Cybernetic Trading Strategies
Developing a Profitable Trading System with State-of-the-Art Technologies

Murray A. Ruggiero (Author)

9780471149200, Wiley

Hardback, published 15 September 1997

336 pages
24.3 x 16 x 2.9 cm, 0.649 kg

Ein Überblick über die aktuellsten Technologien zum Aufbau einer Handelsstrategie: neuronale Netzwerke, genetische Algorithmen, Expertensysteme, Fuzzy logic und statistische Mustererkennung. Gezeigt wird, wie diese neuen Methoden in klassische Analysenverfahren integriert werden können. Auch Erläuterungen zur Prüfung und Bewertung existierender Systeme kommen nicht zu kurz.

Partial table of contents:

CLASSICAL MARKET PREDICTION.

Classical Intermarket Analysis as a Predictive Tool.

Seasonal Trading.

Trading Using Technical Analysis.

The Commitment of Traders Report.

STATISTICALLY BASED MARKET PREDICTION.

A Trader's Guide to Statistical Analysis.

Cycle-Based Trading.

Using Statistical Analysis to Develop Intelligent Exits.

Using System Feedback to Improve Trading System Performance.

MAKING SUBJECTIVE METHODS MECHANICAL.

How to Make Subjective Methods Mechanical.

Building the Wave.

TRADING SYSTEM DEVELOPMENT AND TESTING.

Developing a Trading System.

Testing, Evaluating, and Trading a Mechanical TradingSystem.

USING ADVANCED TECHNOLOGIES TO DEVELOP TRADING STRATEGIES.

Developing a Neural Network Based on Standard Rule-BasedSystems.

Using Genetic Algorithms for Trading Applications.

References and Readings.

Index.

Subject Areas: Finance & accounting [KF]