Something Interesting to Read February 2016

[Sergey Golubev]

This is the thread about books related for stocks, forex, financial market and economics. Please make a post about books with possible cover image, short description and official link to buy (amazon for example).

Posts without books' presentation, without official link to buy and with refferal links will be deleted.

Posts with links to unofficial resellers will be deleted

• December thread 2013 is this one
  
• January 2014 thread is here 
  
• February 2014 is this thread 
  
• March 2014 thread is this one 
  
• April 2014 is this thread 
  
• May 2014 is this one 
  
• June 2014 is this thread 
  
• July 2014 is here 
  
• August is this thread 
  
• September 2014 thread is here 
  
• October 2014 is here 
  
• November 2014 is this one 
  
• December 2014 thread os this one 
  
• January 2015 thread is this one
  
• February 2015 is on this thread 
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• April 2015 reads is on this thread 
  
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• June 2015 thread is this one 
  
• July 2015 thread is this one 
  
• August 2015 thread is this one.
• September thread is this one.
• October 2015 thread is here.
• November 2015 books are on this thread.
• December 2015 thread is this one.
• January 2016 books are on this thread.
  

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Something Interesting to Read June 2014

Sergey Golubev, 2014.06.20 12:51

Day Trading the Currency Market: Technical and Fundamental Strategies To Profit from Market Swings

by Kathy Lien

Written by Kathy Lien—chief strategist for the number one online currency broker in the world—Day Trading the Currency Market reveals a variety of technical and fundamental profit-making strategies for trading the currency market, and provides a detailed look at how this market actually works. It contains actionable information and strategies, which can help you enter this highly competitive arena with confidence and exit with profits.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Something Interesting to Read December 2013

Sergey Golubev, 2013.12.20 09:13

Kathy Lien :

Day Trading and Swing Trading the Currency Market: Technical and Fundamental Strategies to Profit from Market Moves 

Discover a variety of technical and fundamental profit-making strategies for trading the currency market with the Second Edition of Day Trading and Swing Trading the Currency Market. In this book, Kathy Lien–Director of Currency Research for one of the most popular Forex providers in the world–describes everything from time-tested technical and fundamental strategies you can use to compete with bank traders to a host of more fundamentally-oriented strategies involving intermarket relationships, interest rate differentials, option volatility, news events, and central bank intervention.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Something Interesting to Read May 2014

Sergey Golubev, 2014.04.28 10:33

Chan: Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading)

Engaging and informative, Algorithmic Trading skillfully covers a wide array of strategies. Broadly divided into the mean-reverting and momentum camps, it lays out standard techniques for trading each category of strategies and, equally important, the fundamental reasons why a strategy should work. The emphasis throughout is on simple and linear strategies, as an antidote to the over-fitting and data-snooping biases that often plague complex strategies. Along the way, it provides comprehensive coverage of:

• Choosing the right automated execution platform as well as a backtesting platform that will allow you to reduce or eliminate common pitfalls associated with algorithmic trading strategies
• Multiple statistical techniques for detecting "time series" mean reversion or stationarity, and for detecting cointegration of a portfolio of instruments
• Simple techniques for trading mean-reverting portfolios—linear, Bollinger band, and Kalman filter—and whether using raw prices, log prices, or ratios make the most sense as inputs to these tests and strategies
• Mean-reverting strategies for stocks, ETFs, currencies, and futures calendar and intermarket spreads
• The four main drivers of momentum in stocks and futures, and strategies that can extract time series and cross sectional momentum
• Newer momentum strategies based on news events and sentiment, leveraged ETFs, order flow, and high-frequency trading
• Issues involving risk and money management based on the Kelly formula, but tempered with the author's practical experience in risk management involving black swans, Constant Proportion Portfolio Insurance, and stop losses
• Mathematics and software are the twin languages of algorithmic trading. This book stays true to that view by using a level of mathematics that allows for a more precise discussion of the concepts involved in financial markets. And it includes illustrative examples that are built around MATLAB© codes, which are available for download.

While Algorithmic Trading contains an abundance of strategies that will be attractive to both independent and institutional traders, it is not a step-by-step guide to implementing them. It offers a realistic assessment of common algorithmic trading techniques and can help serious traders further refine their skills in this field.

[asuransikita]

thank you gaess :)