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Description of The Encyclopedia of Trading Strategies

"The authors extract some sobering trading edicts the good old-fashioned way - analysis by the scientific method. Here we see the fruits of detailed and methodical research, both the long and short of it...These results will certainly affect my own trading designs!" - Mark Jurik Editor, "Computerized Trading". "If you're the type of trader who wants to build his or her own systems, this book is for you!" - Murray Ruggiero, Jr. Contribuitng Editor, "Futures magazine". "I have known Jeff Katz for years. He has worked on a number of my projects, always exhibiting a high degree of professionalism, attention to detail, and thoroughness. The same craftsmanship is apparent throughout this book." - Robert Pardo President, Pardo Capital Limited.

Title Information

ISBN:

9780070580992

Pages:

376 pages

Format:

Hardback

Product Code:

12709

Publisher:

McGraw-Hill

Published:

01/03/2000

Edition:

1st Edition

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About Jeffrey Owen Katz and Donna Mccormick

Jeffrey Katz is founder and president of Scientific Consultants Services, Inc., a firm which provides custom programming and publicly available software for traders. He specializes in applying artificial intelligence technologies to trading and has developed two AI-based trading software programs, N-TRAIN and LOGINVOLVE. He has published a number of articles in Technical Analysis of Stocks and Commodities, PC II, and Neuro Ve$t Journal. He wrote two chapters in the book, Virtual Trading. He holds a masters degree in mathematics and a Ph.D. in psychophysiology from the University of Lancaster in England. He is a member of MENSA. Donna McCormick is vice president of Scientific Consultants Services, Inc. She specializes in the design of trading systems using Omega Research's products, the leading provider of system development tools in the trading industry. She has co-written several articles for Technical Analysis of Stocks and Commodities.

Contents of The Encyclopedia of Trading Strategies

Preface

Part One: Tools of the Trade

1. Data
2. Simulators
3. Optimizers and Optimazation
4. Statistics

Part Two: The Study of Entries

5. Breakout Models
6. Moving-Average Models
7. Oscillator-Based Entries
8. Seasonality
9. Lunar and Solar Rhythms
10. Cycle-Based Entries
11. Neural Networks
12. Genetic Algorithms

Part Three: The Study of Exits

13. The Standard Exit Strategy
14. Improvements on the Standard Exit
15. Adding Artificial Intelligence to Exits

Conclusion
Notice
Appendix
Index