Long/short market dynamics : trading strategies for todayʹs markets /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex, England :
John Wiley & Sons,
c2007.
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| Series: | Wiley trading series
|
| Subjects: | |
| Online Access: | http://www.loc.gov/catdir/toc/ecip074/2006036079.html http://www.loc.gov/catdir/enhancements/fy0741/2006036079-d.html |
Table of Contents:
- Coming to terms with new market dynamics
- Range expansion and liquidity
- Comparative quantiles
- Volume as a leading indicator
- Alignments and divergences
- Volatility
- The morphology of gaps
- Correlation and convergence
- Random walks and power laws
- Regime shifts and stationarity
- Money management techniques
- Portfolio theory
- Alpha
- Markets as networks.