Backtesting Market

Finding #1 Stocks: Screening, Backtesting and Time-Proven Strategies  eBooks & eLearning

Posted by interes at May 27, 2016
Finding #1 Stocks: Screening, Backtesting and Time-Proven Strategies

Finding #1 Stocks: Screening, Backtesting and Time-Proven Strategies by Kevin Matras
English | 2011 | ISBN: 0470903406 | 320 pages | PDF | 9,6 MB
Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk [Repost]

Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk by Francois Duc
Wiley; 1 edition | December 8, 2008 | English | ISBN: 0470722991 | 262 pages | PDF | 3 MB

This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.
Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk

Francois Duc, Yann Schorderet, "Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk"
Wiley | 2008 | ISBN: 0470722991 | 262 pages | PDF | 1,2 MB

5 Moving Average Signals That Beat Buy and Hold: Backtested Stock Market Signals  eBooks & eLearning

Posted by thingska at May 13, 2017
5 Moving Average Signals That Beat Buy and Hold: Backtested Stock Market Signals

5 Moving Average Signals That Beat Buy and Hold: Backtested Stock Market Signals by Steve Burns
English | 2017 | ISBN: 1542956544, 9781542956543, B01MSF3BV1 | 62 Pages | MOBI | 412.50 KB

Backtesting Realista: Extraindo a verdade do passado  eBooks & eLearning

Posted by AlenMiler at Nov. 11, 2016
Backtesting Realista: Extraindo a verdade do passado

Backtesting Realista: Extraindo a verdade do passado by Rogério Figurelli
Portuguese | 8 Nov. 2016 | ASIN: B01MRHY4VI | 142 Pages | PDF | 6.43 MB

"Talvez o Backtesting seja um dos maiores desafios na área de Mercado de Capitais, que de alguma forma invade os mais variados estilos de operação, sendo utilizado por traders, algotraders e até mesmo investidores mais conservadores.

Backtesting Value at Risk and Expected Shortfall  eBooks & eLearning

Posted by Underaglassmoon at Dec. 8, 2015
Backtesting Value at Risk and Expected Shortfall

Backtesting Value at Risk and Expected Shortfall
Springer | Business & Management | January 5, 2016 | ISBN-10: 3658119071 | 145 pages | pdf | 3 mb

by Simona Roccioletti (Author)
Study in the field of economics
Studies about risk measures and their properties
Investigation of the issue related to the backtesting of Expected Shortfall
Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab

Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab
by Jon Danielsson
English | 2011 | ISBN: 0470669438 | 296 pages | PDF | 3.08 MB

An Introduction to Market Risk Measurement (repost)  eBooks & eLearning

Posted by interes at Jan. 20, 2014
An Introduction to Market Risk Measurement (repost)

An Introduction to Market Risk Measurement by Kevin Dowd
English | 2002-10-18 | ISBN: 0470847484 | 304 pages | PDF | 1,4 MB

This book presents the fundamentals of market risk. Divided into two parts, the first covers Value at Risk and Expected Tail Loss, and the second part provides a toolkit of techniques suitable for market risk management.

Market Risk Analysis, Volume IV: Value at Risk Models (repost)  eBooks & eLearning

Posted by interes at Dec. 27, 2013
Market Risk Analysis, Volume IV: Value at Risk Models (repost)

Carol Alexander, "Market Risk Analysis, Volume IV: Value at Risk Models"
English | 2009 | ISBN: 0470997885 | 492 pages | PDF | 15,9 MB

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.

Market Risk Analysis, Volume IV: Value at Risk Models (repost)  eBooks & eLearning

Posted by arundhati at March 28, 2013
Market Risk Analysis, Volume IV: Value at Risk Models (repost)

Carol Alexander, "Market Risk Analysis, Volume IV: Value at Risk Models"
2009 | ISBN: 0470997885 | 492 pages | PDF | 16 MB