楼主: kayvid
917 8

[其他] Trading Systems and Methods.5th.Edition.2013.Kaufman.pdf [推广有奖]

  • 1关注
  • 5粉丝

No

硕士生

48%

还不是VIP/贵宾

-

威望
0
论坛币
6537 个
通用积分
5.0045
学术水平
2 点
热心指数
12 点
信用等级
2 点
经验
5727 点
帖子
132
精华
0
在线时间
59 小时
注册时间
2010-4-29
最后登录
2019-6-24

kayvid 发表于 2018-10-24 14:04:52 |显示全部楼层
本帖最后由 kayvid 于 2018-10-24 14:14 编辑

刚才看到论坛免费那个地址失效了,就去找了下,随便分享出来,本人论坛币不多,就小收一点了1000多页的PDF文档,经典


Perry J. Kaufman
ISBN: 978-1-118-04356-1
1232 pages

trading-systems-and-methods-2013.rar (23.56 MB, 售价: 5 个论坛币)

完整目录:
Table of Contents

Preface to the Fifth Edition xv

CHAPTER 1 Introduction 1

The Expanding Role of Technical Analysis 1

Convergence of Trading Styles in Stocks and Futures 2

A Line in the Sand between Fundamentals and Technical Analysis 4

Professional and Amateur 5

Random Walk 6

Deciding on a Trading Style 8

Measuring Noise 10

Maturing Markets and Globalization 14

Background Material 16

Research Guidelines 18

Objectives of This Book 19

Profile of a Trading System 20

A Word about the Notation Used in This Book 23

And Finally . . . 23

CHAPTER 2 Basic Concepts and Calculations 25

About Data and Averaging 26

On Average 30

Price Distribution 33

Moments of the Distribution: Variance, Skewness, and Kurtosis 37

Standardizing Risk and Return 48

The Index 54

Standard Measurements of Performance 58

Probability 59

Supply and Demand 66

CHAPTER 3 Charting 79

Finding Consistent Patterns 80

What Causes the Major Price Moves and Trends? 82

The Bar Chart and Its Interpretation by Charles Dow 83

Chart Formations 92

Trendlines 94

One-Day Patterns 102

Continuation Patterns 113

Basic Concepts in Chart Trading 117

Accumulation and Distribution—Bottoms and Tops 118

Episodic Patterns 132

Price Objectives for Bar Charting 133

Implied Strategies in Candlestick Charts 139

Practical Use of the Bar Chart 144

Evolution in Price Patterns 148

CHAPTER 4 Charting Systems and Techniques 151

Dunnigan and the Thrust Method 152

Nofri’s Congestion-Phase System 155

Outside Days with an Outside Close 157

Inside Days 158

Pivot Points 158

Action and Reaction 159

Channel Breakout 167

Moving Channels 170

Commodity Channel Index 171

Wyckoff’s Combined Techniques 172

Complex Patterns 173

A Study of Charting Patterns 176

Bulkowski’s Chart Pattern Rankings 178

CHAPTER 5 Event-Driven Trends 181

Constructing a Swing Chart Using a Swing Filter 184

oint-and-Figure Charting 195

The N-Day Breakout 222

CHAPTER 6 Regression Analysis 235

Components of a Time Series 235

Characteristics of the Price Data 236

Linear Regression 238

Linear Correlation 248

Nonlinear Approximations for Two Variables 252

Transforming Nonlinear to Linear 256

Evaluation of Two-Variable Techniques 257

Multivariate Approximations 259

ARIMA 267

Basic Trading Signals Using a Linear Regression Model 273

Measuring Market Strength 276

CHAPTER 7 Time-Based Trend Calculations 279

Forecasting and Following 279

Price Change over Time 284

The Moving Average 284

Geometric Moving Average 292

Accumulative Average 293

Reset Accumulative Average 293

Drop-Off Effect 293

Exponential Smoothing 293

Plotting Lags and Leads 307

CHAPTER 8 Trend Systems 309

Why Trend Systems Work 309

Basic Buy and Sell Signals 314

Bands and Channels 320

Applications of a Single Trend 330

Comparison of Major Trend Systems 336

Techniques Using Two Trendlines 350

Multiple Trends and Common Sense 356

Comprehensive Studies 359

Selecting the Right Trend Method and Speed 359

Moving Average Sequences: Signal Progression 363

Early Exits from a Trend 366

Moving Average Projected Crossovers 366

CHAPTER 9 Momentum and Oscillators 369

Momentum 370

Divergence Index 384

Oscillators 385

Double-Smoothed Momentum 404

Velocity and Acceleration 412

Hybrid Momentum Techniques 416

Momentum Divergence 418

Some Final Comments on Momentum 426

CHAPTER 10 Seasonality and Calendar Patterns 427

A Consistent Factor 428

The Seasonal Pattern 429

Popular Methods for Calculating Seasonality 430

Seasonal Filters 456

Seasonality and the Stock Market 478

Common Sense and Seasonality 483

CHAPTER 11 Cycle Analysis 485

Cycle Basics 485

Uncovering the Cycle 494

Maximum Entropy 514

Cycle Channel Index 520

Short Cycle Indicator 521

Phasing 523

CHAPTER 12 Volume, Open Interest, and Breadth 527

A Special Case for Futures Volume 527

Variations from the Normal Patterns 529

Standard Interpretation 531

Volume Indicators 535

Breadth Indicators 546

Interpreting Volume and Breadth Systematically 554

An Integrated Probability Model 558

Intraday Volume Patterns 559

Filtering Low Volume 562

Market Facilitation Index 564

CHAPTER 13 Spreads and Arbitrage 565

Dynamics of Futures Intramarket Spreads 566

Carrying Charges 567

Spreads in Stocks 569

Spread and Arbitrage Relationships 570

Risk Reduction in Spreads 571

Arbitrage 572

The Carry Trade 596

Changing Spread Relationships 600

Intermarket Spreads 602

CHAPTER 14 Behavioral Techniques 617

Measuring the News 618

Event Trading 623

Commitment of Traders Report 635

Opinion and Contrary Opinion 641

Fibonacci and Human Behavior 648

Elliott’s Wave Principle 651

Price Target Constructions Using the Fibonacci Ratio 660

Fischer’s Golden Section Compass System 662

W. D. Gann—Time and Space 666

Financial Astrology 671

CHAPTER 15 Pattern Recognition 685

Projecting Daily Highs and Lows 687

Time of Day 689

Opening Gaps 699

Weekday, Weekend, and Reversal Patterns 711

Computer-Based Pattern Recognition 732

Artificial Intelligence Methods 735

CHAPTER 16 Day Trading 737

Impact of Transaction Costs 738

Key Elements of Day Trading 744

Trading Using Price Patterns 753

Intraday Breakout Systems 759

Intraday Volume Patterns 774

Intraday Price Shocks 775

CHAPTER 17 Adaptive Techniques 779

Adaptive Trend Calculations 779

Adaptive Variations 788

Other Adaptive Momentum Calculations 793

Adaptive Intraday Breakout System 796

An Adaptive Process 797

Considering Adaptive Methods 798

帖子长度长度限制,其他略………………








已有 3 人评分论坛币 热心指数 收起 理由
gaoooyuk + 5 链接失效
zhou_yl + 40 + 5 精彩帖子
xinchuzu + 5 打赏。。。

总评分: 论坛币 + 45  热心指数 + 10   查看全部评分

本帖被以下文库推荐

等待。。。。。。。
stata SPSS
tsangwm 发表于 2018-10-24 14:12:10 |显示全部楼层
thank you
回复

使用道具 举报

GKINGLIU 在职认证  发表于 2018-10-24 14:20:09 来自手机 |显示全部楼层
kayvid 发表于 2018-10-24 14:04
刚才看到论坛免费那个地址失效了,就去找了下,随便分享出来,本人论坛币不多,就小收一点了1000多页的PDF文 ...
不错不错
回复

使用道具 举报

zhou_yl 发表于 2018-10-24 15:18:21 来自手机 |显示全部楼层
谢谢你的分享。
回复

使用道具 举报

heiyaodai 发表于 2018-10-25 19:51:50 |显示全部楼层

谢谢分享
回复

使用道具 举报

jianyu1118 在职认证  发表于 2018-11-29 13:25:09 |显示全部楼层
谢谢!
回复

使用道具 举报

works_han 发表于 2018-12-1 17:12:12 |显示全部楼层

谢谢你的分享,先收藏
回复

使用道具 举报

forhsu 发表于 2018-12-13 23:36:32 |显示全部楼层
感谢楼主分享!
回复

使用道具 举报

gaoooyuk 发表于 2019-1-15 08:49:05 |显示全部楼层
链接失效,付完币才发现论坛的下载链接已无法找到文件
回复

使用道具 举报

您需要登录后才可以回帖 登录 | 我要注册

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, 2019-6-26 08:36