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For Amazon customers: The new version of the book, printed on higher quality paper, is now available to purchase. The essential futures market reference guide A Complete Guide to the Futures Market is the comprehensive resource for futures traders and analysts. Spanning everything from technical analysis, trading systems, and fundamental analysis to options, spreads, and practical trading principles, A Complete Guide is required reading for any trader or investor who wants to successfully navigate the futures market. Clear, concise, and to the point, this fully revised and updated second edition provides a solid foundation in futures market basics, details key analysis and forecasting techniques, explores advanced trading concepts, and illustrates the practical application of these ideas with hundreds of market examples. A Complete Guide to the Futures Market: * Details different trading and analytical approaches, including chart analysis, technical indicators and trading systems, regression analysis, and fundamental market models. * Separates misleading market myths from reality. * Gives step-by-step instruction for developing and testing original trading ideas and systems. * Illustrates a wide range of option strategies, and explains the trading implications of each. * Details a wealth of practical trading guidelines and market insights from a recognized trading authority. Trading futures without a firm grasp of this market s realities and nuances is a recipe for losing money. A Complete Guide to the Futures Market offers serious traders and investors the tools to keep themselves on the right side of the ledger.
""Minervini has run circles around most PhDs trying to design systems to beat the market."" -- JACK SCHWAGER, bestselling author of Stock Market Wizards
""Mark's book has to be on every investor's bookshelf. It is about the most comprehensive work I have ever read on investing in growth stocks."" -- DAVID RYAN, three-time U.S. Investing Champion
"" Minervini is] one of the most highly respected independent traders of our generation. His experience and past history of savvy market calls is legendary."" -- CHARLES KIRK, The Kirk Report
""One of Wall Street's most remarkable success stories."" -- BEN POWER, Your Trading Edge THE INVESTOR'S GUIDE TO SUPERPERFORMANCE
Dramatically increase your stock market returns with the legendary SEPA system
For the first time ever, U.S. Investing Champion Mark Minervini reveals the proven, time-tested trading system he used to achieve triple-digit returns for five consecutive years, averaging 220% per year for a 33,500% compounded total return.
In "Trade Like a Stock Market Wizard," Minervini unveils his trademarked stock market method SEPA, which provides outsized returns in virtually every market by combining careful risk management, self-analysis, and perseverance. He explains in detail how to select precise entry points and preserve capital--for consistent triple- digit returns.
Whether you're just getting started in the stock market or you're a seasoned pro, Minervini will show how you how to achieve SUPERPERFORMANCE You'll gain valuable knowledge as he shares lessons, trading truths, and specific tactics--all derived from his 30-year career as one of America's most successful stock traders.
"Trade Like a Stock Market Wizard" teaches you: How to find the best stocks before they make big price gains How to avoid costly mistakes made by most investors How to manage losses and protect profits How to avoid high-risk situations Precisely when to buy and when to sell How to buy an IPO Why traditional valuation doesn't work for fast-growing Superperformers Examples of Minervini's personal trades with his comments
With more than 160 chart examples and numerous case studies proving the remarkable effectiveness of Minervini's methodology, "Trade Like a Stock Market Wizard" puts in your hands one of the most effective and--until now--secretive stock investing systems in the world.
MARK MINERVINI has a trademarked stock market method that produces outsized returns in virtually every market. It's called Specific Entry Point Analysis--SEPA--and it has been proven effective for selecting precise entry points, preserving capital and profi ts with even more precise exit points--and consistently producing triple-digit returns.
Now, in "Trade Like a Stock Market Wizard," Minervini shares--for the fi rst time ever--his coveted methodology with investors like you
This new publication in the series from Legend Business provides an authoritative and essential guide to the post-referendum business climate in the United Kingdom together with outlines of the laws, business regulations and practices that affect those looking to do business in the UK. The Guide also focuses on the impact of the 2016 decision to leave the European Union on both businesses in the UK and prospects for post-Brexit international trade. Aimed at businesses of all sizes, from multinationals to SMEs, the Guide offers in-depth briefings on the technical aspects of investment, business start-ups and UK markets beyond the EU, such as: Grants and incentives Department for International Trade support services Company formation Financial reporting Business taxation Commercial law Intellectual property Immigration Employment law Pensions Mergers, acquisitions and joint ventures Infrastructure investment opportunities Key global markets for UK international trade
Trade your way to a more profitable portfolio Savvy traders can make money in both up and down markets and now you can, too! In Trading For Dummies, investors from every walk of life will benefit from sample stock charts, position trading tips and techniques, fresh ways to analyze trends and indicators, and all the latest information on trading stocks wisely in any type of market. Taking the stress out of the stock market, this no-nonsense guide walks you through all the steps to trade with authority and takes your portfolio to exciting new heights. Whether you're an investor looking for a clear guide to successfully trading stocks in any type of market, or an investor who has experience trading and are looking for new, proven methods to enhance the profitability of investments, you'll find a proven system for eliminating doubt, decreasing risk, and, ultimately, increasing return. * Understand market cycles and choose a great broker * Manage your risk exposure * Build a balanced portfolio * Develop your own custom trading strategy If you're in need of basic strategies and stock valuation methodologies that let you make smart trading decisions, this book has it all!
Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
The seminal work on mutual funds investing is now a Wiley Investment Classic Certain books have redefined the way we view the world of finance and investing books that should be on every investor s shelf. Bogle On Mutual Funds the definitive work on mutual fund investing by one of finance s great luminaries is just such a work, and has been added to the catalog of Wiley s Investment Classic collection. Updated with a new introduction by expert John Bogle, this comprehensive book provides investors with the wisdom of the pioneer of mutual funds to help you identify and execute the ideal mutual fund investment choices for your portfolio. The former Vanguard Chief Executive, Bogle has long been mutual funds' most outspoken critic; in this classic book, he provides guidance on what you should and shouldn't believe when it comes to mutual funds, along with the story of persistence and perseverance that led to this seminal work. You'll learn the differences between common stock, bond, money market, and balanced funds, and why a passively managed "index" fund is a smarter investment than a fund managed by someone making weighted bets on individual securities, sectors, and the economy. Bogle reveals the truth behind the advertising, the mediocre performance, and selfishness, and highlights the common mistakes many investors make. * Consider the risks and rewards of investing in mutual funds * Learn how to choose between the four basic types of funds * Choose the lower-cost, more reliable investment structure * See through misleading advertising, and watch out for pitfalls Take a look into this timeless classic and let Bogle On Mutual Funds show you how to invest in mutual funds the right way, with the expert perspective of an industry leader.
South Korea known as the hermit kingdom was wrenched from its isolation in the mid-seventies with the forced industialisation of its economy by Park Chung-hee during his dictatorial regime. This led South Korea to becoming the most rapidly industialised country in the world with world class technology and a population who are largely digitally proficient. The course is charted from the rule of Park Chung-hee to his democratically elected daughter President Park Geun-hye who is now on trial for corruption. The legacy of the Park to Park era is not only the most fruitful in Korean history but the most tumultuous, most recently because of the accelerated nuclear ambitions of North Korea. The analysis is through the framework of investment, innovation and intellectual property rights and the double edged sword of cult and rapid action, so central to Korean culture.
Since the 1950s, Warren Buffett and his partners have backed some of the twentieth century's most profitable, trendsetting companies. But how did they know they were making the right investments? What did Buffet and his partners look for in an up-and-coming company, and how can others replicate their approach? A gift to Buffett followers who have long sought a pattern to the investor's success, Inside the Investments of Warren Buffett presents the most detailed analysis to date of Buffett's long-term investment portfolio. Yefei Lu, an experienced investor, starts with Buffett's interest in the Sanborn Map Company in 1958 and tracks nineteen more of his major investments in companies like See's Candies, the Washington Post, GEICO, Coca-Cola, US Air, Wells Fargo, and IBM. Accessing partnership letters, company documents, annual reports, third-party references, and other original sources, Lu pinpoints what is unique about Buffett's timing, instinct, use of outside knowledge, and postinvestment actions, and he identifies what could work well for all investors in companies big and small, domestic and global. His substantial chronology accounts for broader world events and fluctuations in the U.S. stock market, suggesting Buffett's most important trait may be the breadth of his expertise.
"Entertainingly indiscreet ...Knee's talent for wicked pen portraits is put to good use."--Financial Times Investment bankers used to be known as respectful of their clients, loyal to their firms, and chary of the financial system that allowed them to prosper. What happened? From his prestigious Wall Street perches at Goldman Sachs and Morgan Stanley, Jonathan A. Knee witnessed firsthand the lavish deal-making of the freewheeling nineties, when bankers rode the wave of the Internet economy, often by devil-may-care means. By the turn of the twenty-first century, the bubble burst and the industry was in free fall. Told with biting humor and unflinching honesty, populated with power players, back-stabbers, and gazillionaires, The Accidental Investment Banker is Knee's exhilarating insider's account of this boom-and-bust anything-goes era, when fortunes were made and reputations were lost. "Not since Michael Lewis's Liar's Poker has there been as good, as accessible or as pithy a look at the world of investment banking."--The Washington Post "For anyone who remembers the crazy boom times, and the even crazier bust, Jonathan A. Knee's The Accidental Investment Banker is a must. This tell-all chronicles Knee's time at Goldman Sachs and Morgan Stanley, revealing a world that rivals 24 in intrigue and drama."--Fortune "[Knee] captures the glories and agonies of his profession ...Readers will marvel."--The Wall Street Journal "Finally we have someone willing to lift the curtain...With refreshing candor and engaging prose, [this book] takes us inside the world of investment banking."--James B. Stewart, author of Den of Thieves and DisneyWar
"FLIP," the third book in the National Bestselling Millionaire Real Estate Series (More than 500,000 copies sold )
"FLIP" provides a detailed, step-by-step process to analyze each investment, identify the best improvements, accurately estimate the costs and intelligently oversee the construction. It takes out all the guess work and almost all of the risk.
Here's what industry experts are saying about "FLIP"
"Read this book before you flip that house "FLIP" is an indispensable step-by-step guide to flipping houses that you will refer to again and again." -Carlos Ortiz, Executive Producer, "FLIP That House" (TLC's most popular real estate TV show)
"At HomeVestors, we're in the business of buying and selling homes for profit and I can attest that there are few, if any, who can rival Rick's and Clay's expertise when it comes to fixing up houses for profit. This book is a must-read for any investor." -Dr. John Hayes, President and CEO of HomeVestors of America (the largest homebuyer in America)
""FLIP" is a must-read book for everyone in the real estate business. Every agent should have this book. They should read it and master its contents. Why? Because it is the best guide ever written on how to evaluate real estate and how to add value to a house." -Gary Keller, Founder and Chairman of the Board of Keller Williams Realty International and author of bestselling "The Millionaire Real Estate Agent" and "The Millionaire Real Estate Investor"
"For anyone looking to build wealth in real estate, "FLIP" provides a step-by-step approach that really works in any market." -Loral Langemeier, bestselling author of "The Millionaire Maker"
"FLIP" extends the national bestselling Millionaire Real Estate series with a step-by-step guide that is quickly becoming "the model" for successfully finding, fixing and selling investment properties for profit.
Based on their involvement in over a 1,000 flips, Rick Villani and Clay Davis walk you through the proven five-stage model for successfully flipping a house: FIND: How to select ideal neighborhoods, attract sellers, and find houses with investment potential ANALYZE: Identify which improvements to make and analyze the profit potential of any house BUY: How to arrange financing, present the offer, and close on the purchase FIX: A 50-step, easy-to-follow plan for fixing up houses that keeps you on time, in budget and assures top quality SELL: How to add finishing touches to quickly sell for maximum profit
Woven through the book is an entertaining narrative that follows the flipping adventures of Samantha, Ed, Bill, Nancy, Amy and Mitch as they find, buy, fix and sell their first investment houses. With all this plus the experience of over a thousand flips condensed into one book, "FLIP" gives new investors the tools they need to avoid common pitfalls, make a profit, and enjoy the process of house flipping.
Rick Villani and Clay Davis are senior executives at HomeFixers, North America's leading real estate rehab franchise. HomeFixers has been involved in more than 1,000 flips nationwide.
Praise for Trading Price Action Trading Ranges
"Al Brooks has written a book every day trader should read. On
all levels, he has kept trading simple, straightforward, and
approachable. By teaching traders that there are no rules, just
guidelines, he has allowed basic common sense to once again rule
how real traders should approach the market. This is a must-read
for any trader that wants to learn his own path to success."
"A great trader once told me that success was a function of
focused energy. This mantra is proven by Al Brooks, who left a
thriving ophthalmology practice to become a day trader. Al's
intense focus on daily price action has made him a successful
trader. A born educator, Al also is generous with his time,
providing detailed explanations on how he views daily price action
and how other traders can implement his ideas with similar focus
and dedication. Al's book is no quick read, but an in-depth road
map on how he trades today's volatile markets, complete with
detailed strategies, real-life examples, and hard-knocks
Over the course of his career, author Al Brooks, a technical analysis contributor to "Futures" magazine and an independent trader for twenty-five years, has found a way to capture consistent profits regardless of market direction or economic climate. And now, with his new three-book series--which focuses on how to use price action to trade the markets--Brooks takes you step by step through the entire process.
In order to put his methodology in perspective, Brooks examined an essential array of price action basics and trends in the first book of this series, "Trading Price Action TRENDS." Now, in this second book, "Trading Price Action TRADING RANGES," he provides important insights on trading ranges, breakouts, order management, and the mathematics of trading.
Page by page, Brooks skillfully addresses how to spot and profit from trading ranges--which most markets are in, most of the time--using the technical analysis of price action. Along the way, he touches on some of the most important aspects of this approach, including trading breakouts, understanding support and resistance, and making the most informed entry and exit decisions possible. Throughout the book, Brooks focuses primarily on 5 minute candle charts--all of which are created with TradeStation--to illustrate basic principles, but also discusses daily and weekly charts. And since he trades more than just E-mini S&P 500 futures, Brooks also details how price action can be used as the basis for trading stocks, forex, Treasury Note futures, and options.
The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging two critical topics for traders. What matters to practitioners is what happens on the trading floor information only seasoned practitioners such as authors Marroni and Perdomo can impart. * Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets * Provides expert guidance on the development of structured products, supplemented with a range of practical examples * Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs * The Companion Website features all of the examples from the book in Excel complete with source code
Following the Great Financial Crisis, the S&P 500 advanced more than 17 percent annualized from February 2009 through June 2018. At this pace, a buy-and-hold investor in the stock market would see their money double in 5 years and more than triple in 7 years. This performance has lulled many investors into thinking that such above-average returns will be with us into perpetuity. Unfortunately, this may not be the case. Far more likely, the return an investor may receive from the stock market will be slightly better than half the long-term average, about 5% to 7%. Most investment portfolios hold a greater allocation to stocks than any other class of investment asset. Massive amounts of wealth were created from the bull market since early 2009 providing institutions and individuals with a rising tide that lifted their portfolios above their goals without much effort. The environment of the future stands to be far less accommodating, so finding suitable investments (other than U.S. stocks) that can achieve the necessary returns (or make up the shortfall) will be a critical component of achieving goals in years to come. This book will explore those solutions.
The mission of the SEC is to protect investors, including investors in municipal securities, maintain fair, orderly, and efficient markets, and facilitate capital formation. This book provides an overview of the municipal securities market, the regulatory structure and the roles of key market participants, with a focus on two key areas of concern: disclosure and market structure.
The Ultimate Dividend Playbook
Dividends may be the most misunderstood aspect of investing in stocks--to the extent people bother to understand dividends at all. As editor of the monthly newsletter Morningstar DividendInvestor, Josh Peters offers sound advice on the long-term investment of capital with dividends as the guide.
Now, in The Ultimate Dividend Playbook: Income, Insight, and Independence for Today's Investor, Peters takes a fresh look at dividend-paying stocks and equips the individual investor for financial success through his dividend-achieving approach. He shows how to put the three dividend plays of income, insight, and independence into practice so that dividends will put cash in your pocket regardless of the fads and failings of Wall Street. Peters also takes you through the insides of a corporation and the factors that allow it to pay and raise dividends, tells how to separate safe dividends from risky ones, and explains how to construct a portfolio of dividend-paying stocks to meet your financial needs.
Filled with in-depth insights and practical advice, The Ultimate Dividend Playbook will help investors find high-quality, dividend-paying stocks to fortify their portfolios for the long haul.
Beat the market with the tips and techniques from the best value investors in the world The classic, seminal work in the field, Value Investing has been updated in a new, second edition to include the latest trends and a close look at some of the emerging investors who continue in the value investing tradition of Ben Graham and Warren Buffett. Featuring an exploration of the history of value investing and those that brought this investment approach to the fore, you will also discover the real-world techniques you can use to propel your own portfolio using a sound, proven approach to discovering value. In the modern era, investors are increasingly caught up in so-called hot tips, can't-miss startups, excessive optimism, and short-term speculation. Value investing is the antithesis to these short-sighted approaches, and stresses what Ben Graham the father of value investing referred to as the 'margin of safety' when describing the gap between an equity's price and its value. * Provides an overview of the techniques of value investing as practiced by some of the greatest value investors of all time * Includes an exploration of the history of value investing, including an explanation of underlying principles and successful execution of value investing techniques * Features updates in the new edition that include an analysis of the investment returns of value investing versus growth strategies * Offers profiles of some of the emerging players in the field of value investing, including Andrew Weiss, Joel Greenblatt, Mason Hawkins, and Bill Nygren Value Investing, Second Edition is your guide to implementing value investing principles in your own portfolio, complete with a look at the approaches used by the best value investors past and present.
Trading is generally far more difficult in practice than in theory. The reality is that no trade set up or individual trader or system can identify profitable trades in advance with complete certainty. In "A Year of Trading, " long-time trader Peter Brandt reveals the anxieties and uncertainties of trading in a diary of his 2009 trades. He explains his thought process as he searches for trading opportunities and executes them. Each trade includes charts, an analysis of the trade, and a play-by-play account of how the trade unfolds.
In The Smart Money Method, the stock-picking techniques used by top industry professionals are laid bare for investors. This is the inside track on how top hedge funds pick stocks and build portfolios to make outsize returns. Stephen Clapham is a retired hedge fund partner who now trains stock analysts at some of the world's largest and most successful institutional investors. He explains step-by-step his research process for picking stocks and testing their market-beating potential. His methodology provides the tools and techniques to research new stock ideas, as well as maintain and eventually sell an investment. From testing your thesis and making investment decisions, to managing your portfolio and deciding when to buy and sell, The Smart Money Method covers everything you need to know to avoid common pitfalls and invest with confidence. Unique insight is presented in several specific areas, including how to: * Find stock ideas * Assess the quality of any business * Judge management's ability * Identify shady accounting and avoid dying companies * Value any business to find bargain shares * Navigate the consequences of COVID-19 And throughout, there are real-life investing examples and war stories from a 25-year career in stock markets. The message is clear - you can beat the market. To do so, you need to learn and apply the insider secrets contained within this book.
An indispensable resource for every financial service professionals developing an IPS The Investment Policy Statement (IPS) is one of the most critical documents fiduciaries must draft. For years, ERISA and other industry regulations have governed the guidelines all fiduciaries must comply with when drafting one. But the current climate of corporate scandal and the 2008 global banking crisis have led to increased scrutiny by regulators, prompting firms to take a closer look at the quality and integrity of their IPSs and to take steps to have a rigorous formal process in place for drafting them. Endorsed by the Foundation of Fiduciary Studies, this concise guide provides a rigorous framework and the expert insight, information and guidance you need to guarantee that your IPS is in complete compliance with all ERISA-directed requirements. * Provides a step-by-step plan for creating a uniform IPS that every advisor in the office can follow * Defines the duties and responsibilities of all parties involved, while clarifying diversification guidelines and providing methods for keeping costs under control * Packed with ready-to-use templates, sample forms, letters and other documents, diagrams and other valuable tools, including sample Policy Statement downloadable at the companion website * Designed to get you quickly up to speed on what you need to know to confidently serve your clients with the highest standards of care and protection
The innovative investor's guide to an entirely new asset class-from two experts on the cutting edge With the rise of bitcoin and blockchain technology, investors can capitalize on the greatest investment opportunity since the Internet. Bitcoin was the first cryptoasset, but today there are over 800 and counting, including ether, ripple, litecoin, monero, and more. This clear, concise, and accessible guide from two industry insiders shows you how to navigate this brave new blockchain world-and how to invest in these emerging assets to secure your financial future. Cryptoassets gives you all the tools you need: * An actionable framework for investigating and valuing cryptoassets * Portfolio management techniques to maximize returns while managing risk * Historical context and tips to navigate inevitable bubbles and manias * Practical guides to exchanges, wallets, capital market vehicles, and ICOs * Predictions on how blockchain technology may disrupt current portfolios In addition to offering smart investment strategies, this authoritative resource will help you understand how these assets were created, how they work, and how they are evolving amid the blockchain revolution. The authors define a clear and original cryptoasset taxonomy, composed of cryptocurrencies, cryptocommodities, and cryptotokens, with insights into how each subset is blending technology and markets. You'll find a variety of methods to invest in these assets, whether through global exchanges that trade 24/7 or initial cryptoasset offerings (ICOs). By sequentially building on the concepts of each prior chapter, the book will provide you with a full understanding of the cryptoasset economy and the opportunities that await the innovative investor . Cryptoassets represent the future of money and markets. This book is your guide to that future.
Get to know the 'why' and 'how' of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it's a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. - Gain a solid reason to use machine learning - Frame your question using financial markets laws - Know your data - Understand how machine learning is becoming ever more sophisticated Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment -- and this book shows you how.
CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.
The business of algorithmic trading was an activity once reserved only for traders at hedge funds or the proprietary trading operations of financial institutions. Not so anymore, demonstrates Ernie Chan, a prop trader and blogger who runs the quantitative trading blog site, http://epchan.blogspot.com. Chan shows investors how to use Excel and MatLab to build their own algo trading tools using a budget even a home day trader can afford, and then shows investors how to conduct quantitative research and analysis, and turn quantitative trading strategies into profits using stocks, ETFs, futures, and other financial instruments. Chan will also provide downloadable spreadsheets that tie into material covered in the book.
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:
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