Long/short market dynamics:trading strategies for today's markets
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Main Authors: | |
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Published: |
John Wiley,
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Publisher Address: | Chichester, West Sussex, England Hoboken, NJ |
Publication Dates: | c2007. |
Literature type: | Book |
Language: | English |
Series: |
Wiley trading series |
Subjects: | |
Carrier Form: | 349 p.: ill. ; 26 cm. |
ISBN: |
9780470057285 (cloth : alk. paper) 0470057289 (cloth : alk. paper) |
Index Number: | F837 |
CLC: | F837.125 |
Call Number: | F837.125/C793 |
Contents: |
Includes bibliographical references (p. [329]-333) and index. 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. |