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The logical trader: applying a method to the madness
Mark B. Fisher你有多喜欢这本书?
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This book is quite good, and gives considerable insights into systematic intraday trading. The basic formula discussed, however, involves a specific variable: "A", which varies stock to stock, and from commodity to commodity, which is not, however supplied by the writer, nor is his werb-site currently available, as far as I could detect. This left me hanging as to how to implement the primary strategy accurately. He seems to keep the formula for arriving at this "A" value secret, other than to say that it is calculated using volatility data. He does give the A values for about 20 stocks, but these are applicable to 2001-2002 time frames and I did not find these to be helpful at all.
年:
2002
出版:
1st
出版社:
Wiley
语言:
english
页:
137
ISBN 10:
0471215511
ISBN 13:
9780471215516
系列:
Wiley trading
文件:
PDF, 11.23 MB
您的标签:
IPFS:
CID , CID Blake2b
english, 2002
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