Forex Books - page 124

[yenPound]

a little old study on spot forex but  still insightful

[David Kelly]

I wrote a forex book myself , just published last May. Too bad they dont have English version 

 

 สอน forex ด้วยนักเทรดค่างเงินมืออาชีพกับคุณเกรียงไกร เจิมแพทย์จรรยา สถาบันของเราเน้นไปที่การสอนอย่างมีคุณภาพ เมื่อนักเรียนจบออกไปเเล้วสามารถเทรดได้อย่างเเน่นอน จะไม่มีคำว่าล้างพอร์ตอีกต่อไป

[whisperer]

fufighter:

I wrote a forex book myself , just published last May. Too bad they dont have English version 

 

 สอน forex ด้วยนักเทรดค่างเงินมืออาชีพกับคุณเกรียงไกร เจิมแพทย์จรรยา สถาบันของเราเน้นไปที่การสอนอย่างมีคุณภาพ เมื่อนักเรียนจบออกไปเเล้วสามารถเทรดได้อย่างเเน่นอน จะไม่มีคำว่าล้างพอร์ตอีกต่อไป

You wrote it?

Then how do you complain that there is no English version?

[techmac]

whisperer:

You wrote it?

Then how do you complain that there is no English version?

He did not (write it)

[handsomeboy]

The best book according to me is Thirty Days Of Forex Trading by Raghee Horner, you must read it. I found it very useful and resourceful.

[myname]

handsomeboy:
The best book according to me is Thirty Days Of Forex Trading by Raghee Horner, you must read it. I found it very useful and resourceful.

She is overestimated

[techmac]

seekers_:

Interesting book. Thanks

[John Seekers]

Bitcoin is an open source decentralized digital currency and a payment system. It has raised a lot of attention and interest worldwide and an increasing number of articles are devoted to its operation, economics and financial viability. This article reviews the econometric and mathematical tools which have been proposed so far to model the bitcoin price and several related issues, highlighting advantages and limits. We discuss the methods employed to determine the main characteristics of bitcoin users, the models proposed to assess the bitcoin fundamental value, the econometric approaches suggested to model bitcoin price dynamics, the tests used for detecting the existence of financial bubbles in bitcoin prices and the methodologies suggested to study the price discovery at bitcoin exchanges.

[John Seekers]

The aim of this paper is to compare the performances of the optimal strategy under parameters mis-specification and of a technical analysis trading strategy. The setting we consider is that of a stochastic asset price model where the trend follows an unobservable Ornstein-Uhlenbeck process. For both strategies, we provide the asymptotic expectation of the logarithmic return as a function of the model parameters. Finally, numerical examples find that an investment strategy using the cross moving averages rule is more robust than the optimal strategy under parameters mis-specification.

[yenPound]

http://repository.essex.ac.uk/16068/

http://repository.essex.ac.uk/16068/1/ThesisV10.pdf

In this thesis, we tackle the question of how newly available public information is absorbed in the FX market. The existing literature uses a standardized news transformation on macroeconomic data before using it in time-series models, due to a link between the transformation and the rational expectations hypothesis. Our results challenge a de facto approach by highlighting that the choice of the news transformation has a significant effect on the results. In addition, we propose several methodological improvements to the popular time-series approach. However, combining low frequency macroeconomic indicators and high-frequency FX processes in time-series models creates an ill-structured problem. To shed new light on the popular existing methodology, we propose an innovative way of restructuring the problem so that less restrictive methods - such as scaling laws, dominance testing and probability metrics - can be applied. Our results show weak evidence for a widely reported observation that new information causes elevated levels of volatility in FX markets, and in fact the reverse is observed in some cases. Further investigation reveals that the only significant factor driving FX news shocks is an anticipation effect of the news release. Once we account for the anticipation effect, we observe that most releases have positive influence irrespective of the sign of the data indicator released.