Forex Books - page 93

[seekers]

Zero-Sum Game: The Rise of the World's Largest Derivatives Exchange [Audiobook] by Erika S. Olson :

ZeroSumGame.part1.rar

ZeroSumGame.part2.rar

In 2007, a stranger-than-fiction multibillion-dollar bidding war for the Chicago Board of Trade (CBOT) erupted between the Chicago Mercantile Exchange (CME) and Atlantas IntercontinentalExchange (ICE). Zero-Sum Game: The Rise of the Worlds Largest Derivatives Exchange takes readers behind the scenes of this battle to tell the gripping and often comical story of how the historic merger between CME and CBOT almost didn't happen.

Author Erika S. Olson, a managing director at CBOT during the bidding war, delivers a blow-by-blow account of the fight for the world's oldest futures exchange, taking you inside CBOTs landmark Chicago Loop headquarters, onto the high-octane trading floor, and into executives offices.

Through the lens of the CME/CBOT deal, Zero-Sum Game:

Introduces the colorful and outspoken personalities who call the shots in this close-knit and frequently misunderstood industry

Details the reasons behind the recent, spectacular growth of a market thats existed for over 160 years

Explains how derivatives affect the lives of average consumers worldwide by influencing everything from interest rates on credit cards to the cost of a cheeseburger to the price of a gallon of gas

Reveals the inner workings of futures exchanges, and differentiates the various types of derivatives that are routinely lumped together and vilified by the media

Erika S. Olson is a former managing director of the Chicago Board of Trade and spent over ten years working in and consulting to the financial services industry. She received her MBA from Harvard Business School and her BBA from the University of Michigan Ross School of Business.

[seekers]

Johnathan Mun, "Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques (2nd Edition)" : the book

An updated guide to risk analysis and modeling

Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it.

This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more.

* Includes new examples, questions, and exercises as well as updates using Excel 2007

* Book supported by author's proprietary risk analysis software found on the companion CD-ROM

* Offers both a qualitative and quantitative description of risk

Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis.

[seekers]

Guide to Economic Indicators by Norman Frumkin : the book

Now revised and expanded, this widely-used desk reference provides quick and easy access to current and reliable data on the major statistical measures of the U.S. economy. Equally useful for students, general readers, economists, analysts, journalists, and investors, the guide provides concise, jargon-free explanations of the meaning, use, and availability of more than 70 macroeconomic indicators, including websites, recent trends, and current data.

[seekers]

VaR Methodology for Non-Gaussian Finance By Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca : the book

[seekers]

Quantitative Strategies for Achieving Alpha: The Standard and Poor's Approach to Testing Your Investment Choices by Richard Tortoriello : the book

Alpha, higher-than-expected returns generated by an investment strategy, is the holy grail of the investment world. Achieve alpha, and you've beaten the market on a risk-adjusted basis. Quantitative Strategies for Achieving Alpha was borne from equity analyst Richard Tortoriello's efforts to create a series of quantitative stock selection models for his company, Standard & Poor's, and produce a road map of the market from a quantitative point of view.

With this practical guide, you will gain an effective instrument that can be used to improve your investment process, whether you invest qualitatively, quantitatively, or seek to combine both. Each alpha-achieving strategy has been extensively back-tested using Standard & Poor's Compustat Point in Time database and has proven to deliver alpha over the long term. Quantitative Strategies for Achieving Alpha presents a wide variety of individual and combined investment strategies that consistently predict above-market returns. The result is a comprehensive investment mosaic that illustrates clearly those qualities and characteristics that make an investment attractive or unattractive.

This valuable work contains:

A wide variety of investment strategies built around the seven basics that drive future stock market returns: profitability, valuation, cash flow generation, growth, capital allocation, price momentum, and red flags (risk)

A building-block approach to quantitative analysis based on 42 single-factor and nearly 70 two- and three-factor backtests, which show the investor how to effectively combine individual factors into robust investment screens and models

More than 20 proven investment screens for generating winning investment ideas

Suggestions for using quantitative strategies to manage risk and for structuring your own quantitative portfolios

Advice on using quantitative principles to do qualitative investment research, including sample spreadsheets

This powerful, data intensive book will help you clearly see what empirically drives the market, while providing the tools to make more profitable investment decisions based on that knowledge--through both bull and bear markets.

[seekers]

International Economic Indicators and Central Banks : the book

Divided into two comprehensive parts, International Economic Indicators and Central Banks offers detailed coverage of the primary indicators that major industrial countries—from Canada, China, Japan, and Australia to Germany, France, Italy, and the United Kingdom—use to evaluate economic performance, and examines how their central banks create and carry out monetary policy. The European Monetary Union is also included in this discussion, since it is the umbrella organization for the three European countries covered here.

International Economic Indicators and Central Banks opens with a brief description of the bond, stock, and foreign exchange markets—since this is where investors respond to the news of central bank activities and the direction of economic indicators. Following this market introduction, Part I moves on to provide you with an eye-opening overview of central bank functions, and then hones in on the individual central banks of the countries previously mentioned. Here, you'll discover how these central banks operate, and why they influence economies and your investments.

Part II of the book deals with the nitty-gritty of market-moving international economic indicators—from where to find them and what they mean to when they're released. With each chapter devoted to a different country, you'll become familiar with indicators that are reliable gauges of a country's economic growth and discover how similar indicators may differ across geographical borders. Some of the indicators addressed include the United Kingdom's Gross Domestic Product statistics, Canada's Labour Force Survey (LFS), and Japan's Tankan Survey.

[seekers]

F# for Quantitative Finance By Johan Astborg : the book

An introductory guide to utilizing F# for quantitative finance leveraging the .NET platform

Overview

• Learn functional programming with an easy-to-follow combination of theory and tutorials
• Build a complete automated trading system with the help of code snippets
• Use F# Interactive to perform exploratory development
• Leverage the .NET platform and other existing tools from Microsoft using F#

In Detail

F# is a functional programming language that allows you to write simple code for complex problems. Currently, it is most commonly used in the financial sector. Quantitative finance makes heavy use of mathematics to model various parts of finance in the real world. If you are interested in using F# for your day-to-day work or research in quantitative finance, this book is a must-have.

This book will cover everything you need to know about using functional programming for quantitative finance. Using a functional programming language will enable you to concentrate more on the problem itself rather than implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.

This book will introduce you to F#, using Visual Studio, and provide examples with functional programming and finance combined. The book also covers topics such as downloading, visualizing and calculating statistics from data.

F# is a first class programming language for the financial domain.

What you will learn from this book

• Use Visual Studio as your main tool for writing F#
• Utilize F# to aggregate data and calculate statistics
• Plot and visualize data in F#
• Learn about volatility, delta hedging, and volatility arbitrage
• Understand basic numerical analysis and algorithm implementation
• Model orders and market data together with basic pre-trade risk
• Structure and write object-oriented code
• Develop larger programs using F#
• Explore automated trading systems and quantitative trading models

Approach

The approach is to guide you as a reader from the basics of functional programming and F# to more complex tasks using tutorials and a lot of code examples. As you gain more confidence through out the book, you will be able to modify and write your own code to solve various problems in finance.

Who this book is written for

If you are a practitioner of quantitative finance, economics, or mathematics and wish to learn F#, then this book is for you. You may have a basic conceptual understanding of financial concepts and models, but no previous knowledge is expected.

[seekers]

James Chen, "Essentials of Foreign Exchange Trading" : the book

This currency trading book provides readers with real, practical information on how to trade the foreign exchange market effectively. It begins by covering introductory information on the forex market, including basic trading mechanics and the benefits of forex trading, and then goes on to describe specific currency trading methods and skills in step-by-step detail. This includes highly practical information on technical and fundamental analysis, risk and money management, and powerful forex trading strategies. These strategies have proven extremely effective in helping traders play the forex game to win. JAMES CHEN, CTA, CMT (Montville, NJ) is Chief Technical Strategist at FX Solutions, a leading foreign exchange broker. An expert on forex trading and technical analysis, he is also a registered Commodity Trading Advisor (CTA) and a Chartered Market Technician (CMT). Mr. Chen writes daily currency analysis, leads forex trading seminars, and has authored numerous articles on currency trading strategy and technical analysis for major financial publications. These include Forbes.com, Futures Magazine, Technical Analysis of Stocks and Commodities Magazine, and Stocks, Futures and Options (SFO) Magazine.

[seekers]

Profiting from Hedge Funds: Winning Strategies for the Little Guy By John Konnayil Vincent : the book

Learn to apply the strategies of top hedge fund managers to your personal investment portfolio The most successful hedge fund managers and superstar investors outperform the markets impressively, while most fund managers—and individual investors as well—usually underperform the market averages. Based on the figures released by the Edgar System each quarter, this book analyzes the performance of hedge fund managers controlling at least $100 million in Assets Under Management to help other investors close the gap between themselves and the industry′s top fund managers. With model portfolios that produced solid returns, examination of the tactics of the best fund managers, and a set of effective strategies for sound absolute returns, Profiting from Hedge Funds is the perfect guide for investors who want to improve their game by learning from the best. Includes fascinating insights into the investment styles of the most successful hedge fund managers Features model portfolios based on the holdings and activity of high–performing money managers Offers key lessons for success that work across all portfolios

[seekers]

What Works on Wall Street, Fourth Edition: The Classic Guide to the Best-Performing Investment Strategies of All Time by James O'Shaughnessy : the book

Recent history has witnessed one of the worst stock market beatings ever. As a result, abysmal returns are being called “the new normal,” financial “experts” are ringing the death knell of buy-and-hold, and investors’ faith in equities has hit an all-time low. You have two choices. You can abandon the stock market based on what is happening today. Or you can invest today based on what will happen in the future.

Containing all new data, What Works on Wall Street, Fourth Edition, is the only investing guide that lets you see today’s market in its proper context— as part of the historical ebb and flow of the stock market. And when you see the data, you’ll see there is no argument: Stocks work.

Now in its second decade of helping investors succeed with stocks, What Works on Wall Street continues to provide the most effective investing strategies, presenting incontrovertible data on what works and what doesn’t. Updated with current statistics and brand-new features, What Works on Wall Street offers data on almost 90 years of market performance, including:

• Stocks ranked by market capitalization

• Price-to-earnings ratios

• EBITDA to enterprise value

• Price-to-cash flow, -sales, and -book ratios

• Dividend, buyback, and shareholder yields

• One-year earnings-per-share percentage changes

Providing you with unparalleled insights into stock performance going back to 1926, What Works on Wall Street is a refreshingly calming, objective view of a subject that is usually wrapped in drama, hyperbole, and opinions that are plain wrong.

This comprehensive guide provides the objective facts and winning strategies you need; all you have to do is make the decision to ignore the so-called market experts and rely on the long-proven approach that has made What Works on Wall Street an investing classic.