Long - Short Market Dynamics - Trading Strategies for Todays Markets

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2009-4-25 21:56:00 上传

Long - Short Market Dynamics - Trading Strategies for Todays Markets
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1 Coming to Terms with New Market Dynamics 1
2 Range Expansion and Liquidity 13
3 Comparative Quantiles 37
4 Volume as a Leading Indicator 59
5 Alignments and Divergences 95
6 Volatility 135
7 The Morphology of Gaps 163
8 Correlation and Convergence 179
9 Random Walks and Power Laws 201
10 Regime Shifts and Stationarity 221
11 Money Management Techniques 239
12 Portfolio Theory 265
13 Alpha 283
14 Markets as Networks 303
Notes 315
Bibliography 329
Index 335

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关键词：Strategies Dynamics Markets Dynamic Strateg Trading Dynamics Short Strategies market

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