Long/short market dynamics : trading strategies for today's markets /
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Main Authors: | |
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Corporate Authors: | |
Published: |
John Wiley,
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Publisher Address: | Chichester, West Sussex, England ; Hoboken, NJ : |
Publication Dates: | 2007. |
Literature type: | eBook |
Language: | English |
Series: |
Wiley trading series |
Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119208914 |
Carrier Form: | 1 online resource (349 pages) : illustrations. |
Bibliography: | Includes bibliographical references (pages 329-333) and index. |
ISBN: |
9781119208914 1119208912 9780470065310 0470065311 |
Index Number: | HG4910 |
CLC: | F837.125 |
Contents: | Coming to terms with new market dynamics -- Range expansion and liquidity -- Comparative quantiles -- Volume as a leading indicator -- Alignments and divergences -- Volatility -- The morphology of gaps -- Correlation and convergence -- Random walks and power laws -- Regime shifts and stationarity -- Money management techniques -- Portfolio theory -- Alpha -- Markets as networks. |