000 03726nam a22005535i 4500
003 DE-He213
005 20191014044259.0
007 cr nn 008mamaa
008 120803s2013 it | s |||| 0|eng d
020 6 4 _a9788847027060
_9978-88-470-2706-0
024 8 7 _a10.1007/978-88-470-2706-0
_2doi
050 8 4 _a Libro electrónico
050 8 4 _aHG4501-6051
050 8 4 _aHG1501-HG3550
072 8 7 _aKFF
_2bicssc
072 8 7 _aKFFK
_2bicssc
072 8 7 _aBUS027000
_2bisacsh
072 8 7 _aBUS004000
_2bisacsh
082 _a657.8333
_223
082 _a658.152
_223
100 8 1 _aDi Lorenzo, Renato.
_eauthor.
_9225283
245 9 7 _aTrading Systems
_h[electronic resource] :
_bTheory and Immediate Practice /
_cby Renato Di Lorenzo.
001 000077172
300 6 4 _aXVI, 232 p.
_bonline resource.
490 8 1 _aPerspectives in Business Culture,
_x2280-1464
505 8 0 _aPart I -- 1 Processes -- 2 More About Independence -- 3 Conditional Probability in Practice -- 4 Stationary Processes -- 5 Normality -- 6 Trends -- 7 Autocorrelation -- 8 Ljung-Box -- 9 Periodogram -- Part II -- 10 Indicators -- 11 Process of the AR(p) type -- 12 Generalizations -- 13 The complete open-loop scheme -- 14 Physical realizability -- 15 The equity line -- 6 Predictions -- 17 Optimal AR(p) in practice -- 18 Maps in series -- Part III -- 19 Transfer Functions -- 20 Simple lag -- 21 Gauss Filters -- 22 Stability -- 23 Lag compensator -- 24 Lead compensator -- 25 RLC filter -- 26 Leading indicator -- 27 Regularized filter -- 28 High pass filter -- 29 Frequency transformation -- 30 Gaussianization -- Part IV -- 31 Feedback trading -- 32 Feedback systems -- Part V -- 33 State Space Approach -- 34 Sensitivity -- 35 Butterworth filter -- 36 Frequency response -- 37 Signal to noise ratio; tradability -- 38 Equity StN -- 39 Meyers optimum trading system.
520 6 4 _aFor years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Carusos recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them starting with the more complicated can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which providefunctions that once had to be built with great difficulty.
650 8 0 _aEconomics.
_98582
650 8 0 _aFinance.
_9225284
650 8 0 _aMathematics.
_98571
650 _aEconomics/Management Science.
_98585
650 _aFinance/Investment/Banking.
_910848
650 _aPopular Science in Mathematics/Computer Science/Natural Science/Technology.
_913236
650 _aQuantitative Finance.
_910362
650 _aControl.
_932968
710 8 2 _aSpringerLink (Online service)
_9225285
773 8 0 _tSpringer eBooks
776 _iPrinted edition:
_z9788847027053
830 8 0 _aPerspectives in Business Culture,
_x2280-1464
_9225286
856 _uhttp://dx.doi.org/10.1007/978-88-470-2706-0
_zde clik aquí para ver el libro electrónico
264 8 1 _aMilano :
_bSpringer Milan :
_bImprint: Springer,
_c2013.
336 6 4 _atext
_btxt
_2rdacontent
337 6 4 _acomputer
_bc
_2rdamedia
338 6 4 _aonline resource
_bcr
_2rdacarrier
347 6 4 _atext file
_bPDF
_2rda
912 6 4 _aZDB-2-SBE
999 _c76902
_d76902
942 _c05