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Quantitative Trading Strategies Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program

Name: Quantitative Trading Strategies Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program
Price: $73.93 USD
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Author: Kestner, Lars
ISBN: 9780071412391

by Kestner, Lars

ISBN13:
9780071412391
ISBN10:
0071412395
eBook ISBN(s):
9780071436038
Edition: 1st
Format: Hardcover
Copyright: 2003-08-06
Publisher: McGraw Hill
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Summary

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategiestakes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.

Author Biography

Lars Kestner is a founding partner of proprietary trading firm Sabre II LLC and the former vice president of equity derivatives trading at Salomon Smith Barney.

Acknowledgments
Prologue
Structural Foundations for Improving Technical Trading Performance	p. 1
Introduction to Quantitative Trading: How Statistics Can Help Achieve Trading Success	p. 3
An Introduction to Statistics: Using Scientific Methods to Develop Cutting Edge Trading Strategies	p. 39
Creating Trading Strategies: The Building Blocks That Generate Trades	p. 55
Evaluating Trading Strategy Performance: How to Correctly Assess Performance	p. 75
Performance of Portfolios: Maintaining Returns While Decreasing Risk	p. 99
Optimizing Parameters and Filtering Entry Signals: Improving the Basic Strategy	p. 109
Harnessing the Power of Quantitative Techniques to Create a Trading Program	p. 127
Dissecting Strategies Currently Available: What Works and What Doesn't	p. 129
New Ideas of Entries, Exits, and Filters: Enhancing Trading Performance Using Cutting Edge Techniques	p. 181
New Ideas of Markets: Trading Doesn't End with Stocks and Futures	p. 247
Investing in the S&P 500: Beating a Buy and Hold Return Using Quantitative Techniques	p. 289
New Techniques in Money Management: Optimizing the Results of Our Strategies	p. 305
Solving the Trading Puzzle: Creating, Testing, and Evaluating a New Trading Strategy	p. 321
In Conclusion	p. 329
Index	p. 331
Table of Contents provided by Blackwell. All Rights Reserved.

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