Advanced Trading Rules
Published on 27. November 1997
Book
Paperback/Softback
244 pages
978-0-7506-3817-3 (ISBN)
Description
An overview of financial markets trading rules. It shows the financial market professional and student how to apply econometrics, computer modelling, technical and quantitative analysis to financial markets trading. Also explained in this text are technical indicators, neural networks, genetic algorithms, quantitative techniques and charts.
More details
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Elsevier Science & Technology
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 234 mm
Width: 156 mm
Weight
590 gr
ISBN-13
978-0-7506-3817-3 (9780750638173)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Emmanual Acar | Stephen Satchell
Advanced Trading Rules
Book
05/2002
2nd Edition
Butterworth-Heinemann
€167.13
Article exhausted; check different version
Content
Technical trading rules and regime shifts in foreign exchange, B. LeBaron; mean-variance analysis, trading rules and emerging markets, D. Matteussen and S. Satchell; expected returns of directional forecasters, E. Acar; some exact results for moving-average trading rules with applications to UK indices, G.W. Kuo; the portfolio distribution of directional strategies, E. Acar and S. Satchell; the economic value of leading edge techniques for exchange rate prediction, C.L. Dunis; is more always better? head-and-shoulders and filter rules in foreign exchange markets, P.H.K. Chang and C.L. Osler; informative spillovers in the currency markets - a practical approach through exogenous trading rules, P. Lequeux; stop-loss rules as a monitoring device - theory and evidence from the bond futures market, B. Bensaid and O. De Bandt; evolving technical trading rules for S&P 500 futures, R. Karjalainen; commodity trading advisors and their role in managed futures, D. Edmonds; BAREP futures funds, D. Obert and E. Petitdidier.