(Free and download) Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series)
✿ Lars Kestner ✿
#1626794 in eBooks 2003-07-22 2003-07-22File Name: B001E53RWS
1 of 1 people found the following review helpful. I've found it to be useful in comparing the relative linearity between securitiesBy Zen MasterI'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 slope of cumulative returns over time, from linear regression, divided by tFrom the Back CoverAn 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 uncanny, seemingly intuitive abilities to contHarnessing 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 debunks numerous popular misconce... [PDF.du90] Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series) Rating: 3.99 (451 Votes)
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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.
