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

2019 CFA Level 1 Exam Prep - Volume 1 - Ethical and Professional Standards & Quantitative Methods

2019 CFA Level 1 Exam Prep - Volume

Features & Benefits1. All the Reading Numbers explained in debth. The most important points of each section of the curriculum are highlighted and explained. 2. Easy to understand language to grasp the concepts systematically without complex elucidation and crisp summary at the end of each chapter.3. Knowledge based concentration and not Exam based. CFA Exam is all about knowledge based and not academic based.4. Assured performance with high level of information and practice questions at the end of every reading. 5. Practicing lots of exam like questions (and solving them correctly!) is the key to your exam success. Also Refer our best selling CFA Question bank book from Havels Learning System.Contents of the Study Material1. All the Readings explained in detail.2. Summary of the chapter at the end of every Reading.3. Practice questions included at the end of every reading.About the Author‘Education should not be a debt sentence’ hence we bring you the high quality exam material at most realistic and affordable price. We know what is takes to become a CFA right from the high cost of registration to becoming a chartered holder and students should not be strained to spend a fortune at-least on the study material, hence we did our part. Havels Learning System® is focused on serv...

  • ASIN: 1790943280

Container Terminals and Automated Transport Systems: Logistics Control Issues and Quantitative Decision Support

Container Terminals and Automated Transport Systems: Logistics Control

Container transportation is the predominant mode of inter-continental cargo traffic. Since container ships and port terminals involve a huge capital investment and significant daily operating costs, it is of crucial importance to efficiently utilize the internal resources of container terminals and transportation systems. Today there is an ongoing trend to use automated container handling and transportation technology, in particular, in countries with high labour costs. This in turn requires highly sophisticated control strategies in order to meet the desired performance measures. The primary objective of this book is to reflect these recent developments and to present new insights and successful solutions to operational problems of automated container terminals and transportation systems. It comprises reports on the state of the art, applications of quantitative methods, as well as case studies and simulation results. Its contributions are written by leading experts from academia and business. The book addresses practitioners as well as academic researchers in logistics, transportation, and management.

  • Brand: Brand: Springer
  • ASIN: 3540223282

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 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

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

Quantitative Evaluation of Systems: 15th International Conference, QEST 2018, Beijing, China, September 4-7, 2018, Proceedings (Lecture Notes in Computer Science)

Quantitative Evaluation of Systems: 15th International Conference, QEST

This book constitutes the proceedings of the 15th International Conference on Quantitative Evaluation Systems, QEST 2018, held in Beijing, China, in September 2018. The 24 full papers presented were carefully reviewed and selected from 51 submissions. The papers cover topics in the field of quantitative evaluation and verification of computer systems and networks through stochastic models and measurements emphasizing two frontier topics in research: quantitative information flow for security and industrial formal methods.

  • ASIN: 3319991531

Principles: Life and Work

Principles: Life and

#1 New York Times Bestseller “Significant...The book is both instructive and surprisingly moving.” —The New York Times Ray Dalio, one of the world’s most successful investors and entrepreneurs, shares the unconventional principles that he’s developed, refined, and used over the past forty years to create unique results in both life and business—and which any person or organization can adopt to help achieve their goals.In 1975, Ray Dalio founded an investment firm, Bridgewater Associates, out of his two-bedroom apartment in New York City. Forty years later, Bridgewater has made more money for its clients than any other hedge fund in history and grown into the fifth most important private company in the United States, according to Fortune magazine. Dalio himself has been named to Time magazine’s list of the 100 most influential people in the world. Along the way, Dalio discovered a set of unique principles that have led to Bridgewater’s exceptionally effective culture, which he describes as “an idea meritocracy that strives to achieve meaningful work and meaningful relationships through radical transparency.” It is these principles, and not anything special about Dalio—who grew up an ordinary kid in a middle-class Long Island neighborhood—that he believes a...

  • Brand: Unknown
  • ASIN: 1501124021

Quantitative Analysis for Management (11th Edition)

Quantitative Analysis for Management (11th

A solid foundation in quantitative methods and management science.   Render/Stair/Hanna puts an emphasis on model building and computer applications to show readers how the techniques presented in the text are used in business. This text’s use of software also allows readers to focus on the managerial problem, while spending less time on the mathematical details of the algorithms.   In the eleventh edition, Excel 2010 has been incorporated throughout the text and an even greater emphasis on modeling is provided.

  • ASIN: 0132149117

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

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

Automated Trading with R: Quantitative Research and Platform Development

Automated Trading with R: Quantitative Research and Platform

Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage’s API, and the source code is plug-and-play.Automated Trading with R explains automated trading, starting with its mathematics and moving to its computation and execution. You will gain a unique insight into the mechanics and computational considerations taken in building a back-tester, strategy optimizer, and fully functional trading platform.The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. This book will:Provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail tradersOffer an understanding of the internal mechanisms of an automated trading systemStandardize discussion and notation of real-world strategy optimization problemsWhat You Will LearnUnderstand machine-learning criteria for statistical validity in the context of time-seriesOptimize strategies, generate ...

  • ASIN: 148422177X

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

Quantitative System Performance, Computer System Analysis Using Queuing Network Models

Quantitative System Performance, Computer System Analysis Using Queuing

Quantitative System Performance, Computer System Analysis Using Queuing Network Models by Edward D. Lazowska (Hardcover)

  • ASIN: 0137469756

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 Methods: for Business, Management and Finance

Quantitative Methods: for Business, Management and

The new edition of this highly successful and popular textbook is a comprehensive, easy-to-follow guide to using and interpreting all the quantitative techniques that students will encounter in their later business and financial careers; from fundamental principles through to more advanced applications. Topics are explained in a clear, friendly step-by-step style, accompanied by examples, exercises and activities, making the text ideal for self-tuition or for the student with no experience or confidence in working with numbers. This highly successful learning-by-doing approach, coupled with the book’s clear structure, will enable even the most maths-phobic student to understand these essential mathematical skills. Comprehensive in both its scope of coverage and the range of abilities it caters for, this remains a core textbook for undergraduate students of business, management and finance, for whom Quantitative Methods modules will be a key component. It will also appeal to those on related MBA and postgraduate courses.

  • Brand: Palgrave MacMillan
  • ASIN: 1137376554

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

Computer Architecture: A Quantitative Approach

Computer Architecture: A Quantitative

  • ASIN: 012383872X

Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)

Building Winning Algorithmic Trading Systems, + Website: A

Develop your own trading system with practical guidance and expert advice In Building 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 Systems teaches 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 ...

  • Brand: imusti
  • ASIN: 1118778987

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

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

High-Frequency Trading: A Practical Guide to Algorithmic Strategies

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selecte...

  • Brand: Brand: Wiley
  • ASIN: 1118343506

Jadeshay Mini Water Dispenser,Portable Bottled Drinking Water Pump, Electric Dispenser Water Separator, Home Kitchen Office, Quantitative Water System (Color : White)

Jadeshay Mini Water Dispenser,Portable Bottled Drinking Water Pump,

This water pump dispenser is designed for dispensing water easily and quickly. Just press the button once, it will flow out 0.8L amount of water. It is widely used at home. office, kitchen, outdoor and so on.Specifications:Condition: 100% Brand NewMaterial: ABS Shell, 304 Stainless Steel Pipe, PP HoseColor: Black, White(optional)Rated Voltage: 3.7VPower: 4WNoise: 30dBBuilt-in Battery: 2000mA Li-ion BatteryApplicable Bottled Water: Ordinary bottled water and PC bottled water with threadWater Pump Dispenser Size: Approx. 21*13cm/8.27*5.12inWeight: Approx.733g/25.9ozPackage List:1 * Drinking Water Pump Dispenser1 * Stainless Steel Pipe1 * Inlet Hose1 * Charging CableNote:1. Please charge it for 3~4 hours before the first use.2. Please allow 0~1 inch error due to manual measurement. Thanks for your understanding.

  • Color: White
  • Brand: Jadeshay
  • ASIN: B07HRV69YF
  • UPC: 749712465812

Maths Meets Myths: Quantitative Approaches to Ancient Narratives (Understanding Complex Systems)

Maths Meets Myths: Quantitative Approaches to Ancient Narratives

With an emphasis on exploring measurable aspects of ancient narratives, Maths Meets Myths sets out to investigate age-old material with new techniques. This book collects, for the first time, novel quantitative approaches to studying sources from the past, such as chronicles, epics, folktales, and myths. It contributes significantly to recent efforts in bringing together natural scientists and humanities scholars in investigations aimed at achieving greater understanding of our cultural inheritance. Accordingly, each contribution reports on a modern quantitative approach applicable to narrative sources from the past, or describes those which would be amenable to such treatment and why they are important.This volume is a unique state-of-the-art compendium on an emerging research field which also addresses anyone with interests in quantitative approaches to humanities.

  • ASIN: 3319818872
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