TY -
GEN
AU - Davey, Kevin J
TI -
Building winning algorithmic trading systems
a trader's journey from data mining to Monte Carlo simulation to live trading
PB - Wiley
SN - 9781118778883
SN - 111877888X
SN - 9781118778913
SN - 111877891X
SN - 9781118778944
SN - 1118778944
KW - Elektronisches Handelssystem
KW - Futures
KW - Anlageverhalten
KW - Finanzanalyse
KW - Portfolio management
KW - Investment analysis
KW - Monte Carlo method
KW - Electronic trading of securities
KW - Electronic books
KW - Börsenhandel
KW - Computerunterstütztes Verfahren
KW - Algorithmische Programmierung
KW - Data Mining
KW - Monte-Carlo-Simulation
PY - 2014
N2 - Includes index. - Machine generated contents note: Acknowledgments About the Author Introduction Part 1: A Trader's Journey Chapter 1 The Birth of a Trader Chapter 2 Enough Is Enough Chapter 3 World Cup Championship of Futures Trading(r) Triumph Chapter 4 Making the Leap?Transitioning to Full Time Part 2: Your Trading System Chapter 5 Testing and Evaluating A Trading System Chapter 6 Preliminary Analysis Chapter 7 Detailed Analysis Chapter 8 Designing and Developing Systems Part 3: Developing a Strategy Chapter 9 Strategy Development?Goals and Objectives Chapter 10 Trading Idea Chapter 11 Let's Talk about Data Chapter 12 Limited Testing Chapter 13 In-Depth Testing/Walkforward Analysis Chapter 14 Monte Carlo Analysis and Incubation Chapter 15 Diversification Chapter 16 Position Sizing and Money Management Chapter 17 Documenting the Process Part 4: Creating a System Chapter 18 Goals, Initial and Walkforward Testing Chapter 19 Monte Carlo Testing and Incubation Part 5: Considerations before Going Live Chapter 20 Account and Position Sizing Chapter 21 Trading Psychology Chapter 22 Other Considerations before Going Live Part 6: Monitoring a Live Strategy Chapter 23 The Ins and Outs of Monitoring a Live Strategy Chapter 24 Real Time Part 7: Putting It All Together Chapter 25 Delusions of Grandeur Chapter 26 Conclusion Appendix A Monkey Trading Example, Tradestation Easy Language Code Appendix B Euro Night Strategy, Tradestation Easy Language Format Appendix C Euro Day Strategy, Tradestation Easy Language Format About the Companion Website Index. - Description based on print version record and CIP data provided by publisher
BT - Wiley trading series
CY - Hoboken, New Jersey
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -