The Resource A guide to creating a successful algorithmic trading strategy, Perry J. Kaufman

A guide to creating a successful algorithmic trading strategy, Perry J. Kaufman

Label
A guide to creating a successful algorithmic trading strategy
Title
A guide to creating a successful algorithmic trading strategy
Statement of responsibility
Perry J. Kaufman
Creator
Contributor
Author
Provider
Subject
Language
eng
Member of
Cataloging source
NhCcYBP
http://library.link/vocab/creatorName
Kaufman, Perry J
Illustrations
illustrations
Index
index present
LC call number
HG4661
LC item number
.K38 2016
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
ebrary
Series statement
Wiley trading series
http://library.link/vocab/subjectName
  • Stocks
  • Algorithms
Label
A guide to creating a successful algorithmic trading strategy, Perry J. Kaufman
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Machine generated contents note: My Objective -- The Ground Rules -- The Process -- Basic Trading Systems -- Begin at the Beginning -- The Idea Must Match Your Trading Personality -- I Need a Fast Payout -- Withstanding the Test of Time -- A Word about Noise -- Integrated Solutions versus Building Blocks -- More Rules, Fewer Opportunities, Less Success -- Is It Robust? -- Another Dimension -- But Which Parameter Value Do I Trade? -- Multiple Time Frames -- Is One Trend Method Better Than Another? -- Volatility Cuts Both Ways -- Bull Markets Happen When Everyone Is in Denial -- The Dynamics of a Trend Strategy -- It's Getting Harder to Find the Trend -- The Eurodollar Trend -- Where Do You Place Your Stop? -- What about Profit-Taking? -- Entering on a Pullback -- Which Is the Best Trend-Following Method? -- What's Bad for the Trend Is Good for the Short-Term Trader -- If You Can't Use Stops for Trend Following, Can You Use Them for Short-Term Trading? -- There Are Always Exceptions -- Looking at the Results -- How Much Data and How Many Trades Are Enough? -- So, Which Parameter Value Do I Pick? -- Calculating Position Size -- Avoid Low-Priced Stocks -- True Volatility-Adjusting Doesn't Work for a Portfolio of Stocks -- Risk in Futures -- Target Risk -- Calculate the Rate of Return for the Portfolio -- Assigning Risk to Your Portfolio -- Multiple Strategies Are More Important -- Not So Easy for the Institutions -- Too Much of a Good Thing Can Be Bad -- Let the Computer Solve It for You -- How Do You Evaluate the Results? -- What's Feedback? -- Hidden Danger -- Forgotten History -- Use True Costs -- Use Dirty Data -- Back-Adjusted and Split-Adjusted Data -- The Different Performance Measures -- Interpreting the Ratio -- Not Everyone Uses the Information Ratio -- Number of Trades -- Expectations -- Fixing Losing Periods -- Use the Average Results -- Squeezing the Life Out of a System -- Generalizing the Rules -- Leverage -- Conversion Factors for Calculating Returns -- Don't Forget FX -- FX Quotes -- Real Diversification -- The Life Cycle of a Commodity Market -- A Clear Plan -- Avoid Low-Priced Stocks -- Volatility Over 100%? -- Don't Trade When Volatility Is Very High -- Sidestepping Price Shocks -- Portfolio Drawdown -- Business Risk -- Gearing Back Up -- Asking Too Much -- The Practical Solution -- Ranking Success -- Rotation -- Noise for Stocks -- Noise for ETFs -- Noise for Futures -- The Trend -- Buying and Selling Rules -- First Tests -- Costs -- Expectations -- Satisfying the First Milestone -- Profit-Taking -- Volatility Filter -- Combining Rules -- Multiple Entries and Exits -- More Markets, More Robustness -- Stabilizing the Risk -- Do It Yourself -- The Time Frame -- Outline -- Deciding on the Strategy -- Choosing a Strategy -- Directional or Mean Reverting -- The Basic Rules -- The Breakout Rule -- Profit Taking and Extreme Volatility -- What About the Trend? -- System Development Platforms -- Blogs -- Periodicals -- Perry Kaufman Websites
Dimensions
unknown
Extent
1 online resource ()
File format
unknown
Form of item
online
Isbn
9781119224761
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic reproduction.
Sound
unknown sound
Specific material designation
remote
Stock number
  • 99968650530
  • E3DA36EC-E04B-46DB-9B34-A62BF199C29B
System control number
(NhCcYBP)12813287
Label
A guide to creating a successful algorithmic trading strategy, Perry J. Kaufman
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Machine generated contents note: My Objective -- The Ground Rules -- The Process -- Basic Trading Systems -- Begin at the Beginning -- The Idea Must Match Your Trading Personality -- I Need a Fast Payout -- Withstanding the Test of Time -- A Word about Noise -- Integrated Solutions versus Building Blocks -- More Rules, Fewer Opportunities, Less Success -- Is It Robust? -- Another Dimension -- But Which Parameter Value Do I Trade? -- Multiple Time Frames -- Is One Trend Method Better Than Another? -- Volatility Cuts Both Ways -- Bull Markets Happen When Everyone Is in Denial -- The Dynamics of a Trend Strategy -- It's Getting Harder to Find the Trend -- The Eurodollar Trend -- Where Do You Place Your Stop? -- What about Profit-Taking? -- Entering on a Pullback -- Which Is the Best Trend-Following Method? -- What's Bad for the Trend Is Good for the Short-Term Trader -- If You Can't Use Stops for Trend Following, Can You Use Them for Short-Term Trading? -- There Are Always Exceptions -- Looking at the Results -- How Much Data and How Many Trades Are Enough? -- So, Which Parameter Value Do I Pick? -- Calculating Position Size -- Avoid Low-Priced Stocks -- True Volatility-Adjusting Doesn't Work for a Portfolio of Stocks -- Risk in Futures -- Target Risk -- Calculate the Rate of Return for the Portfolio -- Assigning Risk to Your Portfolio -- Multiple Strategies Are More Important -- Not So Easy for the Institutions -- Too Much of a Good Thing Can Be Bad -- Let the Computer Solve It for You -- How Do You Evaluate the Results? -- What's Feedback? -- Hidden Danger -- Forgotten History -- Use True Costs -- Use Dirty Data -- Back-Adjusted and Split-Adjusted Data -- The Different Performance Measures -- Interpreting the Ratio -- Not Everyone Uses the Information Ratio -- Number of Trades -- Expectations -- Fixing Losing Periods -- Use the Average Results -- Squeezing the Life Out of a System -- Generalizing the Rules -- Leverage -- Conversion Factors for Calculating Returns -- Don't Forget FX -- FX Quotes -- Real Diversification -- The Life Cycle of a Commodity Market -- A Clear Plan -- Avoid Low-Priced Stocks -- Volatility Over 100%? -- Don't Trade When Volatility Is Very High -- Sidestepping Price Shocks -- Portfolio Drawdown -- Business Risk -- Gearing Back Up -- Asking Too Much -- The Practical Solution -- Ranking Success -- Rotation -- Noise for Stocks -- Noise for ETFs -- Noise for Futures -- The Trend -- Buying and Selling Rules -- First Tests -- Costs -- Expectations -- Satisfying the First Milestone -- Profit-Taking -- Volatility Filter -- Combining Rules -- Multiple Entries and Exits -- More Markets, More Robustness -- Stabilizing the Risk -- Do It Yourself -- The Time Frame -- Outline -- Deciding on the Strategy -- Choosing a Strategy -- Directional or Mean Reverting -- The Basic Rules -- The Breakout Rule -- Profit Taking and Extreme Volatility -- What About the Trend? -- System Development Platforms -- Blogs -- Periodicals -- Perry Kaufman Websites
Dimensions
unknown
Extent
1 online resource ()
File format
unknown
Form of item
online
Isbn
9781119224761
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic reproduction.
Sound
unknown sound
Specific material designation
remote
Stock number
  • 99968650530
  • E3DA36EC-E04B-46DB-9B34-A62BF199C29B
System control number
(NhCcYBP)12813287

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