
Advanced Trading Rules
Butterworth-Heinemann (Publisher)
2nd Edition
Published on 23. May 2002
Book
Hardback
449 pages
978-0-7506-5516-3 (ISBN)
Article exhausted; check different version
Description
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets.
Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail.
Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts.
Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance.
Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail.
Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts.
Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance.
Reviews / Votes
"Simply the best ... if you are trying to make forecasts in financial markets, if you have a good error rate, but you don't know how to make money with your models, this is your book. Useful to students and teachers and also in research, because it covers a wide range of topics." --Reviewer from Portugal on Amazon.Co.UkMore details
Series
Edition
2nd edition
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Elsevier Science & Technology
Target group
Professional and scholarly
Financial markets professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers.
Edition type
New edition
Dimensions
Height: 234 mm
Width: 165 mm
Weight
920 gr
ISBN-13
978-0-7506-5516-3 (9780750655163)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Emmanual Acar | Emmanual Acar | Stephen Satchell
Advanced Trading Rules
E-Book
05/2014
2nd Edition
Butterworth-Heinemann
€137.00
Available for download
Previous edition
Stephen Satchell | Emmanual Acar
Advanced Trading Rules
Book
11/1997
Butterworth-Heinemann
€74.28
Article exhausted; check for reprint
Persons
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Editor
Proprietary Trader, BZW
Reader in Financial Econometrics, Trinity College, Cambridge, UK
Content
1. Technical trading rules
2. Mean variance analysis
3. Expected returns
4. Moving average trading rules
5. Distribution of directional strategies
6. Exchange Rate prediction
7. Foreign exchange markets
8. Informative spillovers in the currency markets
9. Stop-loss rules
10. Technical trading rules for S&P 500 futures
11. Commodity trading advisors
12. BAREP futures funds
2. Mean variance analysis
3. Expected returns
4. Moving average trading rules
5. Distribution of directional strategies
6. Exchange Rate prediction
7. Foreign exchange markets
8. Informative spillovers in the currency markets
9. Stop-loss rules
10. Technical trading rules for S&P 500 futures
11. Commodity trading advisors
12. BAREP futures funds