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" 151 trading strategies / "
Zura Kakushadze, Juan Andrés Serur.
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BL
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| Record Number
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859881
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| Main Entry
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Kakushadze, Zura
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| Title & Author
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151 trading strategies /\ Zura Kakushadze, Juan Andrés Serur.
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| Publication Statement
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Cham, Switzerland :: Palgrave Macmillan,, [2018]
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| Page. NO
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1 online resource
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| ISBN
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3030027929
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: 9783030027926
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9783030027919
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Introduction and summary -- Options -- Stocks -- Exchanged-traded funds (ETFs) -- Fixed income -- Indexes -- Volatility -- Foreign Exchange (FX) -- Commodities -- Futures -- Structured assets -- Convertibles -- Tax arbitrage -- Miscellaneous assets -- Distressed assets -- Real estate -- Cash -- Cryptocurrencies -- Global macro -- Infrastructure.
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| Abstract
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The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
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| Subject
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Commodity exchanges.
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Stock exchanges-- Mathematical models.
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Stocks.
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BUSINESS ECONOMICS-- Finance.
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Commodity exchanges.
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Stock exchanges-- Mathematical models.
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Stocks.
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| Dewey Classification
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332.644
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| LC Classification
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HG6046
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| Added Entry
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Serur, Juan Andrés
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| Parallel Title
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Hundred and fifty one trading strategies
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: One hundred and fifty one trading strategies
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