Systematic Trading: A Unique New Method for Designing Trading and Investing Systems

Systematic Trading: A Unique New Method for Designing Trading and Investing Systems

SYSTEMATIC TRADING

出版日期:
2015/09/13
2,660
訂單自國外空運,約14-21個工作天(不含例假日)到貨後依序出貨。為縮短等待,建議將此商品和其他商品分開下單。
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內容簡介

This is not just another book with yet another trading system. This is a complete guide to developing your own systems to help you make and execute trading and investing decisions. It is intended for everyone who wishes to systematise their financial decision making, either completely or to some degree.

Author Robert Carver draws on financial theory, his experience managing systematic hedge fund strategies and his own in-depth research to explain why systematic trading makes sense and demonstrates how it can be done safely and profitably. Every aspect, from creating trading rules to position sizing, is thoroughly explained. The framework described here can be used with all assets, including equities, bonds, forex and commodities.

There is no magic formula that will guarantee success, but cutting out simple mistakes will improve your performance. You'll learn how to avoid common pitfalls such as over-complicating your strategy, being too optimistic about likely returns, taking excessive risks and trading too frequently.

Important features include:

- The theory behind systematic trading: why and when it works, and when it doesn't.
- Simple and effective ways to design effective strategies.
- A complete position management framework which can be adapted for your needs.
- How fully systematic traders can create or adapt trading rules to forecast prices.
- Making discretionary trading decisions within a systematic framework for position management.
- Why traditional long only investors should use systems to ensure proper diversification, and avoid costly and unnecessary portfolio churn.
- Adapting strategies depending on the cost of trading and how much capital is being used.
- Practical examples from UK, US and international markets showing how the framework can be used.

Systematic Trading is detailed, comprehensive and full of practical advice. It provides a unique new approach to system development and a must for anyone considering using systems to make some, or all, of their investment decisions.
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作者介紹

Robert Carver is an independent investor, trader and writer. He spent over a decade working in the City of London before retiring from the industry in 2013. Robert initially traded exotic derivative products for Barclays Investment Bank and then worked as a portfolio manager for AHL - one of the world's largest hedge funds - before, during and after the global financial meltdown of 2008. He was responsible for the creation of AHL's fundamental global macro strategy, and then managed the fund's multi-billion dollar fixed income portfolio.

Robert has Bachelors and Masters degrees in Economics, and is a visiting lecturer at Queen Mary, University of London. He manages his own portfolio of equities, funds and futures using the methods you can find in his books.

Rob's website is: www.systematicmoney.org

You can read his blog at qoppac.blogspot.com and follow him on twitter @investingidiocy

規格

誠品貨碼 /
ISBN13 / 9780857194459
ISBN10 /
EAN貨碼 / 9780857194459
裝訂 / H:精裝
頁數 / 325
重量(g) / 680.4
語言 / 3:英文
級別 / N:無
尺寸 / 25.4X17.5X2.3CM

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