楼主: nelsoncwlee
2016 3

[公告] Stock Market Edges: A quantitative guide to developing winning trading strategie [推广有奖]

  • 5关注
  • 82粉丝

学科带头人

62%

还不是VIP/贵宾

-

TA的文库  其他...

Financial Engineering

威望
1
论坛币
301324 个
通用积分
137.4254
学术水平
240 点
热心指数
288 点
信用等级
148 点
经验
240984 点
帖子
499
精华
0
在线时间
2716 小时
注册时间
2015-6-13
最后登录
2023-7-9

初级热心勋章 初级信用勋章 中级热心勋章

相似文件 换一批

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
Improve the precision, accuracy and profitability of your stock market trading strategies by leveraging some of the many market edges that successful traders exploit every day.

Read this book to learn how to:

- Improve the accuracy and profitability of your trading strategies by leveraging statistically proven market edges
- The power of using at least one "set-up" and one "entry signal" when developing trading strategies to tilt the odds in your favor
- Conduct statistical tests to analyze whether your trading ideas has an edge over the overall market or not
- Avoid some of the many mistakes that beginner traders do, such as not taking trading costs into account when backtesting your strategies

Foreword by Stan Bokov, Chief Operating Officer at MultiCharts.

Every market edge presented in Stock Market Edges is based on comprehensive statistical analyses and has been tested across seven different markets (S&P 500 ETF, NASDAQ 100 ETF, FTSE 100 Index, German Stock Index (DAX), Hang Seng Index, Nikkei 225, and the S&P 500 Index) over a period of more than 14 years.

The tests range from simple moving averages to various chart patterns and indices, namely:

- Short-term highs and short-term lows
- The Relative Strength Index
- Consecutive up days and consecutive down days
- Extreme up days and extreme down days
- Daily up gaps and daily down gaps
- Average Directional Index
- The Volatility Index
- Key reversal bars
- 50- and 200-day moving averages
- Advancing and declining issues

The final chapter lays out a very consistent and profitable sample trading strategy, built entirely on set-ups outlined in the book to prove that the edges actually provide the trader with an advantage.

Contrary to most other trading books, expected slippage and commissions have been deducted from the test results for the S&P 500 ETF and the NASDAQ 100 ETF.

All market edges and trading strategies presented in Stock Market Edges can easily be implemented and executed in popular trading platforms such as MultiCharts, TradeStation, NinjaTrader and MetaTrader.


Editorial ReviewsAbout the AuthorPhilip Reschke has traded the stock market for more than 15 years. He firmly believes that smart short-term trading decisions must be based on quantitative research, not discretionary belief.

Philip has spent a lot of time identifying exploitable stock market edges, some of which he shares with his readers in his first book, Stock Market Edges - A quantitative guide to developing winning trading strategies, published on May 16, 2013.

The book teaches the active trader how to improve the precision, accuracy and profitability of their stock market trading strategies by leveraging some of the many market edges that successful traders exploit every day.

Every market edge presented in Stock Market Edges is based on comprehensive statistical analyses and has been tested across seven different markets (S&P 500 ETF, NASDAQ 100 ETF, FTSE 100 Index, German Stock Index (DAX), Hang Seng Index, Nikkei 225, and the S&P 500 Index) over a period of more than 14 years.

Stock Market Edges was initially released in May 2013 as a Multi Touch book designed exclusively for the iPad and only available in Apple's iBookstore. After big demanded Stock Market Edges was released for Amazon's Kindle as a traditional eBook in Apple's iBookstore. Since its release Stock Market Edges has received an average rating of 4.8 on 80+ reviews across several countries, including the United States, Canada, United Kingdom, Germany and Denmark.


Product Details
  • File Size: 16664 KB
  • Print Length: 188 pages
  • Publication Date: January 15, 2014
  • Sold by: Amazon Digital Services, Inc.
  • Language: English
  • ASIN: B00DY73M24


Stock Market Edges_ A quantitat - Philip Reschke.pdf (18.71 MB, 需要: 5 个论坛币)




二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:Quantitative QUANTITATIV Developing Strateg Trading winning

已有 1 人评分经验 论坛币 收起 理由
inPeak + 40 + 20 精彩帖子

总评分: 经验 + 40  论坛币 + 20   查看全部评分

本帖被以下文库推荐

沙发
Enthuse 发表于 2015-9-13 09:29:01 |只看作者 |坛友微信交流群
thanks ..

使用道具

藤椅
pensifia 发表于 2015-9-13 11:19:18 |只看作者 |坛友微信交流群
Thanks for sharing

使用道具

板凳
vtmc 发表于 2015-9-14 15:17:03 |只看作者 |坛友微信交流群
非常感谢lz的分享!!!

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-7-7 07:08