Kestner L. Quantitative Trading Strategies

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размер 2.75 МБ
добавлен 20 сентября 2011 г.

N.-Y., McGrow Hill, 2003. - 367p.

Книга посвящена разработке систем биржевой торговли с использованием методов математической статистики, обработки сигналов, оптимизации и т.п. Делается обзор известных и новых торговых индикаторов, обсуждается вопрос проверки торговых стратегий, построение оптимального портфеля стратегий, оптимизации стратегии и добавления к ней фильтров, предлагаются новые подходы к построению торговых систем и контролю над риском.
Для трейдеров с базовой математической подготовкой и научных работников в области математических методов экономики.

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