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For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them can be skipped. What makes the miracle of guaranteed trading success possible are the worksheets and the codes for Internet platforms which provide (at a click) functions that once had to be built with great difficulty. These worksheets and codes will be sent free of charge to anyone who requests them from the author ([email protected]) as long as the request is accompanied by proof of purchase of the book, such as a photograph of the receipt taken on a mobile phone.




For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear.

The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.




For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear.

The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.


Content:
Front Matter....Pages i-xvi
Front Matter....Pages 1-1
Processes....Pages 3-10
More About Independence....Pages 11-13
Conditional Probability in Practice....Pages 15-16
Stationary Processes....Pages 17-21
Normality....Pages 23-31
Trends....Pages 33-37
Autocorrelation....Pages 39-46
Ljung-Box....Pages 47-48
Periodogram....Pages 49-51
Front Matter....Pages 53-53
Indicators....Pages 55-61
Process of the AR(p) Type....Pages 63-68
Generalizations....Pages 69-72
The Complete Open-Loop Scheme....Pages 73-78
Physical Realizability....Pages 79-81
The Equity Line....Pages 83-88
Predictions....Pages 89-94
Optimal AR (p) in Practice....Pages 95-99
Maps in Series....Pages 101-107
Front Matter....Pages 109-109
Transfer Functions....Pages 111-114
Simple Lag....Pages 115-117
Front Matter....Pages 109-109
Gauss Filters....Pages 119-123
Stability....Pages 125-126
Lag Compensator....Pages 127-133
Lead Compensator....Pages 135-139
RLC Filter....Pages 141-146
Leading Indicator....Pages 147-153
Regularized Filter....Pages 155-158
High-Pass Filter....Pages 159-162
Frequency Transformation....Pages 163-163
Gaussianization....Pages 165-170
Front Matter....Pages 171-171
Feedback Trading....Pages 173-179
Feedback Systems....Pages 181-189
Front Matter....Pages 191-191
State Space Approach....Pages 193-196
Sensitivity....Pages 197-203
Butterworth Filter....Pages 205-208
Frequency Response....Pages 209-213
Signal-to-Noise Ratio: Tradability....Pages 215-221
Equity StN....Pages 223-224
Meyer Optimum Trading System....Pages 225-232


For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear.

The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.


Content:
Front Matter....Pages i-xvi
Front Matter....Pages 1-1
Processes....Pages 3-10
More About Independence....Pages 11-13
Conditional Probability in Practice....Pages 15-16
Stationary Processes....Pages 17-21
Normality....Pages 23-31
Trends....Pages 33-37
Autocorrelation....Pages 39-46
Ljung-Box....Pages 47-48
Periodogram....Pages 49-51
Front Matter....Pages 53-53
Indicators....Pages 55-61
Process of the AR(p) Type....Pages 63-68
Generalizations....Pages 69-72
The Complete Open-Loop Scheme....Pages 73-78
Physical Realizability....Pages 79-81
The Equity Line....Pages 83-88
Predictions....Pages 89-94
Optimal AR (p) in Practice....Pages 95-99
Maps in Series....Pages 101-107
Front Matter....Pages 109-109
Transfer Functions....Pages 111-114
Simple Lag....Pages 115-117
Front Matter....Pages 109-109
Gauss Filters....Pages 119-123
Stability....Pages 125-126
Lag Compensator....Pages 127-133
Lead Compensator....Pages 135-139
RLC Filter....Pages 141-146
Leading Indicator....Pages 147-153
Regularized Filter....Pages 155-158
High-Pass Filter....Pages 159-162
Frequency Transformation....Pages 163-163
Gaussianization....Pages 165-170
Front Matter....Pages 171-171
Feedback Trading....Pages 173-179
Feedback Systems....Pages 181-189
Front Matter....Pages 191-191
State Space Approach....Pages 193-196
Sensitivity....Pages 197-203
Butterworth Filter....Pages 205-208
Frequency Response....Pages 209-213
Signal-to-Noise Ratio: Tradability....Pages 215-221
Equity StN....Pages 223-224
Meyer Optimum Trading System....Pages 225-232
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