Smarter Trading

Автор(ы):Kaufman Perry J.
06.10.2007
Год изд.:1995
Описание: Вот наш лит. перевод аннотации: "В результате экономической глобализации и компьютеризации рынок, который мы имеем - это полный бардак, в результате которого мы с одинаковой легкостью можем как продвинуться в своей карьере трейдера, так и оказаться в глубокой {sencored}. В этой выдающейся книге (ведь если мы не напишем "выдающейся" - никто её не купит) автор помагает профессиональным спекулянтам не повредиться крышей несмотря на вышеозначенный бардак посредством создания трезвой легкоприспосабливаемой к изменяющимся условиям модели. В общем, крыша всё равно отъезжает, но уже не от хаоса рынка, а от всяких там высокотехнологичных (HI-TECH, значицца, привет вам, ребята) торговых технологий: нейронные сети, нечеткая логика, стохастическая математика, фракталы и фрактологи etc".
Оглавление:
Smarter Trading — обложка книги.
Part 1. How Changing Markets and Technology Affect Results
  1. The Impact of Change on Markets and Trading [3]
    Changing Factors Affecting Markets and Prices [3]
    Technical Analysis [7] Evolution and Obsolescence [12]
    Structural Change: Seasonality [15]
    The Evolution of Markets [17]
  2. Assessing Market Reality [19]
    The Screen Is History [19]
    Execution Problems and Performance [22]
    Globalization: Simultaneous Absorption [26]
    Factors That Always Exist [27]
    Change and Evolution [28]
  3. Reasonable Expectations Give Achievable Results [31]
    Trade-Offs [31]
    Giving the Computer Free Reign [33]
    Throwing Microchips at It [35]
    The Use of Systems [38]
    Expectations [40]
  4. Risk and Return [41]
    Risk Preference [41]
    Standardizing Risk and Return [42]
    Choosing between the Currency and Bond Portfolios [46]
    Time Periods Tell Different Stories [48]
    Specifying Acceptable Risk [50]
    Graphing Risk and Reward [51]
    Diversification and Risk Reduction [53]
    Adding Common Sense to Statistics [61]
    Risk of Ruin [66]
    Profit Goals [66]
    Summary [68]
Part 2. Using Old and New Trading Tools to Achieve Reasonable Objectives
  5. Profit-Taking [73]
    A Test for Profit-Taking [74]
    The Results [77]
    Profit Objectives versus Time [81]
    Benefits of Using More Than One Profit Objective [83]
    Summary [88]
  6. The Mixed Role of Stops for Controlling Risk [89]
    Need for Risk Control [90]
    Risk Protection or False Hope? [90]
    Testing a System with a Stop-Loss [94]
    A Stop-Loss May Conflict with the Strategy [103]
    Managing Risk with and without Stops [104]
    Summary [105]
  7. Understanding Price Shocks [1O7]
    Trading Risk Is Higher Than Expectations [107]
    Types of Price Shocks [109]
    Impact of a Price Shock on an Investment [110]
    Handling Price Shocks [118]
    Managing a Price Shock [120]
    Summary [127]
  8. Smarter Trend-Following [129]
    Forecasting and Following [129]
    Trend Trading [131]
    Adaptive Approach [133]
    The Adaptive Moving Average [138]
    Trading Rules [143]
    Testing the AMA [146]
    Programming the Adaptive Moving Average [147]
  9. Computer Learning, Neural Networks, and
    New Technology [155]
    The Teaching Process: First the Trainer [156]
    Artificial Intelligence and Pattern Recognition [157]
    Applications of Expert Systems [160]
    Neural Networks [164] Fuzzy Logic [171]
Part 3. Making a Trading Strategy Robust
  10. Testing for Robustness [177]
    Overfitting [177]
    Separating Robustness from Parameter Selection [178]
    Testing Process [181]
    Part 1: Deciding What to Test [182]
    Part 2: Deciding How to Test [186]
    Part 3: Evaluating the Results [204]
    Part 4: Choosing the Specific Parameters to Trade [209]
    Part 5: Trading and Monitoring Performance [212]
    Other Important Practical Guidelines [213]
    Summary [217]
  11. Improving the Performance of Existing Systems [219]
    Measuring and Monitoring Predictability [219]
    Anticipation [223]
    Filtering System Signals [227]
    Reversing the Optimization Concept [235]
    Overnight Risk [236]
    Leverage, Costs, and Trend Speed [238]
  Appendix: Notation and Terminology [214]
    Index [245]
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