موضوعات
آموزش و پرورش
ادبیات و زبان
پزشکی، دندانپزشکی و داروسازی
تاریخ و جغرافیا
داستان و رمان
دیگر
دین و فلسفه
روانشناسی
ریاضیات و آمار
سلامتی، تناسب اندام و رژیم غذایی
شیمی و پلیمر
علوم اجتماعی و حقوق
علوم زیستی و بیوتکنولوژی
فیزیک و نجوم
کامپیوتر و اینترنت
کتابهای کودکان و داستان
کسب و کار و اقتصاد
کشاورزی و دامپزشکی و غذا
معماری
مهندسی و فناوری
هنر و تئاتر
محصولات
Gagari Chakrabarti, Chitrakalpa Sen (auth.) - Original PDF
نویسندگان: خلاصه: This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which tends to generate speculative bubbles, may result in a financial market crash, its nature in contrast might depend on the nature of the economy itself. The study, while exploring the presence and nature of momentum trading on the Indian stock market in recent years, seeks to relate it to significant structural breaks in the Indian or global economy. To be precise, it outlines a potential correlation between the instability in the stock market and the speculative trading on the market, exploring the question of whether it is human psychology that drives financial markets. In the process, the choice of a significant structural break has been obvious: the global financial meltdown of 2007-2008 – a crisis that has often been referred to as the worst ever since the crash of 1929. While analyzing the nature of momentum trading on the Indian stock market with regard to the financial crisis of 2007-08, the study takes into account two major representatives of the market, the BSE (Bombay Stock Index) and NSE (National Stock Index), for the period 2005 to 2012. This study seeks to answer a few important questions. First of all, it tries to unveil the underlying structure of the market. In doing so, it examines the following issues: (i) What was the latent structure of the Indian stock market leading up to the crisis of 2007-08? Does the structure offer insights into designing profitable trading strategies? (ii) Is it possible to construct a profitable portfolio on the Indian stock market? (iii) Is there any profitable trading strategy on the Indian stock market? While exploring these issues, the study delves deeper, breaking the whole period down into two sub-periods, before the crisis of 2008 and after the crisis. The purpose of this division is to determine whether there has been any discernible change in the market structure since the shock.
Trading Systems and Methods, + Website - Original PDF
نویسندگان: خلاصه: The ultimate guide to trading systems, fully revised and updatedFor nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs.Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more.Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before.The ultimate guide to trading system design and methods, newly revisedIncludes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management modelsWritten by acclaimed expert Perry J. KaufmanFeatures spreadsheets and TradeStation programs for a more extensive and interactive learning experienceProvides readers with access to a companion website loaded with supplemental materialsWritten by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
Trading Communities in the Roman World: A Micro-Economic and Institutional Perspective - Original PDF
نویسندگان: خلاصه: Ancient Roman trade was severely hampered by slow transportation and by the absence state help in enforcing contracts. Here Terpstra offers a new explanation of how traders in the Roman Empire overcame these difficulties. Previous theories have focused heavily on dependent labour, arguing that transactions overseas were conducted through slaves and freedmen. Taco Terpstra argues on the contrary that the key to understanding long-distance trade in the Roman Empire is not patron-client or master-slave relationships, but the social bonds between ethnic groups of foreign traders living overseas and the local communities they joined. Geographical origin thus formed the key bond in constructing trade networks, with expulsion from such networks the ultimate sanction for traders who did not fulfill their contracts.
Multi-asset risk modeling: techniques for a global economy in an electronic and algorithmic trading era - Original PDF
نویسندگان: خلاصه: This is the essential financial multi-asset risk modeling reference text for students and professionals, providing a single source of information about all asset classes.;Chapter 1 Introduction to Multi-Asset Risk Modeling Lessons from the Debt Crisis -- Chapter 2 A Primer on Risk Mathematics -- Chapter 3 A Primer on Quantitative Risk Analysis, by Johnathan Mun -- Chapter 4 Price Volatility -- Chapter 5 Factor Models -- Chapter 6 Equity Derivatives -- Chapter 7 Foreign Exchange Market and Interest Rates -- Chapter 8 Algorithmic Trading Risk -- Chapter 9 Risk-Hedging Techniques -- Chapter 10 Rating Credit Risk: Current Practices, Model Design, and Applications -- Chapter 11 A Basic Credit Default Swap Model -- Chapter 12 Multi-Asset Corporate Restructurings and Valuations -- Chapter 13 Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk -- Chapter 14 Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk, by Karamjeet Paul.
Building Winning Algorithmic Trading Systems, + Website: A Trader’s Journey from Data Mining to Monte Carlo Simulation to Live Trading - Original PDF
نویسندگان: خلاصه: Develop your own trading system with practical guidance and expert adviceInBuilding Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey guides you step-by-step through the entire process of generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll find concrete rules for increasing or decreasing allocation to a system, and rules for when to abandon one. The companion website includes Davey's own Monte Carlo simulator and other tools that will enable you to automate and test your own trading ideas. A purely discretionary approach to trading generally breaks down over the long haul. With market data and statistics easily available, traders are increasingly opting to employ an automated or algorithmic trading system--enough that algorithmic trades now account for the bulk of stock trading volume.Building Algorithmic Trading Systemsteaches you how to develop your own systems with an eye toward market fluctuations and the impermanence of even the most effective algorithm. Learn the systems that generated triple-digit returns in the World Cup Trading Championship Develop an algorithmic approach for any trading idea using off-the-shelf software or popular platforms Test your new system using historical and current market data Mine market data for statistical tendencies that may form the basis of a new system Market patterns change, and so do system results. Past performance isn't a guarantee of future success, so the key is to continually develop new systems and adjust established systems in response to evolving statistical tendencies. For individual traders looking for the next leap forward,Building Algorithmic Trading Systemsprovides expert guidance and practical advice.
17 Forex Trading Strategies - Original PDF
نویسندگان: خلاصه: Time Frame: Daily Use IBFX or other brokers that use GMT for this trading system ! Enter pending buy and sell setup at 23:30 GMT: Enter pending buy stop at previous day's high plus 10 pip Stop Loss = previous day's low Target Profit = 2 x Stop Loss Enter pending short stop at previous low plus 10 pip Stop Loss = previous day's high Target Profit = 2 x Stop Loss Either buy setup or sell setup will trigger. Cancel the other setup.
Dark Pools: Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading - Original PDF
نویسندگان: خلاصه: Pricing and execution are essential ingredients of every financial product and market. In order to create a viable and enduring market, participants must derive some form of economic benefit, or interest will soon wane. Equally, for a transaction to be of use, it must actually be executed – it is pointless to submit orders that go unfilled or are rerouted so often that the speed advantages of the marketplace are lost. The same applies within the dark pool sector, where it is critical for clients to derive cost savings and venues to generate revenues, and for orders to be filled efficiently. In this chapter, we will explore several essential topics related to the pricing process, focusing on pricing costs and benefits, price discovery, price derivation, and dark pool pricing impact. This will be followed by some of the execution issues that are specific to the dark sector, including execution rates, fungibility, fragmentation, information leakage, and adverse selection/information asymmetries. We will build on these practical concepts in the next chapter, when we discuss the nature of trading strategies that are routinely used to exploit market opportunities.
Trading Thalesians: What the Ancient World Can Teach Us About Trading Today - Original PDF
نویسندگان: خلاصه: Financial markets had been teetering for just over a year. It all started during the summer of 2007, when the first signs of a credit crunch had emerged. Traders had begun to air concerns about the US subprime mortgage market. All it needed was a trigger to evolve from nervousness to a full-blown crisis. The bankruptcy of Lehman Brothers, one of the largest US investment banks, in September 2008 proved to be the ominous spark that lit the flames of turmoil as though the market were covered in glistening gasoline
Incentives - Motivation and the Economics of Information - Original PDF
نویسندگان: خلاصه: This book examines the incentives at work in a wide range of institutions to see how and how well coordination is achieved by informing and motivating individual decision makers. The book examines the performance of agents hired to carry out specific tasks, from taxi drivers to CEOs. It investigates the performance of institutions, from voting schemes to kidney transplants, to see if they enhance general well being. The book examines a broad range of market transactions, from auctions to labor markets, to the entire economy. The analysis is conducted using specific worked examples, lucid general theory, and illustrations drawn from news stories. Of the seventy different topics and sections, only twelve require a knowledge of calculus. The second edition offers new chapters on auctions, matching and assignment problems, and corporate governance. Boxed examples are used to highlight points of theory and are separated from the main text.
Encyclopedia of law enforcement - Original PDF
نویسندگان: خلاصه: This three-volume Encyclopedia of Law Enforcement provides a comprehensive, critical, and descriptive examination of all facets of law enforcement on the state and local, federal and national, and international stages. This work is a unique reference source that provides readers with informed discussions on the practice and theory of policing in an historical and contemporary framework.В The volumes treat subjects that are particular to the area of state and local, federal and national, and international policing. Many of the themes and issues of policing cut across disciplinary borders, however, and several entries provide comparative information that places the subject in context.آیا کتاب مورد نظر هنوز بر روی سایت قرار نگرفته است؟ جای نگرانی نیست! کافی است بر روی گزینه سفارش کتاب کلیک کرده و درخواست خود را ثبت کنید. در کمتر از چند ساعت کتاب شما را آماده خواهیم کرد.