[PDF.20fx] Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series)
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Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series)
Lars Kestner
[PDF.pr12] Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series)
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| #1056970 in eBooks | 2003-07-22 | 2003-07-22 | File type: PDF||1 of 1 people found the following review helpful.| I've found it to be useful in comparing the relative linearity between securities|By Zen Master|I'm an active quant trader. I bought this book because I was impressed by the K-Ratio, described as a reward-to-risk ratio to complement the Sharpe Ratio (See Kestner's "(Re)Introducing the K-Ratio"" available for download on SSRN). Briefly, the K-Ratio is obtained by taking the slop|From the Back Cover||An In-Depth Look at Today's Top Technical Trading Strategies--And How You Can Incorporate Them into Your Personal Trading Program |By combining historical market performance with modern-day technology, technical traders often exhibit
Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It...
You can specify the type of files you want, for your gadget.Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series) | Lars Kestner. A good, fresh read, highly recommended.
