Deploying Computer Algorithms to Conquer the Markets
Author: Ernest P. Chan
Publisher: John Wiley & Sons
Category: Business & Economics
Order Flow -- Cross-Exchange Arbitrage -- Summary -- Exercises -- Chapter 8: Algorithmic Trading Is Good for Body and Soul -- Your Mind and Your Health -- Trading as a Service -- Does This Stuff Really Work? -- Keeping Up with the Latest Trends -- Managing Other People's Money -- Conclusion -- Bibliography -- About the Author -- Index -- EULA
Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
In its 114th year, Billboard remains the world's premier weekly music publication and a diverse digital, events, brand, content and data licensing platform. Billboard publishes the most trusted charts and offers unrivaled reporting about the latest music, video, gaming, media, digital and mobile entertainment issues and trends.
Developing a Profitable Trading System with State-of-the-Art Technologies
Author: Murray A. Ruggiero
Publisher: John Wiley & Sons
Category: Business & Economics
"The computer can do more than show us pretty pictures. [It] can optimize, backtest, prove or disprove old theories, eliminate the bad ones and make the good ones better. Cybernetic Trading Strategies explores new ways to use the computer and finds ways to make a valuable machine even more valuable." ––from the Foreword by John J. Murphy. Until recently, the computer has been used almost exclusively as a charting and data–gathering tool. But as traders and analysts have quickly discovered, its capabilities are far more vast. Now, in this groundbreaking new book, Murray Ruggiero, a leading authority on cybernetic trading systems, unlocks their incredible potential and provides an in–depth look at the growing impact of advanced technologies on intermarket analysis. A unique resource, Cybernetic Trading Strategies provides specific instructions and applications on how to develop tradable market timing systems using neural networks, fuzzy logic, genetic algorithms, chaos theory, and machine induction methods. Currently utilized by some of the most powerful financial institutions in the world––including John Deere and Fidelity Investments––today′s advanced technologies go beyond subjective interpretations of market indicators to enhance traditional analysis. As a result, existing trading systems gain a competitive edge. Ruggiero reveals how "incorporating elements of statistical analysis, spectral analysis, neural networks, genetic algorithms, fuzzy logic, and other high–tech concepts into a traditional technical trading system can greatly improve the performance of standard trading systems." For example: spectral analysis can be used to detect when a market is trending earlier than classical indicators such as ADX. Drawing on his extensive research on market analysis, Ruggiero provides an incisive overview of cyber–systems––systems that, when applied correctly, can increase trading returns by as much as 200% to 300%. The author covers a wide range of important topics, examining classical technical analysis methodologies and seasonal trading, as well as statistically based market prediction and the mechanization of subjective methods such as candlestick charts and the Elliott Wave. Precise explanations and dozens of real–world examples show you how to: ∗ Incorporate advanced technologies into classical technical analysis methodologies. ∗ Identify which of these technologies have the most market applicability. ∗ Build trading systems to maximize reliability and profitability based on your own risk/reward criteria. Most importantly, Cybernetic Trading Strategies takes you step by step through system testing and evaluation, a crucial step for controlling risk and managing money. With up–to–date information from one of the field′s leading authorities, Cybernetic Trading Strategies is the definitive guide to developing, implementing, and testing today′s cutting–edge computer trading technologies.
Hands-On for Developers and Technical Professionals
Author: Jason Bell
Publisher: John Wiley & Sons
Dig deep into the data with a hands-on guide to machinelearning Machine Learning: Hands-On for Developers and TechnicalProfessionals provides hands-on instruction and fully-codedworking examples for the most common machine learning techniquesused by developers and technical professionals. The book contains abreakdown of each ML variant, explaining how it works and how it isused within certain industries, allowing readers to incorporate thepresented techniques into their own work as they follow along. Acore tenant of machine learning is a strong focus on datapreparation, and a full exploration of the various types oflearning algorithms illustrates how the proper tools can help anydeveloper extract information and insights from existing data. Thebook includes a full complement of Instructor's Materials tofacilitate use in the classroom, making this resource useful forstudents and as a professional reference. At its core, machine learning is a mathematical, algorithm-basedtechnology that forms the basis of historical data mining andmodern big data science. Scientific analysis of big data requires aworking knowledge of machine learning, which forms predictionsbased on known properties learned from training data. MachineLearning is an accessible, comprehensive guide for thenon-mathematician, providing clear guidance that allows readersto: Learn the languages of machine learning including Hadoop,Mahout, and Weka Understand decision trees, Bayesian networks, and artificialneural networks Implement Association Rule, Real Time, and Batch learning Develop a strategic plan for safe, effective, and efficientmachine learning By learning to construct a system that can learn from data,readers can increase their utility across industries. Machinelearning sits at the core of deep dive data analysis andvisualization, which is increasingly in demand as companiesdiscover the goldmine hiding in their existing data. For the techprofessional involved in data science, Machine Learning:Hands-On for Developers and Technical Professionals providesthe skills and techniques required to dig deeper.
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
'Welcome to the future.' The early decades of the twenty-first century. All the wars have been won. There are no rogue states. The secret services of the world keep the planet electronically monitored, safe from all threat. There is no one left for United States and the Eurozone to fight. Except each other. A mysterious time traveller offers a better future - he has a time machine, and with it, humanity could reach the next stage of evolution, they could share its secrets and become the new Lords of Time... ...either that, or someone could keep the technology for themselves and use it to fight the ultimate war. A Classic Doctor Who Adventure featuring the Eighth Doctor as played by Paul McGann.