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Author : James T. Moser
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 ( download)
Download or read book Trading Activity, Program Trading, and the Volatility of Stock Returns written by James T. Moser and published by . This book was released on 1992 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gregory Duffee
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 ( download)
Download or read book A Primer on Program Trading and Stock Price Volatility written by Gregory Duffee and published by . This book was released on 1990 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Colin Bennett
Publisher :
ISBN 13 : 9781461108757
Total Pages : 316 pages
Book Rating : 4.1/5 (87 download)
Download or read book Trading Volatility written by Colin Bennett and published by . This book was released on 2014-08-17 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council
Author : Deene William Lindsey
Publisher :
ISBN 13 :
Total Pages : 197 pages
Book Rating : 4.:/5 (633 download)
Download or read book Program Trading, Investor Activity, and Stock Market Volatility written by Deene William Lindsey and published by . This book was released on 1988 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tarun Chordia
Publisher :
ISBN 13 :
Total Pages : 43 pages
Book Rating : 4.:/5 (129 download)
Download or read book Trading Activity and Expected Stock Returns written by Tarun Chordia and published by . This book was released on 2012 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: Given the evidence that the level of liquidity affects asset returns, a reasonable hypothesis is that the second moment of liquidity should be positively related to asset returns, provided agents care about the risk associated with fluctuations in liquidity. Motivated by this observation, we analyze the relation between expected equity returns and the level as well as the volatility of trading activity (a proxy for liquidity). We document a result contrary to our initial hypothesis, namely, a negative and surprisingly strong cross-sectional relationship between stock returns and the variability of dollar trading volume and share turnover, after controlling for size, book-to-market, momentum, and the level of dollar volume or share turnover. This effect survives a number of robustness checks and is statistically and economically significant. Our analysis demonstrates the importance of trading activity-related variables in the cross-section of expected stock returns.
Author : Hendrik Bessembinder
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Return Volatility, Cross-sectional Dispersion, and Trading Activity in the Equity and Futures Markets written by Hendrik Bessembinder and published by . This book was released on 1993 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hendrik Bessembinder
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (131 download)
Download or read book Return Volatility, Corss-sectional Dispersion, and Trading Activity in the Equity and Futures Markets written by Hendrik Bessembinder and published by . This book was released on 1993 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Brändle
Publisher : Springer Science & Business Media
ISBN 13 : 3834987166
Total Pages : 345 pages
Book Rating : 4.8/5 (349 download)
Download or read book Volume Based Portfolio Strategies written by Alexander Brändle and published by Springer Science & Business Media. This book was released on 2010-06-28 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns.
Author : Guy Cohen
Publisher : FT Press
ISBN 13 : 0131365312
Total Pages : 541 pages
Book Rating : 4.1/5 (313 download)
Download or read book Volatile Markets Made Easy written by Guy Cohen and published by FT Press. This book was released on 2009-05-08 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markets are more volatile than ever. That terrifies many investors, but it shouldn’t terrify you. Smart investors know how to feast on volatility. That’s because they’ve learned proven trading strategies designed specifically to profit from rapid market shifts. In Volatile Markets Made Easy: Trading Stocks and Options for Increased Profits, investing expert Guy Cohen teaches you how to earn big returns by systematically cherry picking the best trades while minimizing risk, and execute a simple trading plan that leverages your profits in volatile markets. "Volatile Markets Made Easy is not just a book; it is a full course of instruction. This is an incredible piece of work." —Ned W. Bennett, CEO/Cofounder, optionsXpress, Inc. "I highly recommend Guy Cohen’s Volatile Markets Made Easy, which introduces to the world his simple approach utilizing flag chart patterns to capitalize on trending stocks. Guy’s combination of clear explanations and lavishly detailed follow-throughs of trade examples cogently demonstrates how to deploy several simple, option-based strategies to make consistent money with one of the most reliable stock chart patterns—while strictly limiting risk with sound money management techniques. Add this one to your shelf." —John Brasher, CallWriter.com
Author : John L. Teall
Publisher : Academic Press
ISBN 13 : 0123918812
Total Pages : 457 pages
Book Rating : 4.1/5 (239 download)
Download or read book Financial Trading and Investing written by John L. Teall and published by Academic Press. This book was released on 2012-11-27 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: A former member of the American Stock Exchange introduces trading and financial markets to upper-division undergraduates and graduate students who are planning to work in the finance industry. Unlike standard investment texts that cover trading as one of many subjects, Financial Trading and Investing gives primary attention to trading, trading institutions, markets, and the institutions that facilitate and regulate trading activities—what economists call "market microstructure." The text will be accompanied by a website that can be used in conjunction with TraderEx, Markit, StocklinkU, Virtual Trade, Vecon Lab Experiment, Tradingsim, IB Student Trading Lab, Brenexa, Stock Trak and How the Market Works. Introduces the financial markets and the quantitative tools used in them so students learn how the markets operate and gain experience with their principal tools Helps students develop their skills with the most popular trading simulation programs so they can reuse the book to solve day-to-day problems Stretches from investor behavior to hedging strategies and noise trading, capturing recent advances in an up-to-date reference source
Author : Michael J. Panzner
Publisher : Pearson Education
ISBN 13 : 0132703556
Total Pages : 448 pages
Book Rating : 4.1/5 (327 download)
Download or read book The New Laws of the Stock Market Jungle written by Michael J. Panzner and published by Pearson Education. This book was released on 2004-06-29 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: To survive in the jungle, you must recognize thesubtle nuances that signal danger and opportunity. That's how it is inthe stock market, too. But the market's radically changed: followyesterday's signals and you'll get eaten alive. The New Laws of theStock Market Jungle systematically explains what's new -- and what itmeans to investors. Michael J. Panzner illuminates the impact ofchanging technologies, market participants, investment time horizons,speculative behavior, investor psychology, risk preferences, pricepatterns, performance metrics, and more. For the unaware, these changesmake the market far more treacherous. For those who know, they offerimmense opportunities. Join those who know: read this book.
Author : Euan Sinclair
Publisher : John Wiley & Sons
ISBN 13 : 0470181990
Total Pages : 228 pages
Book Rating : 4.4/5 (71 download)
Download or read book Volatility Trading, + website written by Euan Sinclair and published by John Wiley & Sons. This book was released on 2008-06-23 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of-and how it can lead them astray. Psychological biases, he asserts, are probably the drivers behind most sources of edge available to a volatility trader. Your goal, Sinclair explains, must be clearly defined and easily expressed-if you cannot explain it in one sentence, you probably aren't completely clear about what it is. The same applies to your statistical edge. If you do not know exactly what your edge is, you shouldn't trade. He shows how, in addition to the numerical evaluation of a potential trade, you should be able to identify and evaluate the reason why implied volatility is priced where it is, that is, why an edge exists. This means it is also necessary to be on top of recent news stories, sector trends, and behavioral psychology. Finally, Sinclair underscores why trades need to be sized correctly, which means that each trade is evaluated according to its projected return and risk in the overall context of your goals. As the author concludes, while we also need to pay attention to seemingly mundane things like having good execution software, a comfortable office, and getting enough sleep, it is knowledge that is the ultimate source of edge. So, all else being equal, the trader with the greater knowledge will be the more successful. This book, and its companion CD-ROM, will provide that knowledge. The CD-ROM includes spreadsheets designed to help you forecast volatility and evaluate trades together with simulation engines.
Author : Mark Helweg
Publisher : John Wiley & Sons
ISBN 13 : 047127481X
Total Pages : 240 pages
Book Rating : 4.4/5 (712 download)
Download or read book Dynamic Trading Indicators written by Mark Helweg and published by John Wiley & Sons. This book was released on 2002-10-15 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using the insights that stem from value charts and price action profiles, Dynamic Trading Indicators shows traders how to develop systems and whole trading programs that implement these exciting new tools. Through an in-depth exploration of how to effectively use these new technical indicators in a complete trading system, Dynamic Trading Indicators provides a framework that allows readers to obtain a view of what a stock will most likely do next. This innovation in chart design opens up new vistas for traders and unlocks the door to unlimited profits. New technology and the advent of around the clock trading have opened the floodgates to both foreign and domestic markets. Traders need the wisdom of industry veterans and the vision of innovators in today's volatile financial marketplace. The Wiley Trading series features books by traders who have survived the market's ever changing temperament and have prospered-some by reinventing systems, others by getting back to basics. Whether a novice trader, professional or somewhere in-between, these books will provide the advice and strategies needed to prosper today and well into the future. Mark W. Helweg has worked and traded on the floor of the Chicago Board of Trade and, earlier in his career, partnered with an international CTA with over $40 million under management to research new trading system technology. David C. Stendahl is cofounder of RINA Systems, a software provider for systematic traders. Stendahl is the author of Profit Strategies: Unlocking Trading Performance with Money Management.
Author : Lin-Lin Huang
Publisher :
ISBN 13 :
Total Pages : 92 pages
Book Rating : 4.:/5 (229 download)
Download or read book Effects of Program Trading on Stock Price Volatility written by Lin-Lin Huang and published by . This book was released on 1995 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Li Jiang
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (13 download)
Download or read book Trading Activity, Quoted Liquidity, and Stock Volatility written by Li Jiang and published by . This book was released on 2016 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this article, we examine dynamic relationships between volatility and various microstructure measures of trade activity and quoted liquidity for each component stock in the Toronto Stock Exchange 35 Index and for the Toronto 35 Index Participation Shares. When volatility is conditioned on number of trades and quoted liquidity, trading volume provides no incremental explanatory power. Thus, the number of trades appears to be a better proxy for information flow. Furthermore, investigation into partitioned volume suggests that the number of trades is more effective than the unexpected volume in explaining volatility. Measures of quoted liquidity also play a significant role in explaining intra day volatility. Bid-ask spreads and quote depth are positively and negatively related to volatility, respectively. Consistent with the lack of information signal, no trade outcomes are negatively related to volatility.
Author : Hendrik Bessembinder
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 ( download)
Download or read book An Empirical Examination of Information, Differences of Opinion, and Trading Activity written by Hendrik Bessembinder and published by . This book was released on 1994 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matthew Benjamin Case-Wolf
Publisher :
ISBN 13 :
Total Pages : 61 pages
Book Rating : 4.:/5 (24 download)
Download or read book Program Trading and Market Volatility written by Matthew Benjamin Case-Wolf and published by . This book was released on 1991 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt:
