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… ( Read More )
Trading and Exchanges: Market Microstructure for Practitioners
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… ( Read More )
Finding Alphas: A Quantitative Approach to Building Trading Strategies
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… ( Read More )
Bitcoin in the eyes of economists
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… ( Read More )
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
WINNER, Business: Personal Finance/Investing, 2014 USA Best Book Awards FINALIST, Business: Personal Finance/Investing, 2015 International Book Awards Dual Momentum Investing details the author's own momentum investing method that… ( Read More )
Measured efficiency of programmatic trading models
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… ( Read More )
Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System
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… ( Read More )
Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes… ( Read More )
The comprehension of a futures trader with 20-year experience
A professional securities investor must be like a monk. In the risk-taking career year after year, in the temptation again and again, he always needs… ( Read More )
Following the Trend: Diversified Managed Futures Trading
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the… ( Read More )