First, be good at identifying trends. There is a saying called “Trend is your friend”. Finding the main line of the trend will help investors grasp the market as a whole and will not be confused b...
Popular guide to options pricing and position sizing for quanttraders In this second edition of this bestselling book, Sinclair offersa quantitative model for measuring volatility in order to gain ane...
Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of ...
This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitr...
HOW TO IDENTIFY POTENTIAL PROFIT OPPORTUNITIES FROM MARKET BEHAVIORS OTHERS HAVE BEEN UNABLE TO QUANTIFY Finding Alphas seeks to teach you how to do one thing and do it well – design alphas. Fo...
Recently, Yale University economist Aleh Tsyvinski and Ph.D. student Yukun Liu in Department of Economics combined finance and analyzed the prediction model of cryptocurrency and risks and rewards of ...
WINNER, Business: Personal Finance/Investing, 2014 USA Best Book Awards FINALIST, Business: Personal Finance/Investing, 2015 International Book Awards Dual Momentum Investing details the authorR...
First, two types of models Programmatic trading models are generally divided into two types of models, one is the trend model and the other is the oscillating model. The premise of a programmatic trad...
The individual investor’s comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his las...
Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best ...