![MQL5 - Language of trade strategies built-in the MetaTrader 5 client terminal](https://c.mql5.com/i/registerlandings/logo-2.png)
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model (M. Hossein Partovi)
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis (Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, Pierre-Louis Lions)
"Risk-only investment strategies have been growing in popularity as traditional investment strategies have fallen short of return targets over the last decade. However, risk-based investors should be aware of four things. First, theoretical considerations and empirical studies show that apparently distinct risk-based investment strategies are manifestations of a single eect. Second, turnover and associated transaction costs can be a substantial drag on return. Third, capital diversication benets may be reduced. Fourth, there is an apparent connection between performance and risk diversication. To analyze risk diversication benets in a consistent way, we introduce the Risk Diversication index (RDI) which measures risk concentrations and complements the Herndahl-Hirschman index (HHI) for capital concentrations."
risk_without_return.pdf
Professional Traders Still Daytrade : SFO.pdf
Portfolio Optimization in R : Portfolio Optimization.pdf
Foundations of signal processing fourier and wavelet signal processing
"he original Fourier and Wavelet Signal Processing (a.k.a. The World of Fourier and Wavelets) has evolved into a pair of books:
Together, these books aim to present the essential principles in signal processing along with mathematical tools and algorithms for signal representation. They comprehensively cover both classical Fourier techniques and newer basis constructions from filter banks and multiresolution analysis—wavelets. Furthermore, they gives a synthetic view from basic mathematical principles, to construction of bases, all the way to concrete applications."
FSP_b2.0_2013.pdfFWSP_a3.2_2013.pdf
"Introduction to Wavelets" :
Waveletbook.pdf
Trend determination, A quick, accurate and effective methodology by John Hayden : trend_determination.pdf
The Six Forces of Forex — by Scott Owens. A small e-book covering the basic and the main problems of Forex trading.
six_forces_of_forex.pdf
Introduction to Forex
introduction_to_forex.pdf