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Introduction
Pages 1-5 - Book chapterNo access
Chapter 1 - Technical trading rules and regime shifts in foreign exchange
BLAKE LEBARON
Pages 6-41 - Book chapterNo access
Chapter 2 - Foundations of technical analysis: computational algorithms, statistical inference and empirical implementation
ANDREW W. LO, HARRY MAMAYSKY and JIANG WANG
Pages 42-111 - Book chapterNo access
Chapter 3 - Mean-variance analysis, trading rules and emerging markets
DAAN MATHEUSSEN and STEPHEN SATCHELL
Pages 112-121 - Book chapterNo access
Chapter 4 - Expected returns of directional forecasters
EMMANUEL ACAR
Pages 122-151 - Book chapterNo access
Chapter 5 - Some exact results for moving-average trading rules with applications to UK indices
GEORGE W. KUO
Pages 152-173 - Book chapterNo access
Chapter 6 - The portfolio distribution of directional strategies
EMMANUEL ACAR and STEPHEN STEPHEN
Pages 174-182 - Book chapterNo access
Chapter 7 - The profits to technical analysis in foreign exchange markets have not disappeared
JOHN OKUNEV and DEREK WHITE
Pages 183-248 - Book chapterNo access
Chapter 8 - The economic value of leading edge techniques for exchange rate prediction
CHRISTIAN L. DUNIS
Pages 249-263 - Book chapterNo access
Chapter 9 - Is more always better? Head-and-shoulders and filter rules in foreign exchange markets
P.H. KEVIN CHANG and CAROL L. OSLER
Pages 264-278 - Book chapterNo access
Chapter 10 - Informative spillovers in the currency markets: a practical approach through exogenous trading rules
PIERRE LEQUEUX
Pages 279-311 - Book chapterNo access
Chapter 11 - Stop-loss rules as a monitoring device: theory and evidence from the bond futures market
BERNARD BENSAID and OLIVIER DE BANDT
Pages 312-344 - Book chapterNo access
Chapter 12 - Evolving technical trading rules for S&P 500 futures
RISTO KARJALAINEN
Pages 345-366 - Book chapterNo access
Chapter 13 - Commodity trading advisors and their role in managed futures
DEREK EDMONDS
Pages 367-387 - Book chapterNo access
Chapter 14 - BAREP futures funds
DAVID OBERT and EDOUARD PETITDIDIER
Pages 388-418 - Book chapterNo access
Chapter 15 - The need for performance evaluation in technical analysis
FELIX GASSER
Pages 419-439 - Book chapterNo access
Index
Pages 441-449
About the book
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 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.
Key Features
- The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers
- Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation
- Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
- The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers
- Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation
- Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
Details
ISBN
978-0-7506-5516-3
Language
English
Published
2002
Copyright
Copyright © 2002 Elsevier Ltd. All rights reserved
Imprint
Butterworth-Heinemann