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Advanced Trading Rules || Evolving technical trading rules for S&P 500 futures

✍ Scribed by KARJALAINEN, RISTO


Book ID
121501932
Publisher
Elsevier
Year
2002
Tongue
English
Weight
282 KB
Edition
2nd
Category
Article
ISBN
075065516X

No coin nor oath required. For personal study only.

✦ Synopsis


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.

* 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


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Advanced Trading Rules || The need for p
✍ GASSER, FELIX πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier 🌐 English βš– 887 KB

**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 cutt

A reality check on technical trading rul
✍ Cheol-Ho Park; Scott H. Irwin πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 729 KB

## Abstract This article investigates the profitability of technical trading rules in U.S. futures markets during the years 1985–2004. Statistical significance of performance across the trading rules is evaluated using White's Bootstrap Reality Check and Hansen's Superior Predictive Ability tests,