Modeling Maximum Trading Profits with C++
(Sprache: Englisch)
Modeling Maximum Trading Profits with C++ is a nuts-and-bolts "how-to" guide for calculating potential profit. It also provides an overview of issues related to money management, trading, and C++. This book shows readers how to effectively calculate the...
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Modeling Maximum Trading Profits with C++ is a nuts-and-bolts "how-to" guide for calculating potential profit. It also provides an overview of issues related to money management, trading, and C++. This book shows readers how to effectively calculate the potential profit in a market under conditions of variable transaction costs and outlines optimal money management, which maximizes profits and minimizes risks. It introduces new notions of s-function, s-matrix, s-interval, polarities of s-intervals, and applies them for building the r- and l-algorithms and the first and second profit and loss reserve algorithms. The companion CD-ROM allows traders to test the concepts described throughout this comprehensive resource, before they attempt to use them in real-world situations.
Klappentext zu „Modeling Maximum Trading Profits with C++ “
An original and thought-provoking approach to trading Modeling Maximum Trading Profits with C++ is a nuts-and-bolts "how-to" guide for calculating potential profit. It also provides an overview of issues related to money management, trading, and C++. This book shows readers how to effectively calculate the potential profit in a market under conditions of variable transaction costs and outlines optimal money management, which maximizes profits and minimizes risks. It introduces new notions of s-function, s-matrix, s-interval, polarities of s-intervals, and applies them for building the r- and l-algorithms and the first and second profit and loss reserve algorithms. The companion CD-ROM allows traders to test the concepts described throughout this comprehensive resource, before they attempt to use them in real-world situations.Valerii Salov, PhD (Savoy, IL) is Vice President and Director of Financial Product Development for Toolkit at NumeriX LLC.
"A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#."
-Ralph Vince
The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same.
This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible.
Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion CD-ROM is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
-Ralph Vince
The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same.
This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible.
Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion CD-ROM is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
Inhaltsverzeichnis zu „Modeling Maximum Trading Profits with C++ “
- Preface.- Acknowledgments.
CHAPTER 1 Potential Profit as a Measure of Market Performance.
- Profit and Potential Profit.
- Price Flow and C++.
- Pardo's Potential Profit.
- Conclusions.
CHAPTER 2 Potential Profit and Transaction Costs.
- What Is a Trading Strategy?
- Properties of Potential Profit Strategy.
- Transaction Costs.
- Transaction Costs and C++.
- Profit-and-Loss Function.
- Conclusions.
CHAPTER 3 R- and L-Algorithms for Maximum Profit Strategy.
- S-Function and S-Matrix.
- S-Interval and Its Boundaries.
- The Best Buying and Selling Points on the S-Interval.
- Polarity of S-Intervals.
- R-Algorithm.
- L-Algorithm.
- C++ Implementation.
- C++ Program Evaluating Potential Profit.
- Conclusions.
CHAPTER 4 Money Management and Discrete Nature of Trading.
- Denominations.
- Induction and Trading Account Size.
- Growth Function and Optimal B.
- Discrete Nature of Trading.
- Conclusions.
CHAPTER 5 Money Management for Potential Profit Strategy.
- The Best Allocation Fraction for Potential Profit Strategy.
- Self-Financing Restriction.
- Minimal A0.
- Actions and Positions Test4.cpp.
- The First and Second P&L Reserves.
- Rules for Offsetting Positions.
- Classes Trade and Trades.
- Class Position.
- Using Position and Trades Test5.cpp.
- Conclusions.
CHAPTER 6 Best to Better.
- Algorithm for the First Profit-and-Loss Reserve Strategy.
- Algorithm for the Second P&L Reserve Strategy.
- Program Applying Three Algorithms.
- Conclusions.
CHAPTER 7 Direct Applications.
- Only in the Past.
- Sleeping Beauty.
- War and Peace.
- Conclusions.
CHAPTER 8 Indicators Based on Potential Profit.
- Performance Measures and Indicators.
- Strategy Evaluation.
- Conclusions.
CHAPTER 9 Statistics of Trades and Potential Profit.
- Statistical Properties of Trades.
- Program Evaluating Strategy and Trades.
- Conclusions.
CHAPTER 10 Comparing Markets.
- Time Frame and Prices.
- Selected Contracts.
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... mehr
Data File Format.
- Results of Applications of Maxprof3 and Evaluate.
- Multimarket Potential Profit Algorithms.
- Epilogue.
- Conclusions.
- Bibliography and Sources.
- About the CD-ROM.
- Index.
- Results of Applications of Maxprof3 and Evaluate.
- Multimarket Potential Profit Algorithms.
- Epilogue.
- Conclusions.
- Bibliography and Sources.
- About the CD-ROM.
- Index.
... weniger
Autoren-Porträt von Valerii Salov
VALERII SALOV, PHD, is Vice President and Director of Financial Product Development for Toolkit at NumeriX LLC, a firm that provides software solutions for the pricing and management of derivatives. Previously, Salov worked at Merrill Lynch, where he helped develop automated systems for trading futures, equities, and foreign exchange. He received a PhD in analytical chemistry from the Russian Academy of Sciences.
Bibliographische Angaben
- Autor: Valerii Salov
- 2007, 1. Auflage., 264 Seiten, Maße: 18,9 x 23,4 cm, Kartoniert (TB), Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0470086238
- ISBN-13: 9780470086230
Sprache:
Englisch
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