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Book Cover
Book
Author Kaufman, Perry J.

Title New trading systems and methods / Perry J. Kaufman
Edition Fourth edition
Published Hoboken, N.J. : John Wiley & Sons, [2005]
©2005

Copies

Location Call no. Vol. Availability
 MELB  332.644 Kau/Nts 2005  AVAILABLE
Description xxi, 1174 pages : illustrations ; 26 cm
4 3/4 in
Series The Wiley trading series
Wiley trading series.
Contents Ch. 1. Introduction -- Ch. 2. Basic concepts -- Ch. 3. Charting -- Ch. 4. Charting systems and techniques -- Ch. 5. Event-driven trends -- Ch. 6. Regression analysis -- Ch. 7. Time-based trend calculations -- Ch. 8. Time-based trend systems -- Ch. 9. Momentum and oscillators -- Ch. 10. Seasonality -- Ch. 11. Cycle analysis -- Ch. 12. Volume, open interest, and breadth -- Ch. 13. Spreads and arbitrage -- Ch. 14. Behavioral techniques -- Ch. 15. Pattern recognition -- Ch. 16. Day trading -- Ch. 17. Adaptive techniques -- Ch. 18. Price distribution systems -- Ch. 19. Multiple time frames -- Ch. 20. Advanced techniques -- Ch. 21. System testing -- Ch. 22. Practical considerations -- Ch. 23. Risk control -- Ch. 24. Diversification and portfolio allocation -- App. 1. Statistical tables -- App. 2. Method of least squares -- App. 3. Matrix solution to linear equations and Markov chains -- App. 4. Trigonometric regression for finding cycles -- App. 5. Fourier transformation
App. 6. Construction of a pentagon
Summary "New Trading Systems and Methods, Fourth Edition provides you with a complete understanding of the tools and techniques needed to develop or choose a trading program that is right for you. It begins with a discussion of basic concepts, including definitions, how much data to use, how to create an index, some statistics and probability, and other tools that will be used throughout the book, then moves on to techniques that are most important to trading - identifying the trend and momentum."--BOOK JACKET
Notes Rev. ed. of: Trading systems and methods, c1998
Bibliography Includes bibliographical references (pages 1137-1152) and index
Notes System requirements: Can be read with any text reader ; Microsoft Excel
Subject Commodity exchanges -- Statistical methods.
Author Kaufman, Perry J. Trading systems and methods
LC no. 2005041705
ISBN 047126847X CLOTH/CD-ROM