000 | 03429nam a22005055i 4500 | ||
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001 | 978-88-470-2706-0 | ||
003 | DE-He213 | ||
005 | 20200420211738.0 | ||
007 | cr nn 008mamaa | ||
008 | 120803s2013 it | s |||| 0|eng d | ||
020 |
_a9788847027060 _9978-88-470-2706-0 |
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024 | 7 |
_a10.1007/978-88-470-2706-0 _2doi |
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050 | 4 | _aHG1-HG9999 | |
072 | 7 |
_aKFF _2bicssc |
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072 | 7 |
_aBUS027000 _2bisacsh |
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082 | 0 | 4 |
_a332 _223 |
100 | 1 |
_aDi Lorenzo, Renato. _eauthor. |
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245 | 1 | 0 |
_aTrading Systems _h[electronic resource] : _bTheory and Immediate Practice / _cby Renato Di Lorenzo. |
264 | 1 |
_aMilano : _bSpringer Milan : _bImprint: Springer, _c2013. |
|
300 |
_aXVI, 232 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aPerspectives in Business Culture, _x2280-1464 |
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505 | 0 | _aPart 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 | _aFor 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. | ||
650 | 0 | _aFinance. | |
650 | 0 | _aEconomics, Mathematical. | |
650 | 0 | _aPopular works. | |
650 | 0 | _aControl engineering. | |
650 | 1 | 4 | _aFinance. |
650 | 2 | 4 | _aFinance, general. |
650 | 2 | 4 | _aPopular Science, general. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aControl. |
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9788847027053 |
830 | 0 |
_aPerspectives in Business Culture, _x2280-1464 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-88-470-2706-0 |
912 | _aZDB-2-SBE | ||
942 | _cEBK | ||
999 |
_c50512 _d50512 |