Author: Lars Kestner
Publisher: McGraw-Hill
Keywords: quantitative, trading, mcgraw, traders, edge, series, program, create, strategies, harnessing, power, techniques, winning
Number of Pages: 256
Published: 2003-07-16
List price: $65.00
ISBN-10: 0071412395
ISBN-13: 9780071412391

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today’s most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and

Author: Ernie Cha
Publisher: Wiley
Keywords: trading, business, wiley, algorithmic, own, build, quantitative
Number of Pages: 208
Published: 2008-11-17
List price: $60.00
ISBN-10: 0470284889
ISBN-13: 9780470284889

While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you’re an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need t

Authors:Robert Kissell, Morton Glantz,
Publisher: AMACOM
Keywords: trading, market, impact, risk, managing, approaches, strategies, quantitative, optimal
Number of Pages: 350
Published: 2003-07-09
List price: $69.95
ISBN-10: 0814407242
ISBN-13: 9780814407240

Everyday financial professionals are required to make important decisions regarding how best to execute an investment decision. The process entails estimating transaction costs, forecasting market impact and risk, evaluating alternative strategies, developing optimal trading strategies, choosing agency transaction or principal bid, and selecting the most suitable broker-dealer. Investors know all too well that trading too aggressively will cause too high market impact cost, but trading too passively will expose the fund to more risk, which may result in even higher costs. Investors need to fin

Author: Michael Harris
Publisher: Wiley
Keywords: profitability, trading, wiley, management, money, approach, systematic, quantitative, risk
Number of Pages: 188
Published: 2008-05-27
List price: $75.00
ISBN-10: 047022908X
ISBN-13: 9780470229088

In order to overcome certain obstacles and make more informed decisions in today’s markets, you need to use the appropriate models and apply careful analysis. Nobody understands this better than author Michael Harris. And now, with Profitability and Systematic Trading, he reveals how to achieve this goal, by discussing some of the most important trading concepts he’s worked on during twenty years of research and development in this field.

Author: Fred Gehm
Publisher: McGraw-Hill
Keywords: revised, management, money, trading, quantitative
Number of Pages: 340
Published: 1995-07-01
List price: $55.00
ISBN-10: 1557385858
ISBN-13: 9781557385857

"Quantitative Trading & Money Management" provides all the tools a trader needs to best utilize his trading capital. The book explains how to use mathematical techniques to calculate risk/reward possibilities, optimal trading size, profit objectives and stop loss points, In short, Gehm expertly covers every issue involved in converting a market forecast into a trade. This completely revised edition sheds light on a number of recent developments in the markets such as managed future and the growth of financial derivatives. Specific topics include: recognizing avoiding catastrophic losses; t

Author: Ganapathy Vidyamurthy
Publisher: Wiley
Keywords: wiley, finance, analysis, methods, trading, quantitative, pairs
Number of Pages: 224
Published: 2004-08-30
List price: $99.95
ISBN-10: 0471460672
ISBN-13: 9780471460671

Comprised of three information-packed parts, Pairs Trading presents an in-depth look at the various aspects of these strategies and provides quantitative tools to assist in their analysis. The first part of this comprehensive resource sets the context for the rest of the book by introducing preliminary material on some key topics, including time series, factor models, and Kalman filtering. After presenting the broad ideas and concepts of this trading method, Pairs Trading delves into two different versions of pairs trading in the equity markets--statistical arbitrage pairs trading and risk a

Author: Rishi K Narang
Publisher: Wiley
Keywords: trading, wiley, finance, quantitative, truth, black, simple, inside
Number of Pages: 240
Published: 2009-09-08
List price: $49.95
ISBN-10: 0470432063
ISBN-13: 9780470432068

Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box "In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran." —Blair Hull, Founder, Hull Trading & Matlock Trading "Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi’s experience as a