth About Quantitative Trading (repost)  eBooks & eLearning

Posted by roxul at June 4, 2017
Inside the Black Box: The Simple Truth About Quantitative Trading (repost)

Rishi K Narang, "Inside the Black Box: The Simple Truth About Quantitative Trading"
English | ISBN: 0470432063 | 2009 | 240 pages | PDF | 3 MB
Building Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation (repost)

Building Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading by Kevin Davey
English | 2014 | ISBN: 1118778987 | ISBN-13: 9781118778982 | 288 pages | PDF | 6 MB
Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading

Kevin Davey, "Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)"
ISBN: 1118778987 | 2014 | EPUB | 288 pages | 4 MB

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization  eBooks & eLearning

Posted by AlenMiler at Jan. 24, 2017
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization by Xin Guo
English | 22 Dec. 2016 | ISBN: 1498706487 | 374 Pages | AZW3/MOBI/EPUB/PDF (conv) | 44.13 MB

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management.