Trading Systems (Record no. 50512)
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000 -LEADER | |
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fixed length control field | 03429nam a22005055i 4500 |
001 - CONTROL NUMBER | |
control field | 978-88-470-2706-0 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20200420211738.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 120803s2013 it | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9788847027060 |
-- | 978-88-470-2706-0 |
082 04 - CLASSIFICATION NUMBER | |
Call Number | 332 |
100 1# - AUTHOR NAME | |
Author | Di Lorenzo, Renato. |
245 10 - TITLE STATEMENT | |
Title | Trading Systems |
Sub Title | Theory and Immediate Practice / |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | XVI, 232 p. |
490 1# - SERIES STATEMENT | |
Series statement | Perspectives in Business Culture, |
505 0# - FORMATTED CONTENTS NOTE | |
Remark 2 | Part I -- 1 Processes -- 2 More About Independence -- 3 Conditional Probability in Practice -- 4 Stationary Processes -- 5 Normality -- 6 Trends -- 7 Autocorrelation -- 8 Ljung-Box -- 9 Periodogram -- Part II -- 10 Indicators -- 11 Process of the AR(p) type -- 12 Generalizations -- 13 The complete open-loop scheme -- 14 Physical realizability -- 15 The equity line -- 6 Predictions -- 17 Optimal AR(p) in practice -- 18 Maps in series -- Part III -- 19 Transfer Functions -- 20 Simple lag -- 21 Gauss Filters -- 22 Stability -- 23 Lag compensator -- 24 Lead compensator -- 25 RLC filter -- 26 Leading indicator -- 27 Regularized filter -- 28 High pass filter -- 29 Frequency transformation -- 30 Gaussianization -- Part IV -- 31 Feedback trading -- 32 Feedback systems -- Part V -- 33 State Space Approach -- 34 Sensitivity -- 35 Butterworth filter -- 36 Frequency response -- 37 Signal to noise ratio; tradability -- 38 Equity StN -- 39 Meyer's optimum trading system. |
520 ## - SUMMARY, ETC. | |
Summary, etc | For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso's recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them - starting with the more complicated - can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-88-470-2706-0 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
264 #1 - | |
-- | Milano : |
-- | Springer Milan : |
-- | Imprint: Springer, |
-- | 2013. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Finance. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Economics, Mathematical. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Popular works. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Control engineering. |
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Finance. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Finance, general. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Popular Science, general. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Quantitative Finance. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Control. |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 2280-1464 |
912 ## - | |
-- | ZDB-2-SBE |
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