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Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques
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Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Harnessing the Power of Quantitative Techniques to Create Hardcover - 2003 - 1st Edition

by Lars Kestner


From the publisher

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.

Details

  • Title Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Harnessing the Power of Quantitative Techniques to Create
  • Author Lars Kestner
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 256
  • Volumes 1
  • Language ENG
  • Publisher McGraw-Hill Companies
  • Date July 16, 2003
  • Illustrated Yes
  • ISBN 9780071412391 / 0071412395
  • Weight 1.86 lbs (0.84 kg)
  • Dimensions 9.6 x 7.8 x 1 in (24.38 x 19.81 x 2.54 cm)
  • Library of Congress subjects Stocks - Mathematical models, Portfolio management - Mathematical models
  • Library of Congress Catalog Number 2002156092
  • Dewey Decimal Code 332.64

About the author

Lars Kestner is a founding partner of proprietary trading firm Sabre II LLC and the former vice president of equity derivatives trading at Salomon Smith Barney.

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Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Trader's Edge Series)

by Kestner, Lars

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