M Schoeffel

Trading Systems: How-to Outperform Markets Using Algorithmic Systems (2nd Edition) M Schoeffel

Publisher Marketing: This reference-book from the Fudancy research group include all our publications in electronic kindle or paperback formats. Practitioners of algorithmic finance and trading-strategy makers will find in this compendium a wide range of ideas and results always expressed in a simple and easily readable way. Our results are rooted on solid academic issues which are developed in this series. From this basis, we can show how to move from the rational arguments towards the practice of markets with completely defined working codes on major futures on commodities (energy and precious metals), futures on DAX, Kikkei, Euro, Pound and major pairs on FOREX. The main trading strategies on all these financial series are described completely, together with their variants. While reading this reference-book, you will get a full understanding of market equations at intra-day scales, how to convert these equations into strategies, bootstrapping, over-fitting issues, stress-tests as well as advanced techniques in statistics. To make easier the practice of systematic trading on existing platforms like Meta-Quote, we provide also programming lessons with full content codes with detailed explanations on main trading strategies.