Quantitative Technical Analysis: An integrated approach to trading system development and trading management

Quantitative Technical Analysis: An integrated approach to trading

This book, the fifth by Dr. Howard Bandy, discusses an integrated approach to trading system development and trading management.It begins with a discussion and quantification of the several aspects of risk.1.  The trader's personal tolerance for risk.2.  The risk inherent in the price fluctuations of the issue to be traded.3.  The risk added by the trading system rules.4.  The trade-by-trade risk experienced during trading. An original objective function, called "CAR25," based on risk-normalized profit potential is developed and explained.  CAR25 is as near a universal objective function as I have found.The importance of recognizing the non-stationary characteristics of financial data, and techniques for handling it, are discussed.There is a general discussion of trading system development, including design, testing, backtesting, optimization, and walk forward analysis.  That is followed by two parallel development paths -- one using traditional trading system development platform and the second machine learning.  Recognizing the importance of position sizing in managing trading, an original technique based on empirical Bayesian analysis, called "dynamic position sizing" and quantified in a metric called "safe-f," is introduced.  Computer code implementing dynamic positio...

  • Color: blue
  • Brand: Blue Owl Press
  • ASIN: 0979183855

Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation

Quantitative Trading Systems: Practical Methods for Design, Testing,

Too often, trading systems that looked good last year, in an advertisement, or during computer back-testing, lose money as soon as you start trading them. This book explains why that happens, and gives detailed techniques for developing systems that will be profitable.

  • ASIN: 0979183839

Real-Time Embedded Systems (Quantitative Software Engineering Series)

Real-Time Embedded Systems (Quantitative Software Engineering

Offering comprehensive coverage of the convergence of real-time embedded systems scheduling, resource access control, software design and development, and high-level system modeling, analysis and verification  Following an introductory overview, Dr. Wang delves into the specifics of hardware components, including processors, memory, I/O devices and architectures, communication structures, peripherals, and characteristics of real-time operating systems. Later chapters are dedicated to real-time task scheduling algorithms and resource access control policies, as well as priority-inversion control and deadlock avoidance. Concurrent system programming and POSIX programming for real-time systems are covered, as are finite state machines and Time Petri nets. Of special interest to software engineers will be the chapter devoted to model checking, in which the author discusses temporal logic and the NuSMV model checking tool, as well as a chapter treating real-time software design with UML. The final portion of the book explores practical issues of software reliability, aging, rejuvenation, security, safety, and power management. In addition, the book: Explains real-time embedded software modeling and design with finite state machines, Petri nets, and UML, and real-time constraints v...

  • ASIN: 1118116178

Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System (Wiley Finance)

Quantitative Momentum: A Practitioner's Guide to Building a

The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your ow...

  • Brand: Wiley
  • ASIN: 111923719X

Quantitative Biomedical Optics: Theory, Methods, and Applications (Cambridge Texts in Biomedical Engineering)

Quantitative Biomedical Optics: Theory, Methods, and Applications (Cambridge

This is the textbook and reference resource that instructors, students, and researchers in biomedical optics have been waiting for. Comprehensive and up to date, it covers a broad range of areas in biomedical optics, from light interactions at the single-photon and single-biomolecule levels, to the diffusion regime of light propagation in tissue. Subjects covered include spectroscopic techniques (fluorescence, Raman, infrared, near-infrared, and elastic scattering), imaging techniques (diffuse optical tomography, photoacoustic imaging, several forms of modern microscopy, and optical coherence tomography), and laser-tissue interactions, including optical tweezers. Topics are developed from the fundamental principles of physical science, with intuitive explanations, while rigorous mathematical formalisms of theoretical treatments are also provided. For each technique, descriptions of relevant instrumentation and examples of biomedical applications are outlined, and each chapter benefits from references and suggested resources for further reading, and exercise problems with answers to selected problems.

  • Brand: imusti
  • ASIN: 0521876567

Factors of Soil Formation: A System of Quantitative Pedology (Dover Earth Science)

Factors of Soil Formation: A System of Quantitative

"Hans Jenny's … oeuvre ranks among those of the giant in the earth sciences. Even within this rarefied atmosphere of intellectual achievements, his book Factors of Soil Formation stands out as a masterpiece." — from the Foreword by Ronald Amundson, University of California at BerkeleyHans Jenny (1899–1992), who taught at the University of California at Berkeley for 31 years, was a world authority on soils and soil formation. Factors of Soil Formation, his most influential work, is an advanced treatise on theoretical soil science. It has been said that this book, long considered a masterpiece of scientific methodology, had as great an impact on soil science as Charles Darwin's The Origin of Species had on the study of evolution.The book offers both a detailed discussion of the nature of the earth's terrestrial environment and a method of subdividing and studying it. The first two chapters are devoted to definitions and concepts, and methods of presentation of soil data. Chapters 3 through 7 explore the roles of time, parent material, topography, climate and organisms in the formation of soil. Chapter 8 presents conclusions.Though it was written more than 50 years ago, Factors of Soil Formation has not been superseded, nor has Jenny's theory of how soils and ecosystems form b...

  • ASIN: 0486681289
  • UPC: 800759681280

Premba Analytical Primer: Essential Quantitative Concepts for Business Math

Premba Analytical Primer: Essential Quantitative Concepts for Business

This book is a review of the analytical methods required in most of the quantitative courses taught at MBA programs. Students with no technical background, or who have not studied mathematics since college or even earlier, may easily feel overwhelmed by the mathematical formalism that is typical of economics and finance courses. These students will benefit from a concise and focused review of the analytical tools that will become a necessary skill in their MBA classes. The objective of this book is to present the essential quantitative concepts and methods in a self-contained, non-technical, and intuitive way.

  • ASIN: 0230609139

Mastering R for Quantitative Finance

Mastering R for Quantitative

Use R to optimize your trading strategy and build up your own risk management system About This BookLearn to manipulate, visualize, and analyze a wide range of financial data with the help of built-in functions and programming in RUnderstand the concepts of financial engineering and create trading strategies for complex financial instrumentsExplore R for asset and liability management and capital adequacy modelingWho This Book Is ForThis book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.What You Will Learn Analyze high frequency financial data Build, calibrate, test, and implement theoretical models such as cointegration, VAR, GARCH, APT, Black-Scholes, Margrabe, logoptimal portfolios, core-periphery, and contagion Solve p

  • ASIN: 1783552077

Computer Architecture: A Quantitative Approach (The Morgan Kaufmann Series in Computer Architecture and Design)

Computer Architecture: A Quantitative Approach (The Morgan Kaufmann

Computer Architecture: A Quantitative Approach, Sixth Edition has been considered essential reading by instructors, students and practitioners of computer design for over 20 years. The sixth edition of this classic textbook from Hennessy and Patterson, winners of the 2017 ACM A.M. Turing Award recognizing contributions of lasting and major technical importance to the computing field, is fully revised with the latest developments in processor and system architecture. The text now features examples from the RISC-V (RISC Five) instruction set architecture, a modern RISC instruction set developed and designed to be a free and openly adoptable standard. It also includes a new chapter on domain-specific architectures and an updated chapter on warehouse-scale computing that features the first public information on Google's newest WSC. True to its original mission of demystifying computer architecture, this edition continues the longstanding tradition of focusing on areas where the most exciting computing innovation is happening, while always keeping an emphasis on good engineering design.Winner of a 2019 Textbook Excellence Award (Texty) from the Textbook and Academic Authors AssociationIncludes a new chapter on domain-specific architectures, explaining how they are the only path forwa...

  • ASIN: 0128119055

Quantitative Systems Pharmacology, Volume 42: Models and Model-Based Systems with Applications (Computer Aided Chemical Engineering)

Quantitative Systems Pharmacology, Volume 42: Models and Model-Based

Quantitative Systems Pharmacology: Models and Model-Based Systems with Applications, Volume 42, provides a quantitative approach to problem-solving that is targeted to engineers. The book gathers the contributions of doctors, pharmacists, biologists, and chemists who give key information on the elements needed to model a complex machine like the human body. It presents information on diagnoses, administration and release of therapeutics, distribution metabolism and excretion of drugs, compartmental pharmacokinetics, physiologically-based pharmacokinetics, pharmacodynamics, identifiability of models, numerical methods for models identification, design of experiments, in vitro and in vivo models, and more. As the pharma community is progressively acknowledging that a quantitative and systematic approach to drug administration, release, pharmacokinetics and pharmacodynamics is highly recommended to understand the mechanisms and effects of drugs, this book is a timely resource.Outlines a model-based approach (based on Process Systems Engineering-OSE and Computer Aided Process Engineering-CAPE) in quantitative pharmacologyExplains how therapeutics work in the human body and how anatomy and physiology influences drug efficacyDiscusses how drugs are driven to specific targets using nan...

  • ASIN: 0444639640

Mathematical Modeling in Systems Biology: An Introduction (The MIT Press)

Mathematical Modeling in Systems Biology: An Introduction (The

An introduction to the mathematical concepts and techniques needed for the construction and analysis of models in molecular systems biology. Systems techniques are integral to current research in molecular cell biology, and system-level investigations are often accompanied by mathematical models. These models serve as working hypotheses: they help us to understand and predict the behavior of complex systems. This book offers an introduction to mathematical concepts and techniques needed for the construction and interpretation of models in molecular systems biology. It is accessible to upper-level undergraduate or graduate students in life science or engineering who have some familiarity with calculus, and will be a useful reference for researchers at all levels.The first four chapters cover the basics of mathematical modeling in molecular systems biology. The last four chapters address specific biological domains, treating modeling of metabolic networks, of signal transduction pathways, of gene regulatory networks, and of electrophysiology and neuronal action potentials. Chapters 3–8 end with optional sections that address more specialized modeling topics. Exercises, solvable with pen-and-paper calculations, appear throughout the text to encourage interaction with the mathemati...

  • ASIN: 0262018888

CengageNOWv2 for Anderson/Sweeney/Williams/Camm/Cochran/Fry/Ohlmann's An Introduction to Management Science: Quantitative Approach - 15th Edition [Online Homework System]

CengageNOWv2 for Anderson/Sweeney/Williams/Camm/Cochran/Fry/Ohlmann's An Introduction to Management Science:

Please check the ISBN that your instructor provided. If the ISBN-13 does not match this product (9781337616997) or its Printed Access Card equivalent (9781337617017) this may not be the correct product. In some cases, you may also require a course code from your Instructor. This access code entitles you to 1 course enrollment. The duration of the code is course length + 14 days. Have the tools you need to be successful -- Access your online homework in management science with CengageNOWv2, an easy-to-use resource designed to improve your grades. This access code entitles you to 1 term of usage. Instructor Assigned: Please be aware that the product you are purchasing is usable only if assigned by your instructor. If your instructor has not assigned this product, you should not continue with your purchase.System Requirements:Supported OS: Web Browser

  • Brand: Cengage Learning
  • ASIN: B07BKKR69H

Social Systems Engineering: The Design of Complexity (Wiley Series in Computational and Quantitative Social Science)

Social Systems Engineering: The Design of Complexity (Wiley

Uniquely reflects an engineering view to social systems in a wide variety of contexts of application Social Systems Engineering: The Design of Complexity brings together a wide variety of application approaches to social systems from an engineering viewpoint. The book defines a social system as any complex system formed by human beings. Focus is given to the importance of systems intervention design for specific and singular settings, the possibilities of engineering thinking and methods, the use of computational models in particular contexts, and the development of portfolios of solutions. Furthermore, this book considers both technical, human and social perspectives, which are crucial to solving complex problems. Social Systems Engineering: The Design of Complexity provides modelling examples to explore the design aspect of social systems. Various applications are explored in a variety of areas, such as urban systems, health care systems, socio-economic systems, and environmental systems. It covers important topics such as organizational design, modelling and intervention in socio-economic systems, participatory and/or community-based modelling, application of systems engineering tools to social problems, applications of computational behavioral modeling, computational modellin...

  • ASIN: 111897445X

Welljoin New Bubble Tea Equipment Fructose Quantitative Machine Fructose Dispenser (110v)

Welljoin New Bubble Tea Equipment Fructose Quantitative Machine

Characteristic: Uses the entire stainless steel automatic detection system. 1 start intelligent cruise detection. 2 can automatically display the number of cups and zero. 3 automatic quantitative filling. 4 computerized flow setting, feasible set. Fructose quantitative machine adopts photoelectric automaticdetection, other filling quantitative accuracy, small size, light weight, easy to carry, easy to use. Novice easy operation. Containers, pipes using food grade materials, clean health. For sugar, sugar 0.5-3 seconds. Computerized flow setting, executable set. Simple operation, touch of a button. Product advantages: The appearance of good conditions and beautiful appearance, Good sanitary conditions and not easy to fall into the dust andflies, do not fall into the debris. Sugar quantitative accuracy using the motor speed counting, sugar quantitative accuracy. To fast - to sugar in sugar 0.5-3 seconds without waiting for. Simple - by microcomputer panel design stick out a mile, you do not have to spend time learning, according to their custom setting of sugar. Scope of application: Ice shop, pearl milk tea shop, coffee bar, coffee shops and other widely used. Specifications: Power: 280W Voltage: 220V/110v Capacity: 8.5 liters Net weight: 9KG Size: 260 * 260* 420mm Filling volume...

  • Color: Silver
  • Brand: well join
  • ASIN: B0784PGG6H
  • UPC: 783761419761

Machine Learning: A Quantitative Approach

Machine Learning: A Quantitative

Notes (as of May 13, 2019): This text has two formats of black & while and full color editions. Click on See all 2 formats and editions to check out both editions. It is recommended that you make sure you order only from Amazon.com, which is the only source that has all latest updates.While the full color edition has a much higher manufacturing cost, it offers much better visual effects for all graphs and a much better learning experience overall. For the black & white edition, all colored figures are downloadable from this book's website.Solutions to exercises are provided to help you self-check your self-paced learning.  Product Description:  Machine learning is a newly-reinvigorated field. It promises to foster many technological advances that may improve the quality of our life significantly, from the use of latest, popular, high-gear gadgets such as smart phones, home devices, TVs, game consoles and even self-driving cars, and so on, to even more fun social and shopping experiences. Of course, for all of us in the circles of high education, academic research and various industrial fields, it offers more challenges and more opportunities.  Whether you are a CS student taking a machine learning class or targeting a machine learning degree, or a scientist or an engine...

  • ASIN: 1986487520

Superstar Teachers - High School Series - Chemistry with Frank Cardulla of Niles North High School - Two VHS Videotapes and One Booklet - Tape 1: Introduction and Philosophy, Quantitative Reasoning in Life and Chemistry, Density, The SI System of Measurement, Converting Between Systems of Measurement, The Mole Concept - Tape 2: The Mole, Solving Mole Problems, Avogardo's Hypothesis and Molar Volume, Percent Composition and Empirical Formulas, Solving Empirical Formula Problems, Writing and Balancing Chemical Equations, An Introduction to Stoichiometry, Stoichiometry Problems

Superstar Teachers - High School Series - Chemistry

  • ASIN: B0013PQMA8

House-Tree-Person and Draw-A-Person As Measures of Abuse in Children: A Quantitative Scoring System

House-Tree-Person and Draw-A-Person As Measures of Abuse in

This hardcover book provides background on projective drawing techniques and insight into the House-Tree-Person (H-T-P) and Draw-A-Person (D-A-P) techniques. The book describes the development and administration of an objective scoring system for use by clinicians, teachers, and other professionals. The test administrator asks the child (ages 7-11 years) to complete the two drawings, which are then scored for the presence or absence of particular characteristics within four major constructs: Preoccupation with Sexually Relevant Concepts (SRC); Aggression and Hostility (AH); Withdrawal and Guarded Accessibility (WGA); and Alertness for Danger, Suspiciousness, and Lack of Trust (ADST). Examples from the author's collection of actual children's drawings illustrate item scoring. This system has been empirically tested for use in screening for possible child sexual abuse. Case examples help the reader develop further clinical insight.

  • ASIN: 0911907173

Risk Management

Risk

  • ASIN: B01GGLX9PY

Quantitative Decisions in Drug Development (Springer Series in Pharmaceutical Statistics)

Quantitative Decisions in Drug Development (Springer Series in

This book offers a high-level treatise of evidence-based decisions in drug development. Because of the inseparable relationship between designs and decisions, a good portion of this book is devoted to the design of clinical trials. The book begins with an overview of product development and regulatory approval pathways. It then discusses how to incorporate prior knowledge into study design and decision making at different stages of drug development. The latter include selecting appropriate metrics to formulate decisions criteria, determining go/no-go decisions for progressing a drug candidate to the next stage and predicting the effectiveness of a product. Lastly, it points out common mistakes made by drug developers under the current drug-development paradigm.The book offers useful insights to statisticians, clinicians, regulatory affairs managers and decision-makers in the pharmaceutical industry who have a basic understanding of the drug-development process and the clinical trials conducted to support drug-marketing authorization. The authors provide software codes for select analytical approaches discussed in the book. The book includes enough technical details to allow statisticians to replicate the quantitative illustrations so that they can generate information to faci...

  • ASIN: 3319460757

Advances in Financial Machine Learning

Advances in Financial Machine

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

  • ASIN: B079KLDW21

Quantitative Assessments of Distributed Systems: Methodologies and Techniques (Performability Engineering Series)

Quantitative Assessments of Distributed Systems: Methodologies and Techniques

Distributed systems employed in critical infrastructures must fulfill dependability, timeliness, and performance specifications. Since these systems most often operate in an unpredictable environment, their design and maintenance require quantitative evaluation of deterministic and probabilistic timed models. This need gave birth to an abundant literature devoted to formal modeling languages combined with analytical and simulative solution techniques The aim of the book is to provide an overview of techniques and methodologies dealing with such specific issues in the context of distributed systems and covering aspects such as performance evaluation, reliability/availability, energy efficiency, scalability, and sustainability. Specifically, techniques for checking and verifying if and how a distributed system satisfies the requirements, as well as how to properly evaluate non-functional aspects, or how to optimize the overall behavior of the system, are all discussed in the book. The scope has been selected to provide a thorough coverage on issues, models. and techniques relating to validation, evaluation and optimization of distributed systems.  The key objective of this book is to help to bridge the gaps between modeling theory and the practice in distributed systems through sp...

  • ASIN: 1118595211
  • UPC: 001118595211

Fundamentals of Modern Manufacturing, Binder Ready Version: Materials, Processes, and Systems

Fundamentals of Modern Manufacturing, Binder Ready Version: Materials,

Fundamentals of Modern Manufacturing: Materials, Processes, and Systems, 6th Edition, is designed for a first course or two-course sequence in Manufacturing at the junior level in Mechanical, Industrial, and Manufacturing Engineering curricula. As in preceding editions, the author's objective is to provide a treatment of manufacturing that is modern and quantitative. The book's modern approach is based on balanced coverage of the basic engineering materials, the inclusion of recently developed manufacturing processes and comprehensive coverage of electronics manufacturing technologies. The quantitative focus of the text is displayed in its emphasis on manufacturing science and its greater use of mathematical models and quantitative end-of-chapter problems. This text is an unbound, three hole punched version.

  • ASIN: 1119128692

Quantitative Biology: From Molecular to Cellular Systems (Chapman & Hall/CRC Mathematical and Computational Biology)

Quantitative Biology: From Molecular to Cellular Systems (Chapman

Quantitative methods are revolutionizing modern molecular and cellular biology. Groundbreaking technical advances are fueling the rapid expansion in our ability to observe, as seen in multidisciplinary studies that integrate theory, computation, experimental assays, and the control of microenvironments. Integrating new experimental and theoretical methods, Quantitative Biology: From Molecular to Cellular Systems gives both new and established researchers a solid foundation for starting work in this field.The book is organized into three sections:Fundamental Concepts covers bold ideas that inspire novel approaches in modern quantitative biology. It offers perspectives on evolutionary dynamics, system design principles, chance and memory, and information processing in biology.Methods describes recently developed or improved techniques that are transforming biological research. It covers experimental methods for studying single-molecule biochemistry, small-angle scattering from biomolecules, subcellular localization of proteins, and single-cell behavior. It also describes theoretical methods for synthetic biology and modeling random variations among cells.Molecular and Cellular Systems focuses on specific biological systems where modern quantitative biology methods are making an imp...

  • ASIN: B00918NLGM

DIY Micro Automatic Drip Irrigation Kit,Houseplants Self Watering System with 30-Day Digital Programmable Water Timer 5V USB Power Operation for Indoor Potted Plants Vacation Plant Watering [Gen 4]

DIY Micro Automatic Drip Irrigation Kit,Houseplants Self Watering

Moistenland's Automatic Drip Watering System is the perfect solution for watering your indoor plants when you're away for the holidays, on vacation, or just short on time. Auto or Manual Watering and Fertilizing 1. Set the Watering and Interval time to your plants need. The system will automatically water to your set schedule. 2. Water immediately with a single button press on the controller panel without influencing the set watering schedule. Low Power and Lack Water Detection & Protection 1. The alarm light on the control panel will turn red letting you know batteries need to be replaced. 2. When the water level is low, the system will shut down to protect the pump and beep intermittently. Silence the alarm by pressing any button. Battery and USB Power Power with 4 AA batteries or Micro-USB cable and power supply such as a phone charger (minimum 1 Amp requirement). Enjoying peace of mind knowing the AA batteries will act as a backup during power outages. Save Water and Money Automatic Drip irrigation system is up to 70% more efficient than other methods. Drip irrigation is directed to the root ball of the plant eliminating run-off and evaporation for healthier more vibrant plants. Simple Step To Install Included accessories of our all-in-one drip system are enoug...

  • Color: White
  • Brand: Moistenland
  • ASIN: B0743F4532
  • UPC: 610738992364
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