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【资料名称】:Cycle Analytics for Traders 【资料描述】:
Cycle Analytics for Traders mobi格式
Cycle Analytics for Traders Advanced Technical Trading Concepts pdf格式 71M高清
Cycle Analytics for Traders: Advanced Technical Trading Concepts
中文书名: 交易商+下载软件周期分析:先进的技术交易的概念
作者: John F. Ehlers;
ISBN13: 9781118728512
类型: 精装
出版日期: 2014-03-18
出版社: John Wiley & Sons
页数: 235
重量(克): 430
尺寸: 162 x 235 x 22 mm
商品简介
A technical resource for self-directed traders who want to understand the scientific underpinnings of the filters and indicators used in trading decisions
This is a technical resource book written for self-directed traders who want to understand the scientific underpinnings of the filters and indicators they use in their trading decisions. There is plenty of theory and years of research behind the unique solutions provided in this book, but the emphasis is on simplicity rather than mathematical purity. In particular, the solutions use a pragmatic approach to attain effective trading results. Cycle Analytics for Traders will allow traders to think of their indicators and trading strategies in the frequency domain as well as their motions in the time domain. This new viewpoint will enable them to select the most efficient filter lengths for the job at hand.
Shows an awareness of Spectral Dilation, and how to eliminate it or to use it to your advantage
Discusses how to use Automatic Gain Control (AGC) to normalize indicator amplitude swings
Explains thinking of prices in the frequency domain as well as in the time domain
Creates an awareness that all indicators are statistical rather than absolute, as implied by their single line displays
Sheds light on several advanced cookbook filters
Showcases new advanced indicators like the Even Better Sinewave and Decycler Indicators
Explains how to use transforms to improve the display and interpretation of indicators
作者简介:
John is an Electrical Engineer, receiving his BSEE and MSEE from the University of Missouri and did his doctoral work at The George Washington University, specializing in Fields & Waves and Information Theory. He has retired as a Senior Engineering Fellow from Raytheon. He has been a private trader since 1976.
John is a pioneer in introducing the MESA cycles-measuring algorithm and the use of digital signal processing in technical analysis. He developed Maximum Entropy Spectrum Analysis (MESA) over three decades ago. The program has evolved with the increased capacity of modern computers.
John has written extensively about quantitative algorithmic trading using advanced DSP (Digital Signal Processing) and has spoken internationally on the subject. His books include "MESA and Trading Market Cycles", "Rocket Science for Traders", and "Cybernetic Analysis for Stocks and Futures". His most recent book is "Cycle Analytics for Traders", which contains new and unique filters and indicators. His approach is unique. Any technique must first work on theoretical waveforms before testing against real-world data is attempted.
John is a co-founder of StockSpotter.com and a principal of MESA Vector Asset Management.
Table of contents (17chapters)
Preface ix
About the Author xiii
Chapter 1 Unified Filter Theory 1
Chapter 2 SMAs, EMAs, or Other? 15
Chapter 3 Smoothing Filters on Steroids 25
Chapter 4 Decyclers 39
Chapter 5 Band-Pass Filters 47
Chapter 6 Market Structure and the HurstCoefficient 63
Chapter 7 Spectral Dilation 77
Chapter 8 Autocorrelation 91
Chapter 9 Fourier Transforms 115
Chapter 10 Comb Filter Spectral Estimates125
Chapter 11 Adaptive Filters 135
Chapter 12 The Even Better SinewaveIndicator 159
Chapter 13 Convolution 165
Chapter 14 The Hilbert Transformer 175
Chapter 15 Indicator Transforms 195
Chapter 16 SwamiCharts 203
Chapter 17 Swing-Trading Strategies 217
About the Website 231
Index 233
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