Business & Money | Economics
Long/Short Market Dynamics
by Clive M. Corcoran 2020-04-17 15:46:21
image1
COMPARE PRICE
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 t... Read more
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 trader is far better equipped to profit in today’s more complex and risky markets. Long/Short Market Dynamics includes: A completely new technique, Comparative Quantiles Analysis, for identifying market turning points is introduced. It is based on statistical techniques that can be used to recognize money flow and price/momentum divergences that can provide substantial profit opportunities. Power laws, regime shifts, self-organized criticality, phase transitions, network dynamics, econophysics, algorithmic trading and other ideas from the science of complexity are examined. All are described as concretely as possible and avoiding unnecessary mathematics and formalism. Alpha generation, portfolio construction, hedge ratios, and beta neutral portfolios are illustrated with case studies and worked examples. Episodes of financial contagion are illustrated with a proposed explanation of their origins within underlying market dynamics Less
  • Publication date
  • Language
  • ISBN
  • February 6, 2007
  • eng
  • 9780470065310
autor-image
Clive M. Corcoran
Author
Clive M. Corcoran has been an active trader for many years on both sides of the Atlantic. He is also a trading software developer and consultant and focuses on risk reduction and market neutral strate...
Compare Prices
image
Buy GBP 49.50
Available Discount
12 % OFF
12% off Academic Book Titles (ebooks.com)
Show Coupon Code

See More Details

Description: Back to School Promotion at eBooks.com. 12% off Academic book titles. Landing page is on our academics category page. Static image.

10 % OFF
Save 10% OFF on Student Text Books (ebooks.com)
Show Coupon Code

See More Details

Description: Purchase textbooks at student discounts!

20 % OFF
20% Off on selected Categories
Show Coupon Code

See More Details

Description: 20% Off these Categories- Body Mind & Spirit, Family & Relationships, Foreign Language Study, History, Sports & Recreation. Offer Lasts all through January.

Related Books
view all
image1
An Example of Communal Currency: The Facts About the Guernsey Market House:
image1
The Theory of the Leisure Class:
image1
Frenzied Finance: The Crime of Amalgamated:
image1
International Finance:
image1
Principles of Islamic Accounting:
image1
The Institutional Foundations of East Asian Economic Development:
image1
Real Estate Development - 4th Edition:
image1
Indian Currency and Finance:
image1
Initiating, Managing and Sustaining Strategic Change:
image1
On The Principles of Political Economy and Taxation:
image1
A Revision of the Treaty; Being a Sequel of The Economic Consequence of the Peace:
image1
An Inquiry Into the Nature and Causes of the Wealth of Nations:
image1
Four Introductory Lectures on Political Economy:
image1
Migration of Financial Resources to Developing Countries:
image1
Tools für Projektmanagement, Workshops und Consulting:
image1
Management and Planning in the Leisure Industries:
image1
John Douglas's Guide to Landing a Career in Law Enforcement:
image1
Supply and Demand:
image1
External Finance and Adjustment:
image1
The Economic Consequences of the Peace:
image1
Creative Economy:
image1
The Bitcoin Standard:
image1
The Rise and Fall of Revenue Farming:
image1
Learning and Technological Change:
image1
Wiley Interpretation and Application of IFRS Standards:

Stay in touch.

© 2024 AMPLE READS