Quality money management = process e...
Van Vliet, Benjamin.

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  • Quality money management = process engineering and best practices for systematic trading and investment /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    正題名/作者: Quality money management/ Andrew Kumiega, Benjamin Van Vliet.
    其他題名: process engineering and best practices for systematic trading and investment /
    作者: Kumiega, Andrew.
    其他作者: Van Vliet, Benjamin.
    出版者: Amsterdam ;Elsevier/Academic Press, : c2008.,
    面頁冊數: viii, 295 p. :ill. ;27 cm.
    叢書名: The financial market technology series
    內容註: Contents -- Preface -- CHAPTER 1Introduction -- CHAPTER 2Key Concepts and Definitions of Terms -- CHAPTER 3Overview of the Trading/Investment System Development Methodology -- CHAPTER 4Managing Design and Development -- CHAPTER 5Types of Trading Systems -- CHAPTER 6Stage 0: The Money Document -- STAGE 1: Design and Document Trading/Investment Strategy -- CHAPTER 7STAGE 1: Overview -- CHAPTER 8Describe Trading/Investment Idea -- CHAPTER 9Research Quantitative Methods -- CHAPTER 10Prototype in Modeling Software -- CHAPTER 11Check Performance -- CHAPTER 12Gate 1 -- STAGE 2: Backtest -- CHAPTER 13STAGE 2: Overview -- CHAPTER 14Gather Historical Data -- CHAPTER 15Develop Cleaning Algorithms -- CHAPTER 16Perform In Sample/ Out of Sample Tests -- CHAPTER 17Check Performance and Shadow Trade -- CHAPTER 18Gate 2 -- STAGE 3: Implement -- CHAPTER 19STAGE 3: Overview -- CHAPTER 20Plan and Document Technology Specifications -- CHAPTER 21Design System Architecture -- CHAPTER 22Build and Document the System -- CHAPTER 23Check Performance and Probationary Trade -- CHAPTER 24Gate 3 -- STAGE 4: Manage Portfolio and Risk -- CHAPTER 25 STAGE 4:Overview -- CHAPTER 26Plan Performance and Risk Processes -- CHAPTER 27Define Performance Controls -- CAHPTER 28Perform SPC Analysis -- CHAPTER 29Determine Causes of Variation -- CHAPTER 30Kaizen: Continuous Improvement.
    標題: Electronic trading of securities. -
    電子資源: http://www.sciencedirect.com/science/book/9780123725493An electronic book accessible through the World Wide Web; click for information
    電子資源: http://www.loc.gov/catdir/enhancements/fy0808/2007052636-d.html
    ISBN: 0123725496
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