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
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.
The science of algorithmic trading and portfolio management - Original PDF
نویسندگان: خلاصه: Algorithmic trading represents the computerized executions of financial instruments. Algorithms trade stocks, bonds, currencies, and a plethora of financial derivatives. Algorithms are also fundamental to investment strategies and trading goals. The new era of trading provides investors with more efficient executions while lowering transaction costs—the result, improved portfolio performance. Algorithmic trading has been referred to as “automated,” “black box” and “robo” trading. Trading via algorithms requires investors to first specify their investing and/or trading goals in terms of mathematical instructions. Dependent upon investors’ needs, customized instructions range from simple to highly sophisticated. After instructions are specified, computers implement those trades following the prescribed instructions.
How to Beat the Market Makers at Their Own Game: Uncovering the Mysteries of Day Trading - Original PDF
نویسندگان: خلاصه: The basic skills for becoming a successful trader from a master of the game Written by Fausto Pugliese (founder and CEO of Cyber Trading University) this must-have resource offers a hands-on guide to learning the ins and outs of active trading. How to Beat the Market Makers at Their Own Game gives professionals, as well as those relatively new to investing, a behind-the-scenes look at the inner workings of the marketplace and a comprehensive overview of basic trading techniques. The book explains how to apply the trading strategies of acclaimed trader Fausto Pugliese. Step by step the author covers the most common market maker setups, shows how to identify market maker traps, and most importantly, reveals how to follow the direction of the lead market maker in an individual stock. Throughout the book, Pugliese puts the spotlight on Level II quotes to help investors understand how market makers drive prices and manipulate the market. This handy resource is filled with the tools needed to interpret market maker activity so traders can truly understand the market and trade accordingly. Offers an accessible guide for developing the investing skills to trade with confidence Filled with the real-world trading experiences and techniques of Fausto Pugliese Covers simple technical patterns that are important in day trading Includes a website with exercises to help master the book's techniques How to Beat the Market Makers at their Own Game will become your well-thumbed resource for learning what it takes to succeed in short-term stock trading.
Speculation, Trading, and Bubbles - Original PDF
نویسندگان: خلاصه: As long as there have been financial markets, there have been bubbles--those moments in which asset prices inflate far beyond their intrinsic value, often with ruinous results. Yet economists are slow to agree on the underlying forces behind these events. In this book Jos' A. Scheinkman offers new insight into the mystery of bubbles. Noting some general characteristics of bubbles--such as the rise in trading volume and the coincidence between increases in supply and bubble implosions--Scheinkman offers a model, based on differences in beliefs among investors, that explains these observations. Other top economists also offer their own thoughts on the issue: Sanford J. Grossman and Patrick Bolton expand on Scheinkman's discussion by looking at factors that contribute to bubbles--such as excessive leverage, overconfidence, mania, and panic in speculative markets--and Kenneth J. Arrow and Joseph E. Stiglitz contextualize Scheinkman's findings.
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.
Tramline Trading_ A practical guide to swing trading with tramlines, Elliott Waves and Fibonnaci Levels - Original PDF
نویسندگان: خلاصه: Early on my imagination was gripped with the possibility that if I could identify a pattern correctly, I could forecast the next likely move and I might also be able to set a price target. That was an exciting prospect. It was exciting because it would enable me to get on board a major trend early in its development before the majority had cottoned on. But a glance at Edwards and Magee told me that charting could be a very complex area of study. The book lists a vast array of basic patterns with their many variations. For some years I then retreated from the markets to pursue other business interests. But the siren call of the market was always there in the background. And when I felt I had achieved enough with those other businesses, I set to work on devising a simple method of analysing price charts. The simple concept of support and resistance lines is something most students of technical analysis learn early on; I believed there could be a method that embodied this concept in a new way. I decided to base a trading method on these support and resistance lines. That is when the tramline method was born. And since working with it I have incorporated the basic ideas from Fibonacci retracements and Elliott Wave Theory to produce my complete tramline trading method
Networks and Trans-Cultural Exchange: Slave Trading in the South Atlantic, 1590-1867 - Original PDF
نویسندگان: خلاصه: Winner of the 2015 Choice Outstanding Academic Title Award Studies of the South Atlantic commercial world typically focus on connections between Angola and Brazil, and specifically on the flows of enslaved Africans from Luanda and the relations between Portuguese-Brazilian traders and other agents and their local African and mulatto trading partners. While reaffirming the centrality of slaving activities and of the networks that underpinned them, this collection of new essays shows that there were major Portuguese-Brazilian slave-trading activities in the South Atlantic outside Luanda as well as the Angolan-Brazil axes upon which historians usually focus. In drawing attention to these aspects of the South Atlantic commercial world, we are reminded that this was a world of change and also one in which Portuguese-Brazilian traders were unable to sustain in the face of competition from northern European rivals the dominant position in slave trading in Atlantic Africa that they had first established in the sixteenth century.
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.
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis - Original PDF
نویسندگان: خلاصه: Introduction Trading volumes and volatility in the U.S. equity markets increased strongly in the second half of 2007, and continued to do so in 2008. As the U.S. finance sector problems became public knowledge around those times – widely referred to as the Global Financial Crisis – it would seem that the financial problems caused the activity increase. In reality, however, trading volumes had been increasing for years. While being relatively stable from 2001 to 2005, the average annual trading volume has been reported to have doubled from 2006 to 2009 [see, e.g., Anderson and Dyl (2014)]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.