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| Author | : Fernando Fernández Rodríguez |
| Publisher | : |
| Total Pages | : 20 |
| Release | : 2000 |
| Genre | : |
| ISBN | : |
| Author | : Fernando Fernández Rodríguez |
| Publisher | : |
| Total Pages | : 20 |
| Release | : 1999 |
| Genre | : |
| ISBN | : |
| Author | : Ulrike Ludden |
| Publisher | : Lit Verlag |
| Total Pages | : 106 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : |
" During the last decades, the international financial markets saw enormous developments. Today, every newspaper offers advice on investment strategies and analysts seemingly earn money by drawing magic lines through prices series. Even though more and more traders rely on technical analysis, economists remain sceptical. How can the apparent success of technical trading strategies be reconciled with efficient market theories? This book mainly consists of three parts. The first part critically reviews the empirical literature on technical analysis and suggests to leave behind profitability calculations in favor of a systematic approach to analyzing trading rules, where special attention is given to the evaluation of the rules' forecasts. The second part presents the results of an empirical analysis that covers 5 exchange rates series spanning more than 20 years. In the third part, the theoretical background as well as the implications of a widespread use of technical analysis are critically discussed. The thorough overview presented here lays a foundation for further discussions of technical analyses and its effects on markets. "
| Author | : Jessica James |
| Publisher | : John Wiley & Sons |
| Total Pages | : 674 |
| Release | : 2012-05-29 |
| Genre | : Business & Economics |
| ISBN | : 1118445775 |
Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.
| Author | : Emmanual Acar |
| Publisher | : Butterworth-Heinemann |
| Total Pages | : 474 |
| Release | : 2002-06-05 |
| Genre | : Business & Economics |
| ISBN | : 9780750655163 |
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
| Author | : Fernando Fernández Rodríguez |
| Publisher | : |
| Total Pages | : |
| Release | : 2003 |
| Genre | : |
| ISBN | : |
In this paper we assess the economic significance of the nonlinear predictability of EMS exchange rates. To that end, and using daily data for nine EMS currencies covering the 1st January 1978-31st December 1994 period, we consider nearest-neighbor nonlinear predictors, transforming their forecasts into a technical trading rule, whose profitability has been evaluated against the traditional moving average trading rules, considering both interest rates and transaction costs. Our results suggest that in most cases, a trading rule based on a nonlinear predictor outperforms the moving average, both in terms of returns and in terms of the ideal profit and the Sharpe ratio profitability indicators.
| Author | : Roberto Dieci |
| Publisher | : Springer |
| Total Pages | : 384 |
| Release | : 2014-07-26 |
| Genre | : Business & Economics |
| ISBN | : 3319074709 |
This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
| Author | : Luc Bauwens |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 310 |
| Release | : 2007-12-31 |
| Genre | : Business & Economics |
| ISBN | : 3790819921 |
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.
| Author | : Young Ho Seo |
| Publisher | : www.algotrading-investment.com |
| Total Pages | : 128 |
| Release | : |
| Genre | : Business & Economics |
| ISBN | : |
This book is another effort for me to introduce the scientific trading for the trading community in Forex and Stock market. In my previous five books, I provided the details on how technical analysis can predict the market in conjunction with fractal wave. However, I felt that I could expand this on other technical analysis outside Support, Resistance, Triangle Pattern, Fibonacci Analysis, Harmonic Pattern, Elliott Wave, and X3 Chart Pattern. Hence, I chosen the supply and demand analysis to accomplish this goal. My goal was to provide you more practical trading examples. So that you can learn how to make use of the fractal wave in practice for your trading. The idea behind the supply and demand analysis starts with understanding the supply and demand curve in Economics. However, you do not need the deep understanding of the supply demand curve and Economics to use this technique. Hence, this technical analysis is accessible by anyone. In fact, the supply and demand analysis shares some common attributes with the volume spread analysis (VSA) devised by Richard Wyckoff. For example, the supply and demand analysis uses the price pattern based on the key area in the price analysis. The supply and demand analysis is the simple and straightforward price pattern analysis. In addition, the demand supply zone can be used as the support resistance too. We demonstrate how to use the demand supply zone as the support resistance in this book. Supply and demand trading does not require any complicated technical indicators or math skills. However, it purely focuses on the price itself. As it is the effective tool for your trading, I believe that many people will love to have this technical analysis on their toolbox. My latest book tends to be easier to read as I put a lot of effort to find the simplest explanation as possible. This book is easy to read too. In addition to the supply and demand analysis, this book covers other technical analysis in brief. This will help you to compare the supply and demand analysis with other technical analysis. However, this does not mean that this book is comprehensive to explain all the technical analysis in details. If you are looking to explore other technical analysis in details outside the supply and demand analysis, then I will recommend reading my previous books. In the list below, I put the easy to read book on top. Try to read the easy to read book first and try to read the harder book later to improve your trading and investment. · Technical Analysis in Forex and Stock Market (Supply and Demand Analysis and Support Resistance) · Science Of Support, Resistance, Fibonacci Analysis, Harmonic Pattern, Elliott Wave and X3 Chart Pattern (In Forex and Stock Market Trading) · Profitable Chart Patterns in Forex and Stock Market (Fibonacci Analysis, Harmonic Pattern, Elliott Wave, and X3 Chart Pattern) · Guide to Precision Harmonic Pattern Trading (Mastering Turning Point Strategy for Financial Trading) · Scientific Guide to Price Action and Pattern Trading (Wisdom of Trend, Cycle, and Fractal Wave) · Predicting Forex and Stock Market with Fractal Pattern (Science of Price and Time)
| Author | : Cornelius Luca |
| Publisher | : Penguin Adult HC/TR |
| Total Pages | : 392 |
| Release | : 2000 |
| Genre | : Business & Economics |
| ISBN | : |
The introduction of the Euro and the recent explosion of electronic trading have changed the outlook of the foreign exchange market dramatically. This is an easy-to-follow road map for anyone entering the world of technical analysis. It explains the fundamentals of technical analysis and how it applies to foreign exchange.
