John Wiley & Sons Smart Momentum Cover Der technische Fortschritt hat eine differenziertere Analyse des Marktmomentums ermöglicht. Dieses B.. Product #: 978-0-471-48644-2 Regular price: $74.67 $74.67 Auf Lager

Smart Momentum

The Future of Predictive Analysis in the Financial Markets

Clark, Hugh

Wiley Trading Series

Cover

1. Auflage April 2001
VIII, 92 Seiten, Hardcover
Handbuch/Nachschlagewerk

ISBN: 978-0-471-48644-2
John Wiley & Sons

Kurzbeschreibung

Der technische Fortschritt hat eine differenziertere Analyse des Marktmomentums ermöglicht. Dieses Buch folgt dem aktuellen Trend der Momentum-Analyse und entwickelt eine neue und verlässlichere Analysemethode, die ganz neue Möglichketien der Anlagestrategie eröffnet - das "Smart Momentum". Im 1. Teil werden die Techniken des "Smart Momentum" detailliert und verständlich erläutert. Teil 2 widmet sich der praktischen Anwendung dieses Verfahrens, die an einem Beispiel anschaulich dargestellt wird. Ein informativer, praktischer und verständlich geschriebener Leitfaden zu einem brisanten Thema.

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Fast technological advances have allowed investors and traders to make increasingly sophisticated analysis of market momentum. The current trend in the financial world continues towards momentum analysis and Smart Momentum builds on this to create a new and far more reliable method of momentum analysis called "smart momentum". This dependable technique has opened up new possibilities in investment strategy and this book looks at both the theory and the application. The reader is guided through the techniques of smart momentum in clear accessible language.
* Hugh Clark has vast investment experience and provides practical and proven examples of smart momentum in practice.
* Explains in a highly practical manner the totally new technique developed by the author
* Contains a complete worked example of the whole technique

THEORY.

Introduction.

Momentum Preliminaries.

Indicator Creation.

Indicator Selection.

Indicator Combination.

System Maintenance.

Risk Management.

Summary.

APPLICATION.

Spreadsheet Preliminaries.

How to Apply Indicator Creation.

How to Apply Indicator Selection.

How to Apply Indicator Combination.

Performance and Maintenance.

Appendix 1: Excel Functions.

Appendix 2: Indicator Variations.

Glossary.

Index.
HUGH CLARK is co-founder and Director of TIR Currency Management Limited which manages currency funds on behalf of institutional investors. With many years experience at directorial level, his previous roles have included Director of Inverlat International Limited and Global Head of Derivative Research with Baring Securities Limited. He holds an MA (Hons) degree in Mathematics from the University of Cambridge.