John Wiley & Sons Smart Momentum Cover Technological advances have enabled the sophisticated analysis of market momentum by investors and t.. Product #: 978-0-471-48644-2 Regular price: $74.67 $74.67 In Stock

Smart Momentum

The Future of Predictive Analysis in the Financial Markets

Clark, Hugh

Wiley Trading Series

Cover

1. Edition April 2001
VIII, 92 Pages, Hardcover
Handbook/Reference Book

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

Short Description

Technological advances have enabled the sophisticated analysis of market momentum by investors and traders. This book builds on the current trend for momentum analysis to create a new and far more reliable method - smart momentum. This will open up new possibilities in investment strategy.

Further versions

mobi

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.