Pole A. Statistical Arbitrage

Spread trading is an integral part of the commodity futures marketplace, yet relatively little has been written about spreads. There are more fingers on one hand than books about spreads. Most books present little more than a cursory look at spread analysis. This book concentrates on the analysis of spreads and spread price action. Spread analysis is aimed at the discovery and execution of profitable spread trades. The seasonal spread texts are s...

Copyright © 2004.Published by John Wiley & Sons, Inc. , Hoboken, new Jersey. Published simultaneously in Canada. Preface xiii. Introduction xv. Chapter 1 reflections of a Contrarian on Investor. Psychology 1. Chapter 2 measuring Joe Options trader Sentiment 7. Chapter 3 will the Real Put/Call Ratio Please. Stand Up? 15. Chapter 4 the Options trading Crowd at Extremes 25. Chapter 5 does the Entire Group of Options traders. Get It Wrong? 35. Ch...

3rd Edition. John Wiley & Sons, Inc., 1998, - 695 pages. Introduction Basic Concepts Regression Analysis Trend Calculations Trend Systems Momentum and Oscillators Seasonality Cycle Analysis Charting Volume, Open Interest, and Breadth Point-and-figure Charting Charting Systems Spreads and Arbitrage Behavioral Techniques Pattern Recognition Day Trading Adaptive Techniques Price Distribution Systems Multiple Time Frames Advanced Techniques Testi...

FT Press, 2010, 656 pp. Already the most complete, reliable, and objective guide to technical analysis, this book has been thoroughly updated to reflect the latest advances. Selected as the official companion to the prestigious Market Technicians Association CMT program, it systematically explains the field’s principles and techniques, presenting academic evidence and hundreds of illustrations. Using hundreds of updated illustrations, the autho...

Pardo, Robert, – The evaluation and optimization of trading strategies – 2nd ed. , 2008- 367p. Foreword. Preface. Acknowledgments. Introduction. On Trading Strategies. Why This Book Was Written. Who Will Benefit from This Book? . The Goals of This Book. The Lay of the Land. The Systematic Trading Edge. Discretionary Trading. Raising the Bar. Verification. Quantification. Risk and Reward. The Performance Profile. Objectivity. Consistency. Extens...

Ruggiero, Murray A., - Cybernetic trading strategies: developing a profitable trading sysfem with state-of-the-art technologies -1 9 9 7, -163p. introduction Part one classical market prediction Classical Intermarket Analysis as a Predictive Tool What Is Intermarket Analysis? Using Intermarket Analysis to Develop Filters and Systems Using Intermarket Divergence to Trade the S&P Predicting T-Bonds with Intermarket Divergence Predicting...

Shleifer Andrei - Inefficient Markets, An Introduction to Behavioral Finance, 2000. Published in the United States by Oxford University Press Inc. , New York, 225 p. Contents. Are Financial Markets Efficient? Noise Trader Risk in Financial Markets. The Closed End Fund Puzzle. Professional Arbitrage. A Model of Investor Sentiment. Positive Feedback Investment Strategies. Open Problems. Bibliography. Index.