日进斗金, 绝技奇法 --- 金融交易典籍, 国内外精品总汇集(供研究下载, 请勿回贴 )

10  Trading VIX Derivatives_ Trading and Hedginded Notes (Wiley Trading)
                                                   - Rhoads, Russell

Trading VIX Derivatives_ Trading and Hedginded Notes (Wiley Trading) - Rhoads, R.epub (3.89 MB, 需要: 50 个论坛币)

2016-1-24 18:44:57 上传

eng
需要: 50 个论坛币  [购买]

                                                  
                                                

12  -   The New Option Secret - Volatility: The Weapon of the Professional Trader and the Most Important Indicator in Option Trading
                                             by  David L. Caplan

The New Option Secret - Volatil - David L. Caplan.epub (8.66 MB, 需要: 30 个论坛币)

2016-1-25 02:33:37 上传

eng
需要: 30 个论坛币  [购买]

13  - The Art of Contrarian Trading -
                    by Futia
The Art of Contrarian Trading - Futia 2009.pdf (38 MB, 需要: 50 个论坛币)

2016-1-25 13:36:49 上传

eng
需要: 50 个论坛币  [购买]

McGraw-Hill Trader's Edge Series books




The Complete Guide to Spread Trading (McGraw-Hill Trader's Edge Series)
https://bbs.pinggu.org/a-1964912.html

The Encyclopedia of Trading Strategies
https://bbs.pinggu.org/thread-566342-1-1.html

Quantitative Trading Strategies by Lars Kestner
https://bbs.pinggu.org/thread-841608-1-1.html


TECHNIQUES OF TAPE READING 看盘技巧
https://bbs.pinggu.org/thread-859970-1-1.html

Quantitative_Equity_Portfolio_Management_McGraw
https://bbs.pinggu.org/thread-3878054-1-1.html

Active Portfolio Management-Ranold Khan
https://bbs.pinggu.org/thread-3960919-1-1.html

   15    The Definitive Guide to Forecasting Using Ganns Square of Nine -

                                                  by  Mikula

The Definitive Guide to Forecasting Using Ganns Square of Nine - Mikula 2003.pdf (14.18 MB, 需要: 30 个论坛币)

2016-1-28 10:50:19 上传

eng
需要: 30 个论坛币  [购买]

thanks for sharing

(from tigerwolf)  

yes the book price is steep, I say just take a peep, you'll find its cheap, as you'll gain knowledge deep, your trading skill will leap, money from the market is yours to keep and count money in your sleep.

免费！(分享就是舍得---舍== 得!)


THE OPTIONS EDGE  Winning the volatility game with options on future
The Options Edge.pdf (5.15 MB)

2016-2-17 04:48:30 上传

                                        Ralph Vince and Position Sizing                                                                                        by Fred Penney                                                                                                                                                on November 9, 2013                                       
                               
                                I am focusing my efforts currently on improving my trading performance through better position sizing of my trades. If you have done any research into position size optimization you will have come across the works of Ralph Vince who is one of the top experts in portfolio analysis.
Vince has written five books about money management:

• Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options and Stock Markets (1990)
• The Mathematics of Money Management: Risk Analysis Techniques for Traders (1992)
• The New Money Management: A Framework for Asset Allocation (1995)
• The Handbook of Portfolio Mathematics: Formulas For Optimal Allocation and Leverage (2007)
• The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory (2009)
• Risk-Opportunity Analysis (2012)
  

In addition, he has co-authored three academic papers that are available on SSRN:

• A Dynamic Implementation of the Leverage Space Model (2012)
• Inflection Point Significance for the Investment Size (2013)
• Optimal Betting Sizes for the Game of Blackjack (2013)
  

If you would like to listen to Ralph Vince on a recent podcast, he has appeared with Michael Covel and John Verbrugge.
I asked Vince which of his works were most appropriate for traders like me who want to determine the optimal trading position size and he recommended the following:

• Risk-Opportunity Analysis
• Inflection Point Significance for the Investment Size
• Optimal Bet Sizes for the Game of Blackjack
  

I would also suggest two Futures magazine articles: 1. “Managing Portfolio Risk With Leverage Space” by Murray Ruggiero and 2. “Using Leverage Space Model to Define Risk” by Ralph Vince.
Determining the optimal position size for a single system is relatively straightforward but there are a number of options to choose from and the best choice will depend on the sequence of trades which are yet to occur.  In other words, the degree to which you should be aggressive or conservative in your choice of position size for the next n trades for a single system depends on an unknown – the sequence and size of wins and losses for the next n trades. Thus, there is debate over which position sizing strategy one should choose given that there are competing models and neither one is considered by most traders to be the best.
When you move from determining the optimal position size for a single strategy to determining the optimal position size for each strategy in a portfolio of strategies you will quickly discover that there is minimal published research on this topic.  I asked Ralph Vince about his research in this area and he advised me that he and two others are currently working on a paper that they hope to have available on SSRN in the next three weeks.
Personally, I think that position size optimization is extraordinarily important (trade too small position sizes and your portfolio doesn’t grow near as much as it should, trade too large position sizes and you could bankrupt your account) and most traders would be well served to put more effort into this aspect of their trading.
FJP