HOME > 상세정보

상세정보

Quantitative trading systems : practical methods for design, testing, and validation 2nd ed

Quantitative trading systems : practical methods for design, testing, and validation 2nd ed (1회 대출)

자료유형
단행본
개인저자
Bandy, Howard B.
서명 / 저자사항
Quantitative trading systems : practical methods for design, testing, and validation / Howard B. Bandy.
판사항
2nd ed.
발행사항
Sioux Falls, S.D. :   Blue Owl Press,   2011.  
형태사항
376 p. : ill. ; 25 cm.
ISBN
9780979183836 (pbk.) 0979183839 (pbk.)
요약
"[This book is] an introduction to many aspects of technical analysis and quantitative analysis ... [meaning] the application of mathematically based trading systems [such as AmiBroker] to financial data ... nothing that relies on subjective judgement. All indicators and signals [are] expressed in terms of unambiguous mathematical statements."--Adapted from author/ publisher's preface and Introduction.
내용주기
Preface and Introduction -- Quantitative Analysis -- Data -- Trading System Overview -- Measuring Success -- AmiBroker -- Issue Selection -- Entries and Exits -- Functions and Indicators -- Trending Systems -- Mean Reversion Systems -- Seasonality Systems -- Pattern Systems -- Anticipating Signals -- Sector Analysis -- Rotation -- Portfolios -- Filters and Timing -- In-Sample Out-of-Sample -- Statistical Tests -- Walk Forward -- Survivor Bias -- Monte Carlo Analysis -- Appendix A Extending AmiBroker -- Appendix B Glossary -- Appendix C Resources -- Index.
서지주기
Includes glossary, bibliographical references (p. 361-364) and index.
일반주제명
Investment analysis --Data processing. Portfolio management --Mathematical models. Stocks --Mathematical models. Expert systems (Computer science) --Industrial applications. Decision making --Mathematical models. Programming (Mathematics).
000 00000cam u2200205 a 4500
001 000045878908
005 20160818143055
008 160818s2011 sdua b 001 0 eng d
010 ▼a 2011928444
020 ▼a 9780979183836 (pbk.)
020 ▼a 0979183839 (pbk.)
035 ▼a (KERIS)REF000017827435
040 ▼a GGY ▼b eng ▼c GGY ▼e rda ▼d OCLCO ▼d OCLCQ ▼d OCLCO ▼d SINLB ▼d DLC ▼d 211009
050 0 0 ▼a HG4529.5 ▼b .B36 2011
082 0 4 ▼a 332.6 ▼2 23
084 ▼a 332.6 ▼2 DDCK
090 ▼a 332.6 ▼b B214q2
100 1 ▼a Bandy, Howard B.
245 1 0 ▼a Quantitative trading systems : ▼b practical methods for design, testing, and validation / ▼c Howard B. Bandy.
250 ▼a 2nd ed.
260 ▼a Sioux Falls, S.D. : ▼b Blue Owl Press, ▼c 2011.
300 ▼a 376 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes glossary, bibliographical references (p. 361-364) and index.
505 0 ▼a Preface and Introduction -- Quantitative Analysis -- Data -- Trading System Overview -- Measuring Success -- AmiBroker -- Issue Selection -- Entries and Exits -- Functions and Indicators -- Trending Systems -- Mean Reversion Systems -- Seasonality Systems -- Pattern Systems -- Anticipating Signals -- Sector Analysis -- Rotation -- Portfolios -- Filters and Timing -- In-Sample Out-of-Sample -- Statistical Tests -- Walk Forward -- Survivor Bias -- Monte Carlo Analysis -- Appendix A Extending AmiBroker -- Appendix B Glossary -- Appendix C Resources -- Index.
520 ▼a "[This book is] an introduction to many aspects of technical analysis and quantitative analysis ... [meaning] the application of mathematically based trading systems [such as AmiBroker] to financial data ... nothing that relies on subjective judgement. All indicators and signals [are] expressed in terms of unambiguous mathematical statements."--Adapted from author/ publisher's preface and Introduction.
650 0 ▼a Investment analysis ▼x Data processing.
650 0 ▼a Portfolio management ▼x Mathematical models.
650 0 ▼a Stocks ▼x Mathematical models.
650 0 ▼a Expert systems (Computer science) ▼x Industrial applications.
650 0 ▼a Decision making ▼x Mathematical models.
650 0 ▼a Programming (Mathematics).
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.6 B214q2 등록번호 111760554 도서상태 대출가능 반납예정일 예약 서비스 B M

관련분야 신착자료

한국핀테크지원센터 (2021)
Vague, Richard (2022)