Modeling maximum trading profits with C++ : New trading and money management concepts

This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval...

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Autor principal: Salov, Valerii
Formato: Livro
Idioma:Undetermined
Publicado em: Hoboken, N.J. J. Wiley & Sons 2007
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Descrição
Resumo:This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible.