151 Trading Strategies

The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Cartea ofera descrieri detaliate, inclusiv peste 550 de formule matematice, pentru mai mult de 150 de strategii de tranzactionare intr-o serie de clase de active si stiluri de tranzactionare. Acestea includ actiuni, optiuni, venituri fixe, contracte futures, ETF-uri, indici, marfuri, schimb valutar, convertibile, active structurate, volatilitate, imobiliare, active aflate in dificultate, numerar, criptomonede, vreme, energie, inflatie, macro global, infrastructura si impozite arbitraj.