Home Page Icon
Home Page
Table of Contents for
Cover
Close
Cover
by
Quantitative Trading, 2nd Edition
Cover
Title Page
Copyright
Dedication
Preface to the 2nd Edition
REFERENCES
Preface
WHO IS THIS BOOK FOR?
WHAT KIND OF BACKGROUND DO YOU NEED?
WHAT WILL YOU FIND IN THIS BOOK?
REFERENCES
Acknowledgments
CHAPTER 1: The Whats, Whos, and Whys of Quantitative Trading
WHO CAN BECOME A QUANTITATIVE TRADER?
THE BUSINESS CASE FOR QUANTITATIVE TRADING
THE WAY FORWARD
CHAPTER 2: Fishing for Ideas
HOW TO IDENTIFY A STRATEGY THAT SUITS YOU
A TASTE FOR PLAUSIBLE STRATEGIES AND THEIR PITFALLS
SUMMARY
REFERENCES
CHAPTER 3: Backtesting
COMMON BACKTESTING PLATFORMS
FINDING AND USING HISTORICAL DATABASES
PERFORMANCE MEASUREMENT
COMMON BACKTESTING PITFALLS TO AVOID
TRANSACTION COSTS
STRATEGY REFINEMENT
SUMMARY
REFERENCES
NOTE
CHAPTER 4: Setting Up Your Business
BUSINESS STRUCTURE: RETAIL OR PROPRIETARY?
CHOOSING A BROKERAGE OR PROPRIETARY TRADING FIRM
PHYSICAL INFRASTRUCTURE
SUMMARY
REFERENCES
CHAPTER 5: Execution Systems
WHAT AN AUTOMATED TRADING SYSTEM CAN DO FOR YOU
MINIMIZING TRANSACTION COSTS
TESTING YOUR SYSTEM BY PAPER TRADING
WHY DOES ACTUAL PERFORMANCE DIVERGE FROM EXPECTATIONS?
SUMMARY
CHAPTER 6: Money and Risk Management
OPTIMAL CAPITAL ALLOCATION AND LEVERAGE
RISK MANAGEMENT
PSYCHOLOGICAL PREPAREDNESS
SUMMARY
APPENDIX: A SIMPLE DERIVATION OF THE KELLY FORMULA WHEN RETURN DISTRIBUTION IS GAUSSIAN
REFERENCES
NOTES
CHAPTER 7: Special Topics in Quantitative Trading
MEAN-REVERTING VERSUS MOMENTUM STRATEGIES
REGIME CHANGE AND CONDITIONAL PARAMETER OPTIMIZATION
STATIONARITY AND COINTEGRATION
FACTOR MODELS
WHAT IS YOUR EXIT STRATEGY?
SEASONAL TRADING STRATEGIES
HIGH-FREQUENCY TRADING STRATEGIES
IS IT BETTER TO HAVE A HIGH-LEVERAGE VERSUS A HIGH-BETA PORTFOLIO?
SUMMARY
REFERENCES
CHAPTER 8: Conclusion
NEXT STEPS
REFERENCES
APPENDIX: A Quick Survey of MATLAB
Bibliography
About the Author
Index
End User License Agreement
Search in book...
Toggle Font Controls
Playlists
Add To
Create new playlist
Name your new playlist
Playlist description (optional)
Cancel
Create playlist
Sign In
Email address
Password
Forgot Password?
Create account
Login
or
Continue with Facebook
Continue with Google
Sign Up
Full Name
Email address
Confirm Email Address
Password
Login
Create account
or
Continue with Facebook
Continue with Google
Next
Next Chapter
Quantitative Trading, 2nd Edition
Add Highlight
No Comment
..................Content has been hidden....................
You can't read the all page of ebook, please click
here
login for view all page.
Day Mode
Cloud Mode
Night Mode
Reset
