Verlag:
John Wiley & Sons, Chichester, West Sussex, England
Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional...
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Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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Standort:
Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
Fernleihe:
keine Fernleihe
Standort:
Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
Fernleihe:
keine Fernleihe
Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective. The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active tr
Includes bibliographical references (p. [329]-333) and index
Electronic reproduction; Available via World Wide Web
Long/Short Market Dynamics: Trading Strategies for Today's Markets; Contents; 1 Coming to Terms with New Market Dynamics; 2 Range Expansion and Liquidity; 3 Comparative Quantiles; 4 Volume as a Leading Indicator; 5 Alignments and Divergences; 6 Volatility; 7 The Morphology of Gaps; 8 Correlation and Convergence; 9 Random Walks and Power Laws; 10 Regime Shifts and Stationarity; 11 Money Management Techniques; 12 Portfolio Theory; 13 Alpha; 14 Markets as Networks; Notes; Bibliography; Index