The New Day Trader Advantage: A Practical Guide to Algorithmic Strategies and Trading Systems - General

seekers 2014.05.30 10:39 #561

The New Day Trader Advantage by Jon D. Markman : the book

Markets are abuzz over the rebirth of the day trader. Rather than manaically trading volatile stocks multiple times in a single day, active traders are now holding onto investments longer, relying more on planning and patience rather than fast reflexes.

The New Day Trader Advantage features surefire techniques for profiting from this more measured, cunning method of active trading-techniques that will help busy professionals and individuals achieve their investing goals with minimum stress and maximum gain.

Written by veteran investment advisor and MSN Money columnist Jon Markman, The New Day Trader Advantage offers successful strategies for discovering, tracking, buying and selling the strongest companies in the best sectors of any economy. This hands-on guide introduces each trading method with compelling, real-life examples that show how the techniques work-then dives into the details of the actual trade from start to finish. You'll learn how to:

* Profit on the popularity of a stock's sector, which accounts for up to 60% of its movement

* Know which stocks historically trade way up or way down in particular months of the year-or before or after their quarterly earnings reports

* Buy new IPOs from previously bankrupt companies and make a fortune

* Find information on new offerings and corporate spin-offs and effectively trade them in the first week, month, and year

* Use the author's proprietary stock-rating system to buy five to ten winning stocks a month for six-month holds

* Gain valuable insight by observing a stock's relationship to its ten-month moving average

* Recognize local, national, and global “ecosystems,” and determine where the greatest short-term value is being created

* Sell or sell short at the right time to capture maximum profits

No other book offers the same depth of coverage and expert insight into short-term market forces. By learning how to profit at the right time in the right markets, you can gain The New Day Trader Advantage.

seekers 2014.05.31 10:30 #562

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge : the book

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading

Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.

This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.

Contains the tools and techniques needed for building a high-frequency trading system

Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation

Written by well-known industry professional Irene Aldridge

Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

seekers 2014.06.01 10:47 #563

Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification by Antonios K. Alexandridis and Achilleas D. Zapranis : the book

Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applications, specifically, providing the mathematical and statistical framework needed for model selection, variable selection, wavelet network construction, initialization, training, forecasting and prediction, confidence intervals, prediction intervals, and model adequacy testing. The text is ideal for MBA students as well as researchers and practitioners. Various methodologies are separated into the appropriate procedural stages to facilitate understanding.

seekers 2014.06.02 10:33 #564

Introduction to Stochastic Calculus for Finance: A New Didactic Approach By Dieter Sondermann : the book

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

seekers 2014.06.03 10:35 #565

InvestorsLive Textbook Trading DVD

Be prepared for a SOLID eight hours packed full of information. You'll need a paper and pen, watch it once ... twice ... as many times as you want and I guarantee you'll learn more EACH and EVERY time!

This goes through EVERYTHING I've learned from day one. Where I've made the most money, lost the most money, what to stay away from; the lessons I learned the hard way and -- most importantly -- how to come to the market EACH day for a paycheck, prepared, energized, and ready to anticipate trades for daily profits.

I dive into each and every topic with detail, visual examples and clear concise answers to better your trading strategy. I do this EVERY DAY! I've made this to speed your LEARNING CURVE up exponentially.

seekers 2014.06.04 10:31 #566

Quantitative Risk Management: Concepts, Techniques, and Tools by Alexander J. McNeil, Rüdiger Frey and Paul Embrechts : the book

Quantitative Risk Managment can be highly recommended to anyone looking for an excellent survey of the most important techniques and tools used in this rapidly growing field. ger Drees, Risk This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, ... credit risk ... and operational risk... This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs. -- D.L. McLeish Short Book Reviews of the International Statistical Institute Quantitative Risk Management is highly recommended for financial regulators. The statistical and mathematical tools facilitate a better understanding of the strengths and weaknesses of a useful range of advanced risk-management concepts and models, while the focus on aggregate risk enhances the publication's value to banking and insurance supervisors. -- Hans Blommestein The Financial Regulator A great summary of the latest techniques available within quantitative risk measurement... t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management. Financial Engineering News Alexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book... [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that Quantitative Risk Management: Concepts, Techniques, and Tools offers... I believe that this work may become the book on quantitative risk management... [N]o book that I know of can provide better guidance. -- Dr. Riccardo Rebonato Global Association of Risk Professionals (GARP) Review This is a very impressive book on a rapidly growing field. It certainly helps to discover the forest in an area where a lot of trees are popping up daily.

seekers 2014.06.05 10:19 #567

Flash Boys: A Wall Street Revolt (Audiobook) by Michael Lewis and Dylan Baker :

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Four years after his #1 bestseller The Big Short, Michael Lewis returns to Wall Street to report on a high-tech predator stalking the equity markets.

Flash Boys is about a small group of Wall Street guys who figure out that the U.S. stock market has been rigged for the benefit of insiders and that, post–financial crisis, the markets have become not more free but less, and more controlled by the big Wall Street banks.

Working at different firms, they come to this realization separately; but after they discover one another, the flash boys band together and set out to reform the financial markets. This they do by creating an exchange in which high-frequency trading—source of the most intractable problems—will have no advantage whatsoever.

The characters in Flash Boys are fabulous, each completely different from what you think of when you think “Wall Street guy.” Several have walked away from jobs in the financial sector that paid them millions of dollars a year. From their new vantage point they investigate the big banks, the world’s stock exchanges, and high-frequency trading firms as they have never been investigated, and expose the many strange new ways that Wall Street generates profits.

The light that Lewis shines into the darkest corners of the financial world may not be good for your blood pressure, because if you have any contact with the market, even a retirement account, this story is happening to you. But in the end, Flash Boys is an uplifting read. Here are people who have somehow preserved a moral sense in an environment where you don’t get paid for that; they have perceived an institutionalized injustice and are willing to go to war to fix it.

seekers 2014.06.06 10:22 #568

Derivatives and Internal Models, 4 Ed by Hans-Peter Deutsch : the book

This book pres a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. There is also an accompanying website with hundreds of real world examples.

seekers 2014.06.07 10:47 #569

Stochastic Finance: An Introduction in Discrete Time, 3 edition by Hans Föllmer and Alexander Schied : the book

This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.

Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises. It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the financial industry and want to get an idea about the mathematical methods of risk assessment.

seekers 2014.06.08 10:38 #570

Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk by Arik Ben Dor, Lev Dynkin, Jay Hyman, Bruce D. Phelps : the book

An innovative approach to post-crash credit portfolio management

Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts.

A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios.

Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium

Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor

Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade?

Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

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