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
The Political Economy of the Interior Gold Coast: The Asante and the Era of Legitimate Trading, 1807–1875 - Original PDF
نویسندگان: خلاصه: This book analyzes the Gold Coast and the Asante kingdom in the years following the abolition of the transatlantic slave trade and prior to the start of colonial rule. The Asante state, one of the largest in the Gold Coast and West Africa after the eighteenth century is the central focus of this work. Studying their transition from a large scale supplier of captives to the transatlantic slave trade to traders in legitimate goods is a critical component that should be analyzed across West Africa. This work highlights the political and economic relationships between the interior Asante state with surrounding African groups and Europeans, chiefly British traders who entered the region in the eighteenth and nineteenth centuries.
Time is Money: The Power of Non-Directional Options Trading - Original PDF
نویسندگان: خلاصه: The new book, Time Is Money, comes from Kerry Given, the author of No Hype Options Trading, and he discusses the concept of non-directional trading. If you have some experience with options trading, you have probably heard the term, delta neutral trading. This is one of the buzzword phrases that has been used in marketing options trading education, trading alert services, and describing the strategies of hedge funds. Delta neutral does sound exotic - is this the trading secret I have been searching for? But we will see clearly in this book that there is no "secret" to options trading. Non-directional trading is a lesser known term and may be considered a subset of delta neutral trading. This book does an excellent job of distinguishing delta neutral trading from non-directional trading. These are not synonyms. The trader may use a delta neutral strategy because he is predicting a sideways price pattern or price movement within a modest sized channel. The delta neutral trade is just one choice among several options strategies. If the trader is bullish, he selects a bullish trade; if he is bearish, he selects a bearish trade. And if his prediction is for a sideways price movement, he selects a delta neutral trade. This trader is using a delta neutral trading strategy as a directional trade; it is based on the trader's prediction for the future price movement of the underlying stock or market index. The directional trader has a specific interest with particular knowledge about an individual stock or index and a prediction for its future value. Dr. Given distinguishes non-directional trading from delta neutral trading in one critically important way. If one is trading non-directionally, he develops a series of rules for entry, exit and adjustment of a delta neutral trading strategy and then enters and manages the position dictated by those rules month after month. He has made no prediction of the future; he just manages the position each day based on the market's price move that day. The trader is no longer predicting the market's next move tomorrow; the trader is reacting to what the market gives him today. The non-directional trader tries his best not to predict where the market is going tomorrow. Instead, he focuses on where the market is today and the actions his rules dictate. He follows the rules. This may seem like a fine distinction in semantics, but give Time Is Money a try. Focus on what the market is doing today and what your rules dictate. Throw away your crystal ball. About the Author - Kerry W. Given, Ph.D., is the founder of Parkwood Capital, LLC, a business that consists of stock and options coaching, a weekly newsletter, and two trading advisory services. Dr. Given is a co-founder of G&L Capital Management, LLC and manages the Theta Income Fund. Kerry speaks frequently at trading conferences and on behalf of several option brokerage firms. Kerry is the author of No Hype Options Trading, published by John Wiley and Sons. Dr. Given earned his B.S. from the University of Florida and his Ph.D. from the University of Minnesota.
Emissions Trading as a Policy Instrument: Evaluation and Prospects - Original PDF
نویسندگان: خلاصه: Empirical and theoretical perspectives on the first two phases of the European Emissions Trading Scheme, the largest cap-and-trade market established so far. Emissions trading schemes figure prominently among policy instruments used to tackle the problem of climate change, and the European Union Emissions Trading Scheme (EU ETS), begun in 2005, is the largest cap-and-trade market so far established. In the EU ETS, firms regulated by the scheme are provided with emissions allowances (each a one-time right to emit one ton of greenhouse gases) and can sell their unused allowances to firms that have higher rates of emissions. In this volume, leading economists offer empirical and theoretical perspectives on the early phases of the EU ETS implementation. The contributors discuss the features of the EU ETS market; and regulatory uncertainty stemming from rule changes; the political economy context of the trading scheme, including allowance allocation and the influence of lobbying on abatement decisions; the coexistence of such overlapping instruments for climate policy as pricing and taxation; the relationship between spot and futures markets for allowances, and firms' responses to various features of the EU ETS, including fluctuating allowance prices, free allocation, and links to the Kyoto process. They show that, although the basic theory behind emissions permit markets is straightforward, design features, market structure, and interactions with other policy instruments can influence the efficiency of the scheme. Contributors Nathan Braun, A. Denny Ellerman, Timothy Fitzgerald, Beat Hintermann, Wolfgang Härdle, Peter Heindl, Philipp Hieronymi, Marc Gronwald, Frank Jotzo, Andreas Lange, Stephen Lecourt, Ralf Martin, A. J. Mulder, Mirabelle Muûls, Clement Pallière, Jason Pearcy, Oliver Sartor, David Schüller, Stefan Trück, Ulrich J. Wagner, Rafal Weron, Peter J. Wood
Handbook of multi-commodity markets and products: structuring, trading and risk management - Original PDF
نویسندگان: خلاصه: Introduction It is only three years since this book was first published, and the need for a new edition after such a short space of time is an indication of how much the world has changed in the mean- time. The financial crisis began to unfold when the book was just six months old, and the resulting credit crunch, together with a fall in both earnings and valuation multiples, has had a profound effect on the Buyout industry, particularly so in the case of the mega funds. In the flight to liquidity which followed, many fund investors found themselves in what came to be dubbed ‘ Cash 22 ’ , needing to meet Capital Calls yet unable to generate the cash with which to do so from supposedly liquid assets. We will examine just what went wrong here, and note the potential buying opportunity which this represents in the secondary market
Day trading manual proprietary trading methods that prepare you to trade like the pros - Original PDF
نویسندگان: خلاصه: xv I N T R O D U C T I O N I f you’ve read my first book, The Truth About Day Trading Stocks, then you’re well-prepared for this new, more technical application of my trading methodology. Before you get started, all you’ll need is awareness of the updates and modifications that have been added since 2008, and that vital information is here. For those who haven’t read The Truth About Day Trading Stocks, I recap the book’s major lessons in the first part of this book. I designed this second book specifically to disclose my proprietary applications to intra-day trading stocks and swing trading stocks (equities). I have been trading since 1998, but I learned most of the applications here while trading on private equity floors near Wall Street. After I disengaged from private equity trading floors I began my own unique system that works for the relatively lower-capitalized independent day trader. After eight years of testing and trading with a high rate of success, I finally designed my own highly transparent trading system.
Trading y bolsa - Original PDF
نویسندگان: خلاصه: Llegados a este punto me presentaré: mi nombre es Francisco Herrera Fialli, tengo 21 años y soy trader (operador bursátil independiente), un joven jornalero bursátil en desarrollo con mucho que aprender y bastante que enseñar, ya que cada día ante los mercados es un aprendizaje nuevo y continuo. Opero con futuros en el Mini S&P 500 (Mini Standard & Poor’s 500), a mi juicio uno de los mejores mercados en Estados Unidos, entre otros índices. Actualmente puedo decir que me gano mi sueldo extra realizando un trading intradiario, es decir, con la ayuda de un bróker, entro en el mercado, realizo mis operaciones bursátiles (compro o vendo), me gano mi dinero, cierro el ordenador y me voy. Ahora que yo he aprendido a operar en bolsa te enseñaré a ti a hacerlo
Investment Intelligence from Insider Trading - Original PDF
نویسندگان: خلاصه: The term insider trading refers to the stock transactions of the officers, directors, and large shareholders of a firm. Many investors believe that corporate insiders, informed about their firms' prospects, buy and sell their own firm's stock at favorable times, reaping significant profits. Given the extra costs and risks of an active trading strategy, the key question for stock market investors is whether the publicly available insider-trading information can help them to outperform a simple passive index fund. Basing his insights on an exhaustive data set that captures information on all reported insider trading in all publicly held firms over the past twenty-one years—over one million transactions!—H. Nejat Seyhun shows how investors can use insider information to their advantage. He documents the magnitude and duration of the stock price movements following insider trading, determinants of insiders' profits, and the risks associated with imitating insider trading. He looks at the likely performance of individual firms and of the overall stock market, and compares the value of what one can learn from insider trading with commonly used measures of value such as price-earnings ratio, book-to-market ratio, and dividend yield.
Trading with the Ottomans: The Levant Company in the Middle East - Original PDF
نویسندگان: خلاصه: Trade is the engine of history, and the acceleration in what scholars call 'globalism' from the beginning of the last millennium has been driven by communities interacting with each other through commerce and exchange. The Ottoman Empire was a trading partner that spanned the globe, and was therefore the primary link between the West and the Middle East in the 15th to the 19th century. The Levant Company traded British manufacturing with the Ottomans for two centuries, hiring de facto ambassadors, locals, explorers and adventurers and tradesmen. It set up 'factories' (trading posts) across the Ottoman lands and traded skins, textiles, crafts and spices. Here Vlami Despina focuses on the company's long decline - utilizing new archival research she unpicks this crucial partnership and assesses it's important to the modern world.
Successful Algorithmic Trading - Original PDF
نویسندگان: خلاصه: Whether the systematic rules codi ed by the strategy actually produce a consistent return and whether the strategy possesses positive performance in the backtests. Whether a strategy maintains this positive performance in a live implementation or whether it needs to be retired. The ability to compare multiple strategies/portfolios such that we can reduce the opportu- nity cost associated with allocating a limited amount of trading capital. The particular items of quantitative analysis of performance that we will be interested in are as follows: Returns - The most visible aspect of a trading strategy concerns the percentage gain since inception, either in a backtest or a live trading environment. The two major performance measures here are Total Return and Compound Annual Growth Rate (CAGR). Drawdowns - A drawdown is a period of negative performance, as de ned from a prior high-water mark, itself de ned as the previous highest peak on a strategy or portfolio equity curve. We will de ne this more concretely below, but you can think of it for now as a (somewhat painful!) downward slope on your performance chart. Risk - Risk comprises many areas, and we'll spend signi cant time going over them in the following chapter, but generally it refers to both risk of capital loss, such as with drawdowns, and volatility of returns. The latter usually being calculated as an annualised standard deviation of returns. Risk/Reward Ratio - Institutional investors are mainly interested with risk-adjusted returns. Since higher volatility can often lead to higher returns at the expense of greate
Systematic Trading: A unique new method for designing trading and investing systems - Original PDF
نویسندگان: خلاصه: This is not just another book with yet another trading system. This is a complete guide to developing your own systems to help you make and execute trading and investing decisions. It is intended for everyone who wishes to systematise their financial decision making, either completely or to some degree. Author Robert Carver draws on financial theory, his experience managing systematic hedge fund strategies and his own in-depth research to explain why systematic trading makes sense and demonstrates how it can be done safely and profitably. Every aspect, from creating trading rules to position sizing, is thoroughly explained. The framework described here can be used with all assets, including equities, bonds, forex and commodities. There is no magic formula that will guarantee success, but cutting out simple mistakes will improve your performance. You'll learn how to avoid common pitfalls such as over-complicating your strategy, being too optimistic about likely returns, taking excessive risks and trading too frequently. Important features include: - The theory behind systematic trading: why and when it works, and when it doesn't. - Simple and effective ways to design effective strategies. - A complete position management framework which can be adapted for your needs. - How fully systematic traders can create or adapt trading rules to forecast prices. - Making discretionary trading decisions within a systematic framework for position management. - Why traditional long only investors should use systems to ensure proper diversification, and avoid costly and unnecessary portfolio churn. - Adapting strategies depending on the cost of trading and how much capital is being used. - Practical examples from UK, US and international markets showing how the framework can be used.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.