محصولات
A Practical Introduction to Day Trading - Original PDF
A Practical Introduction to Day Trading - Original PDF
نویسندگان: Don Charles خلاصه: Many individuals enter financial markets with the objective of earning a profit from capitalizing on price fluctuations. However, many of these new traders lose their money in attempting to do so. The reason for this is often because these new traders lack any fundamental understanding of financial markets, they cannot interpret any data, and they have no strategy for trading. Trading in markets is really about deploying strategies and managing risks. Indeed, successful traders are those who have strategies which they have proved to be consistent in granting them more financial gains than financial losses.
Trading in War: London’s Maritime World in the Age of Cook and Nelson - Original PDF
Trading in War: London’s Maritime World in the Age of Cook and Nelson - Original PDF
نویسندگان: Margarette Lincoln خلاصه: In the half-century before the Battle of Trafalgar the port of London became the commercial nexus of a global empire and launch pad of Britain’s military campaigns in North America and Napoleonic Europe. The unruly riverside parishes east of the Tower seethed with life, a crowded, cosmopolitan, and incendiary mix of sailors, soldiers, traders, and the network of ordinary citizens that served them. Harnessing little-known archival and archaeological sources, Lincoln recovers a forgotten maritime world. Her gripping narrative highlights the pervasive impact of war, which brought violence, smuggling, pilfering from ships on the river, and a susceptibility to subversive political ideas. It also commemorates the working maritime community: shipwrights and those who built London’s first docks, wives who coped while husbands were at sea, and early trade unions. This meticulously researched work reveals the lives of ordinary Londoners behind the unstoppable rise of Britain’s sea power and its eventual defeat of Napoleon.
Mastering the Trade, Third Edition: Proven Techniques for Profiting from Intraday and Swing Trading Setups - Original PDF
Mastering the Trade, Third Edition: Proven Techniques for Profiting from Intraday and Swing Trading Setups - Original PDF
نویسندگان: John F Carter خلاصه: The go-to guide for launching a lucrative career in trading--fully updated for today's turbulent markets One of today's most successful traders, John F. Carter has made his popular guide more relevant and effective than ever. This new edition ofMastering the Tradeincludes the essential content that has made it a bestselling classic, and includes critical new information for making the best trading decisions in every situation. Combining insightful market overview with trading strategies and concepts, Carter provides: -Proven set-ups, with optimal markets and non-negotiable trading rules -Exact entry, exit, and stop loss levels for swing and intraday trading -Seven key internals, from Skew to VIX -Pre-market checklist for analyzing recent market behavior -Scanning techniques for pinpointing high-probability setups-Effective risk control techniques -Methods for ensuring your computer runs at max speed-Techniques for predicting market corrections From valuable hardware and software to market mechanics, pivot points, and position sizing, Carter delivers a suite of tools for beating out the competition on a regular basis. Mastering the Trade, Third Editionbuilds your expertise in knowing what's working for you and what's working against you, so you make a living on the frontlines of professional trading.
Hands-On Machine Learning for Algorithmic Trading - Original PDF
Hands-On Machine Learning for Algorithmic Trading - Original PDF
نویسندگان: Stefan Jansen خلاصه: Historically, algorithmic trading used to be more narrowly defined as the automation of trade execution to minimize costs as offered by the sell side, but we will take a more comprehensive perspective since the use of algorithms, and ML, in particular, has come to impact a broader range of activities from idea generation and alpha factor design to asset allocation, position sizing, and the testing and evaluation of strategies. This chapter looks at the bigger picture of how the use of ML has emerged as a critical source of competitive advantage in the investment industry and where it fits into the investment process to enable algorithmic trading strategies. We will be covering the following topics in the chapter: How this book is organized and who should read it How ML has come to play a strategic role in algorithmic trading How to design and execute a trading strategy How ML adds value to an algorithmic trading strategy
Non-market Economies in the Global Trading System: The Special Case of China - Original PDF
Non-market Economies in the Global Trading System: The Special Case of China - Original PDF
نویسندگان: James J. Nedumpara, Weihuan Zhou خلاصه: This book provides one of the most comprehensive and compelling analysis of Non-Market Economies (NMEs) and their treatment under the current world trading system. In particular, it examines the treatment of China as an NME in anti-dumping investigations, especially post-December 2016. Central to this analysis is Section 15 of China’s Protocol of Accession to the WTO, which is the focal point of the controversy between China and other major WTO Members. The book highlights multiple perspectives on the interpretation of Section 15 and the Second Ad Note to Article VI of the General Agreement on Tariffs and Trade (GATT), which form the legal basis for China’s special treatment in anti-dumping proceedings, and provides unique approaches on interpreting the above treaty texts. In addition, the book explores recourses to trade remedy instruments other than anti-dumping to identify and address state-driven market distortions in the case of NMEs. Authored by leading practitioners and scholars, the chapters offer a detailed commentary and rich insights into the diverse approaches and methods used by anti-dumping investigation agencies of leading users. This book serves as an all-inclusive resource for discerning all facets of this issue, magnitude of the consequences, and potential threats to the delicate trading system. It is of particular relevance to economies-in-transition and newly acceding countries to the WTO. This book generates special interest among legal practitioners, exporters, trading firms, think tanks, academicians, policy makers and the entire community engaged in international trade disputes with China.
151Trading Strategies - Original PDF
151Trading Strategies - Original PDF
نویسندگان: Zura Kakushadze, Juan Andrés Serur خلاصه: The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
The Government of Markets: How Interwar Collaborations between the CBOT and the State Created Modern Futures Trading - Original PDF
The Government of Markets: How Interwar Collaborations between the CBOT and the State Created Modern Futures Trading - Original PDF
نویسندگان: Rasheed Saleuddin خلاصه: Absent evidence to the contrary, it is usually assumed that US financial markets developed in spite of government attempts to regulate, and therefore laissez faire is the best approach for developing critically important and enduring market institutions. This book makes heavy use of extensive archival sources that are no longer publicly available to describe in detail the discussions inside the CBOT and the often private and confidential negotiations between industry leaders and government officials. This work suggests that, contrary to the accepted story, what we now know of as modern futures markets were heavily co-constructed through a meaningful long-term collaboration between a progressive CBOT leadership and an extremely knowledgeable and pragmatic US federal government. The industry leaders had a difficult time evolving the modern institutions in the face of powerful reactionary internal forces. Yet in the end the CBOT, by co-opting and cooperating with federal officials, led the exchange and Chicago markets in general to a near century of global dominance. On the federal government side, knowledgeable technocrats and inspired politicians led an information and analysis explosion while interacting with industry, both formally and informally, to craft better markets for all.
Effective carbon rates 2018 : pricing carbon emissions through taxes and emissions trading - Original PDF
Effective carbon rates 2018 : pricing carbon emissions through taxes and emissions trading - Original PDF
نویسندگان: coll خلاصه: Pricing carbon emissions allows countries to smoothly steer their economies towards and along a carbon-neutral growth path. By putting a price on carbon emissions, countries can increase resource efficiency, boost investment in clean energy, develop and sell low- emission goods and services, and increase resilience to risks inherent in deep structural change. Failing to price carbon emissions now, increases the risk that the planet overheats, with average temperatures increasing by five or more degrees. Adaptation to such increases might be possible, but would likely be extremely costly. Decisive action to reduce the risk is by far the better option. Pricing carbon emissions is important for moving to carbon-neutral growth. This second edition of Effective Carbon Rates shows how 42 OECD and G20 countries, representing 80% of world emissions, price carbon emissions from energy use today, and how much progress has been made since 2012. Carbon prices are measured using the effective carbon rate (ECR). The ECR is the sum of three components: specific taxes on fossil fuels, carbon taxes and prices of tradable emission permits. All three components increase the price of high-carbon relative to low- and zero-carbon fuels, encouraging energy users to go for low- or zero-carbon options. In each of the 42 countries, the ECRs are measured for six economic sectors: industry, electricity generation, residential and commercial energy use, road transport, off-road transport, and agriculture and fisheries. The report discusses the change of ECRs by comparing pricing patterns in 2012, 2015 and estimates for 2018. The carbon pricing gap measures the difference between actual ECRs and benchmark rates. The report considers two benchmark rates: EUR 30, a low-end estimate of carbon costs today; and EUR 60, a midpoint estimate of the carbon costs in 2020 and a low-end estimate for 2030. The carbon pricing gap indicates the extent to which polluters do not pay for the damage from carbon emissions.
Cryptocurrency Master: Everything You Need To Know About Cryptocurrency and Bitcoin Trading, Mining, Investing, Ethereum, ICOs, and the Blockchain - Original PDF
Cryptocurrency Master: Everything You Need To Know About Cryptocurrency and Bitcoin Trading, Mining, Investing, Ethereum, ICOs, and the Blockchain - Original PDF
نویسندگان: Martin Quest خلاصه: Cryptocurrency Master Bundle: 5 Books in ONE! Everything You Need to Know about Cryptocurrency and Bitcoin Trading, Mining, Investing, Ethereum, ICOs, and the Blockchain
++Testing and Tuning Market Trading Systems: Algorithms in C - Original PDF
++Testing and Tuning Market Trading Systems: Algorithms in C - Original PDF
نویسندگان: Timothy Masters خلاصه: Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach. Seemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not live up to expectations. This book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book. What You Will Learn • See how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimately • Detect overfitting early in development • Estimate the probability that your system's backtest results could have been due to just good luck • Regularize a predictive model so it automatically selects an optimal subset of indicator candidates • Rapidly find the global optimum for any type of parameterized trading system • Assess the ruggedness of your trading system against market changes • Enhance the stationarity and information content of your proprietary indicators • Nest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systems • Compute a lower bound on your system's mean future performance • Bound expected periodic returns to detect on-going system deterioration before it becomes severe • Estimate the probability of catastrophic drawdown Who This Book Is For Experienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.

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.