Advanced Trading Rules

Advanced Trading Rules

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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.
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Product details

  • Paperback | 244 pages
  • 156 x 234 x 25.4mm | 590g
  • Butterworth-Heinemann Ltd
  • Oxford, United Kingdom
  • English
  • 0750638176
  • 9780750638173

Table of contents

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.
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