The logical trader: applying a method to the madness

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The logical trader: applying a method...

The logical trader: applying a method to the madness

Name: The logical trader: applying a method to the madness
ISBN: 9780471215516

Mark B. Fisher

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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.

श्रेणियाँ:

Business & Economics

साल:

2002

संस्करण:

1st

प्रकाशन:

Wiley

भाषा:

english

पृष्ठ:

137