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Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
Get Your Copy of the Official 2022 CMT® Level III Curriculum
Building upon the concepts covered in Levels I and II, the Official CMT® Level III Curriculum is the authoritative resource for all candidates preparing for their final CMT exam in June or December of 2022. This text explores asset relationships, portfolio management, behavioral finance, volatility analysis, and more.
Wiley empowers learners, researchers, universities, and corporations to achieve their goals in an ever-changing world. For over 200 years, Wiley has been helping people and organizations develop the skills and knowledge they need to succeed. Wiley develops digital education, learning, assessment, and certification solutions to help universities, businesses, and individuals move between education and employment and achieve their ambitions. By partnering with learned societies, we support researchers to communicate discoveries that make a difference. Our online scientific, technical, medical, and scholarly journals, books, and other digital content build on a 200-year heritage of quality publishing.
Introduction ix
The CMT Association ix
The CMT Program x
The Level III Textbook xii
Section I Risk Management 1
Chapter 1 System Design and Testing 3Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 2 Money and Portfolio Risk Management 31Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 3 System Evaluation and Testing 53Perry J. Kaufman
Chapter 4 Practical Considerations 126Perry J. Kaufman
Chapter 5 Risk Control 169Perry J. Kaufman
Chapter 6 Statistical Analysis 238David Aronson
Chapter 7 Hypothesis Tests and Confidence Intervals 283David Aronson
Section II Asset Relationships 315
Chapter 8 Regression 317Markos Katsanos
Chapter 9 Gold 325Markos Katsanos
Chapter 10 Intermarket Indicators 341Markos Katsanos
Chapter 11 A Unique Way to Visualize Relative Strength 363Julius de Kempenaer and Mathew Verdouw, CMT, CFTe
Section III Portfolio Management 399
Chapter 12 Fact, Fiction, and Momentum Investing 401Clifford S. Asness, Andrea Frazzini, Ronen Israel, and Tobias J. Moskowitz
Chapter 13 Analyzing the Macro-Finance Environment 426Robert A. Weigand
Chapter 14 Portfolio Risk and Performance Attribution 460Robert A. Weigand
Section IV Behavioral Finance 507
Chapter 15 Behavioral Biases 509Michael M. Pompian
Chapter 16 Investor Psychology 526Mark Andrew Lim
Chapter 17 Are Two Heads Better Than One? 538James Montier
Chapter 18 The Anatomy of a Bubble 546James Montier
Chapter 19 De-Bubbling: Alpha Generation 558James Montier
Chapter 20 Behavioral Techniques 580Perry J. Kaufman
Section V Volatility Analysis 611
Chapter 21 The VIX as a Stock Market Indicator 613Russell Rhoads
Chapter 22 Hedging with VIX Derivatives 629Russell Rhoads
Chapter 23 Advanced Techniques 643Perry J. Kaufman
Section VI Classical Methods 691
Chapter 24 Pattern Recognition 693Perry J. Kaufman
Chapter 25 Multiple T ime F rames 719Perry J. Kaufman
Chapter 26 Candlestick Analysis 731Mark Andrew Lim
Chapter 27 Progressive Charting 780Steve Nison
Chapter 28 Bringing It All Together: Real-World Charts 821Steve Nison
Chapter 29 Conclusions 847Richard J. Bauer Jr. and Julie R. Dahlquist
Index 854
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.