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Author: Valerii Salov Publisher: John Wiley & Sons ISBN: 0470112212 Category : Business & Economics Languages : en Pages : 266
Book Description
"Mr. Salov has taken one of my favorite creations – Perfect Profit – and provided an expanded description of his interpretation of it and put it in your hands with the included software. Like I said fifteen years ago, Perfect Profit is an important tool for the trading system developer. See for yourself." —Robert Pardo, President, Pardo Capital Limited "A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#." —Ralph Vince The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same. This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible. Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion website is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
Author: Valerii Salov Publisher: John Wiley & Sons ISBN: 0470112212 Category : Business & Economics Languages : en Pages : 266
Book Description
"Mr. Salov has taken one of my favorite creations – Perfect Profit – and provided an expanded description of his interpretation of it and put it in your hands with the included software. Like I said fifteen years ago, Perfect Profit is an important tool for the trading system developer. See for yourself." —Robert Pardo, President, Pardo Capital Limited "A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#." —Ralph Vince The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same. This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible. Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion website is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
Author: Gianluca Fusai Publisher: Springer Science & Business Media ISBN: 3540499598 Category : Business & Economics Languages : en Pages : 606
Book Description
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
Author: Vahid Vahidinasab Publisher: Springer Nature ISBN: 3031352335 Category : Business & Economics Languages : en Pages : 222
Book Description
Demand-Side Peer-to-Peer Energy Trading provides a comprehensive study of the latest developments in technology, protocols, implementation, and application of peer-to-peer and transactive energy concepts in energy systems and their role in worldwide energy evolution and decarbonization efforts. It presents practical aspects and approaches with evidence from applications to real-world energy systems through in-depth technical discussions, use cases, and examples. This multidisciplinary reference is suitable for researchers and industry stakeholders who focus on the field of energy systems and energy economics, as well as researchers and developers from different branches of engineering, energy, computer sciences, data, economic, and operation research fields.
Author: Robert Pardo Publisher: John Wiley & Sons ISBN: 111804505X Category : Business & Economics Languages : en Pages : 334
Book Description
A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems Trading systems expert Robert Pardo is back, and in The Evaluation and Optimization of Trading Strategies, a thoroughly revised and updated edition of his classic text Design, Testing, and Optimization of Trading Systems, he reveals how he has perfected the programming and testing of trading systems using a successful battery of his own time-proven techniques. With this book, Pardo delivers important information to readers, from the design of workable trading strategies to measuring issues like profit and risk. Written in a straightforward and accessible style, this detailed guide presents traders with a way to develop and verify their trading strategy no matter what form they are currently using–stochastics, moving averages, chart patterns, RSI, or breakout methods. Whether a trader is seeking to enhance their profit or just getting started in testing, The Evaluation and Optimization of Trading Strategies offers practical instruction and expert advice on the development, evaluation, and application of winning mechanical trading systems.
Author: Norman Ehrentreich Publisher: Springer Science & Business Media ISBN: 3540738789 Category : Business & Economics Languages : en Pages : 238
Book Description
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the fittest trading rules will survive. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community.
Author: Desheng Dash Wu Publisher: Springer Science & Business Media ISBN: 3642183875 Category : Business & Economics Languages : en Pages : 559
Book Description
This edited volume expands the scope of risk management beyond finance to include resources and environment issues in China. It presents the state-of-the-art approaches of using risk management to effectively manage resources and environment. Both case studies and theoretical methodologies are discussed.
Author: C.-H. Chen Publisher: IOS Press ISBN: 1643683535 Category : Computers Languages : en Pages : 1170
Book Description
Applied mathematics, together with modeling and computer simulation, is central to engineering and computer science and remains intrinsically important in all aspects of modern technology. This book presents the proceedings of AMMCS 2022, the 2nd International Conference on Applied Mathematics, Modeling and Computer Simulation, held in Wuhan, China, on 13 and 14 August 2022, with online presentations available for those not able to attend in person due to continuing pandemic restrictions. The conference served as an open forum for the sharing and spreading of the newest ideas and latest research findings among all those involved in any aspect of applied mathematics, modeling and computer simulation, and offered an ideal platform for bringing together researchers, practitioners, scholars, professors and engineers from all around the world to exchange the newest research results and stimulate scientific innovation. More than 150 participants were able to exchange knowledge and discuss the latest developments at the conference. The book contains 127 peer-reviewed papers, selected from more than 200 submissions and ranging from the theoretical and conceptual to the strongly pragmatic; all addressing industrial best practice. Topics covered included mathematical modeling and application, engineering applications and scientific computations, and simulation of intelligent systems. The book shares practical experiences and enlightening ideas and will be of interest to researchers and practitioners in applied mathematics, modeling and computer simulation everywhere.
Author: Justin London Publisher: John Wiley & Sons ISBN: 047168189X Category : Business & Economics Languages : en Pages : 922
Book Description
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
Author: Valerii Salov
Author: Valerii Salov
Author: Gianluca Fusai
Author: Vahid Vahidinasab
Author: 
Author: Robert Pardo
Author: 
Author: Norman Ehrentreich
Author: Desheng Dash Wu
Author: C.-H. Chen
Author: Justin London