Expert Trading Systems

Expert Trading Systems

Expert Trading Systems "This book is an excellent introduction to advanced statistical modeling of financial markets. Wolberg's explanation of kernel regression is lucid and direct.

Author: John R. Wolberg

Publisher: John Wiley & Sons Incorporated

ISBN: UOM:39015055596210

Category: Business & Economics

Page: 264

View: 322

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast. Provides data modeling methodology used to develop trading systems. * Shows how to design, test, and measure the significance of results John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.
Categories: Business & Economics

Trading Systems and Methods

Trading Systems and Methods

1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing and optimum search techniques can be found in ...

Author: Perry J. Kaufman

Publisher: John Wiley & Sons

ISBN: 9781118236031

Category: Business & Economics

Page: 1208

View: 785

The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
Categories: Business & Economics

INTELLIGENCE FOR NONLINEAR DYNAMICS AND SYNCHRONISATION

INTELLIGENCE FOR NONLINEAR DYNAMICS AND SYNCHRONISATION

[78] R. Shiller, “From Efficient Market Theory to Behavioral Finance”, Journal of Economic Perspectives, 17, (2003). ... [85] J.R. Woldberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, (Wiley 2000).

Author: Abdelhamid Bouchachia

Publisher: Springer Science & Business Media

ISBN: 9789491216305

Category: Computers

Page: 306

View: 655

Over the past years, the appropriateness of Computational Intelligence (CI) techniques in modeling and optimization tasks pertaining to complex nonlinear dynamic systems has become indubitable, as attested by a large number of studies reporting on the successful application of CI models in nonlinear science (for example, adaptive control, signal processing, medical diagnostic, pattern formation, living systems, etc.). This volume summarizes the state-of-the-art of CI in the context of nonlinear dynamic systems and synchronization. Aiming at fostering new breakthroughs, the chapters in the book focus on theoretical, experimental and computational aspects of recent advances in nonlinear science intertwined with computational intelligence techniques. In addition, all the chapters have a tutorial-oriented structure.
Categories: Computers

Evidence Based Technical Analysis

Evidence Based Technical Analysis

J.R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression (New York: John Wiley & Sons, 2000). 15. J.F. Elder IV and D.E. Brown, “Induction and Polynomial Networks,” in Network Models for Control and ...

Author: David Aronson

Publisher: John Wiley & Sons

ISBN: 9781118160589

Category: Business & Economics

Page: 544

View: 559

Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
Categories: Business & Economics

Data Analysis Using the Method of Least Squares

Data Analysis Using the Method of Least Squares

[WO00] J. R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, Wiley, 2000. [ZE98] J. Zelis, SPSS Advanced Statistics 6.1, UCL Institut de Statistique, 1998. [ST03] Statistica Electronic Textbook, ...

Author: John Wolberg

Publisher: Springer Science & Business Media

ISBN: 9783540317203

Category: Mathematics

Page: 250

View: 881

Develops the full power of the least-squares method Enables engineers and scientists to apply the method to their specific problem Deals with linear as well as with non-linear least-squares, parametric as well as non-parametric methods
Categories: Mathematics

Computational Intelligence in Economics and Finance

Computational Intelligence in Economics and Finance

Blackwell 1.94 Wolberg, J. (2000): Expert Trading Systems: Modeling Financial Markets with Kernel Regression. Wiley 1.95 Zirilli, J. (1996): Financial Prediction Using Neural Networks. International Thomson Publishing 1.96 Zopounidis, ...

Author: Paul P. Wang

Publisher: Springer Science & Business Media

ISBN: 9783662063736

Category: Business & Economics

Page: 480

View: 546

Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.
Categories: Business & Economics

Designing Quantitative Experiments

Designing Quantitative Experiments

[TV04] J. Tvrdik, I. Krivy, Comparison of Algorithms for Nonlinear Regression Estimates, Compstat'2004 Symposium, ... [WO00] J. R. Wolberg, Expert Trading Systems: Modeling Financial Markets with Kernel Regression, Wiley, 2000.

Author: John Wolberg

Publisher: Springer Science & Business Media

ISBN: 9783642115899

Category: Technology & Engineering

Page: 208

View: 857

Early in my career I was given the task of designing a sub-critical nuclear reactor facility that was to be used to perform basic research in the area of reactor physics. We planned to run a series of experiments to determine fundamental parameters related to the distribution of neutrons in such s- tems. I felt that it was extremely important to understand how the design would impact upon the accuracy of our results and as a result of this - quirement I developed a design methodology that I subsequently called prediction analysis. After working with this method for several years and applying it to a variety of different experiments, I wrote a book on the subject. Not surprisingly, it was entitled Prediction Analysis and was p- lished by Van Nostrand in 1967. Since the book was published over 40 years ago science and technology have undergone massive changes due to the computer revolution. Not - ly has available computing power increased by many orders of magnitude, easily available and easy to use software has become almost ubiquitous. In the 1960's my emphasis was on the development of equations, tables and graphs to help researchers design experiments based upon some we- known mathematical models. When I reconsider this work in the light of today's world, the emphasis should shift towards applying current techn- ogy to facilitate the design process.
Categories: Technology & Engineering

CMT Level III 2016

CMT Level III 2016

The trend component is itself nonlinear, created using kernel regression. one process used for verifying that the ... Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New york: John Wiley & Sons, 2000).

Author: Mkt Tech Assoc

Publisher: John Wiley & Sons

ISBN: 9781119222712

Category: Business & Economics

Page: 1040

View: 186

Everything you need to pass Level III of the CMT Program CMT Level III 2016: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, analysis, and ethics. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III.
Categories: Business & Economics

CMT Level III 2020

CMT Level III 2020

The Integration of Technical Analysis Wiley ... 1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing ...

Author: Wiley

Publisher: John Wiley & Sons

ISBN: 9781119674566

Category: Business & Economics

Page: 944

View: 930

Everything you need to pass Level III of the CMT Program CMT Level III 2020: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, and analysis. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III CMT Exam.
Categories: Business & Economics

CMT Level III 2019

CMT Level III 2019

The Integration of Technical Analysis Wiley ... 1 John R. Wolberg, Expert Trading Systems: Modeling Financial Markets Using Kernel Regression (New York: John Wiley & Sons, 2000). 2 A thorough presentation of both step-forward testing ...

Author: Wiley

Publisher: John Wiley & Sons

ISBN: 9781119543558

Category: Business & Economics

Page: 944

View: 449

Everything you need to pass Level III of the CMT Program CMT Level III 2019: The Integration of Technical Analysis fully prepares you to demonstrate competency integrating basic concepts in Level I with practical applications in Level II, by using critical analysis to arrive at well-supported, ethical investing and trading recommendations. Covered topics include: asset relationships, portfolio management, behavioral finance, volatility, and analysis. The Level III exam emphasizes risk management concepts as well as classical methods of technical analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level III CMT Exam.
Categories: Business & Economics