Forex Books - page 16

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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model (M. Hossein Partovi)

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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)

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"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 diversication benets may be reduced. Fourth, there is an apparent connection between performance and risk diversication. To analyze risk diversication benets in a consistent way, we introduce the Risk Diversication index (RDI) which measures risk concentrations and complements the Herndahl-Hirschman index (HHI) for capital concentrations."

risk_without_return.pdf

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Professional Traders Still Daytrade : SFO.pdf

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Portfolio Optimization in R : Portfolio Optimization.pdf

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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:

• Foundations of Signal Processing
• Fourier and Wavelet Signal Processing

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

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"Introduction to Wavelets" :

About the Book This book represents an attempt to present the most basic concepts of wavelet analysis, in addition to the most relevant applications. Compared to the half a dozen or so introductory books on the subject, this book is designed, with its very detailed treatment, to serve the undergraduates and newcomers to the subject, assuming a general calculus preparation and what comes with it of matrix computations. The essential subjects needed for wavelet analysis, namely, vector spaces and Fourier series and integrals, are presented in a simple way to suit such a background, or the background of those that have been away for a while from such subjects. It is a challenging task, and this book is an attempt at meeting such a challenge.

Waveletbook.pdf

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Trend determination, A quick, accurate and effective methodology by John Hayden : trend_determination.pdf

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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

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Introduction to Forex

This trading course intends to provide to all of the students analytical tools on the trading system and methodologies. In this respect, the purpose of the course is to provide an overview of the many strategies that are being used in Forex market and to discuss the steps and tools that are needed in order to use these strategies successfully.

introduction_to_forex.pdf