金融市場投資戦略改善のための数理的手法 Trading Tactics in the Financial Market : Mathematical Methods to Improve Performance

著者名：Mak, Don K.

Springer（2021/07/29発売）

• 言語：ENG
• ISBN：9783030706210
• eISBN：9783030706227

Description

Financial markets are not predictable, let alone controllable.  The one thing traders and investors can control is their trading tactics, where some can have higher probability of profitability than others.  This book explains, by using phase analysis, why some of the indicators, and trading tactics would work better than others, and why some indicators and trading tactics would perform poorly.  Emphasis is placed on Awesome Oscillator and Accelerator Oscillator, which are based on Simple Moving Average, a popular tool employed by traders. They are then compared to Moving Average Convergence-Divergence (MACD) and MACD Histogram (MACDH), which are based on exponential moving averages. By varying the parameters of MACD and MACDH, one can change the phase or time delay, and possibly make a larger profit.

This book is for practitioners, and includes all MATLAB programs used in the book.

Table of Contents

Chapter 1: Trading Tactics in Technical Analysis.- Chapter 2: Market Turning Points.- Chapter 3: Simple Moving Average.- Chapter 4: Exponential Moving Average.- Chapter 5: Awesome Oscillator and Accelerator Oscillator.- Chapter 6: Moving Average Convergence-Divergence and its Histogram.- Chapter 7: Trading Tactics in the Real Market.- Chapter 8: Analysis of the Trading Tactics.- Chapter 9: Epilogue.- Appendix.- Bibliography.- Index.