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Trading Systems

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Cover of 'Trading Systems'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Processes
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    Chapter 2 More About Independence
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    Chapter 3 Conditional Probability in Practice
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    Chapter 4 Stationary Processes
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    Chapter 5 Normality
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    Chapter 6 Trends
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    Chapter 7 Autocorrelation
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    Chapter 8 Ljung-Box
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    Chapter 9 Periodogram
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    Chapter 10 Indicators
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    Chapter 11 Process of the AR ( p ) Type
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    Chapter 12 Generalizations
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    Chapter 13 The Complete Open-Loop Scheme
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    Chapter 14 Physical Realizability
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    Chapter 15 The Equity Line
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    Chapter 16 Predictions
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    Chapter 17 Optimal AR (p) in Practice
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    Chapter 18 Maps in Series
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    Chapter 19 Transfer Functions
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    Chapter 20 Simple Lag
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    Chapter 21 Gauss Filters
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    Chapter 22 Stability
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    Chapter 23 Lag Compensator
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    Chapter 24 Lead Compensator
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    Chapter 25 RLC Filter
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    Chapter 26 Leading Indicator
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    Chapter 27 Regularized Filter
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    Chapter 28 High-Pass Filter
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    Chapter 29 Frequency Transformation
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    Chapter 30 Gaussianization
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    Chapter 31 Feedback Trading
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    Chapter 32 Feedback Systems
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    Chapter 33 State Space Approach
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    Chapter 34 Sensitivity
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    Chapter 35 Butterworth Filter
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    Chapter 36 Frequency Response
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    Chapter 37 Signal-to-Noise Ratio: Tradability
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    Chapter 38 Equity StN
  40. Altmetric Badge
    Chapter 39 Meyer Optimum Trading System
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Title
Trading Systems
Published by
Springer-Verlag Mailand, January 2013
DOI 10.1007/978-88-470-2706-0
ISBNs
978-8-84-702705-3, 978-8-84-702706-0, 978-8-84-705566-7
Authors

Di Lorenzo, Renato, Renato Di Lorenzo