000 03429nam a22005055i 4500
001 978-88-470-2706-0
003 DE-He213
005 20200420211738.0
007 cr nn 008mamaa
008 120803s2013 it | s |||| 0|eng d
020 _a9788847027060
_9978-88-470-2706-0
024 7 _a10.1007/978-88-470-2706-0
_2doi
050 4 _aHG1-HG9999
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332
_223
100 1 _aDi Lorenzo, Renato.
_eauthor.
245 1 0 _aTrading Systems
_h[electronic resource] :
_bTheory and Immediate Practice /
_cby Renato Di Lorenzo.
264 1 _aMilano :
_bSpringer Milan :
_bImprint: Springer,
_c2013.
300 _aXVI, 232 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aPerspectives in Business Culture,
_x2280-1464
505 0 _aPart I -- 1 Processes -- 2 More About Independence -- 3 Conditional Probability in Practice -- 4 Stationary Processes -- 5 Normality -- 6 Trends -- 7 Autocorrelation -- 8 Ljung-Box -- 9 Periodogram -- Part II -- 10 Indicators -- 11 Process of the AR(p) type -- 12 Generalizations -- 13 The complete open-loop scheme -- 14 Physical realizability -- 15 The equity line -- 6 Predictions -- 17 Optimal AR(p) in practice -- 18 Maps in series -- Part III -- 19 Transfer Functions -- 20 Simple lag -- 21 Gauss Filters -- 22 Stability -- 23 Lag compensator -- 24 Lead compensator -- 25 RLC filter -- 26 Leading indicator -- 27 Regularized filter -- 28 High pass filter -- 29 Frequency transformation -- 30 Gaussianization -- Part IV -- 31 Feedback trading -- 32 Feedback systems -- Part V -- 33 State Space Approach -- 34 Sensitivity -- 35 Butterworth filter -- 36 Frequency response -- 37 Signal to noise ratio; tradability -- 38 Equity StN -- 39 Meyer's optimum trading system.
520 _aFor years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso's recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them - starting with the more complicated - can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty.
650 0 _aFinance.
650 0 _aEconomics, Mathematical.
650 0 _aPopular works.
650 0 _aControl engineering.
650 1 4 _aFinance.
650 2 4 _aFinance, general.
650 2 4 _aPopular Science, general.
650 2 4 _aQuantitative Finance.
650 2 4 _aControl.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9788847027053
830 0 _aPerspectives in Business Culture,
_x2280-1464
856 4 0 _uhttp://dx.doi.org/10.1007/978-88-470-2706-0
912 _aZDB-2-SBE
942 _cEBK
999 _c50512
_d50512