Trading Systems Theory and Immediate Practice
For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one...
| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Milano :
Springer Milan
2013.
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| Colección: | Perspectives in Business Culture ;
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b37577244*spi |
Tabla de Contenidos:
- Part I
- 1 Processes
- 2 More About Independence
- 3 Conditional Probability in Practice
- 4 Stationary Processes
- 5 Normality
- 6 Trends
- 7 Autocorrelation
- 8 Ljung-Box
- 9 Periodogram
- Part II
- 10 Indicators
- 11 Process of the AR(p) type
- 12 Generalizations
- 13 The complete open-loop scheme
- 14 Physical realizability
- 15 The equity line
- 6 Predictions
- 17 Optimal AR(p) in practice
- 18 Maps in series
- Part III
- 19 Transfer Functions
- 20 Simple lag
- 21 Gauss Filters
- 22 Stability
- 23 Lag compensator
- 24 Lead compensator
- 25 RLC filter
- 26 Leading indicator
- 27 Regularized filter
- 28 High pass filter
- 29 Frequency transformation
- 30 Gaussianization
- Part IV
- 31 Feedback trading
- 32 Feedback systems
- Part V
- 33 State Space Approach
- 34 Sensitivity
- 35 Butterworth filter
- 36 Frequency response
- 37 Signal to noise ratio; tradability
- 38 Equity StN
- 39 Meyer’s optimum trading system.
