Trading Securities Using Trailing Stops

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Trading Securities Using Trailing Stops

Author : Peter W. Glynn
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Trading Securities Using Trailing Stops by : Peter W. Glynn

Download or read book Trading Securities Using Trailing Stops written by Peter W. Glynn and published by . This book was released on 1992 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: A common trading maximum is to cut your losses and let your profits run. To implement this policy, traders often use what is called a trailing stop. Suppose a trader buys a security for $100 in hopes that it will appreciate in price. At the time of purchase he enters in the market a stop order to sell at $95, say. The stop order becomes a market order, if the security trades at $95. In placing this stop order, the trader is limiting his loss to approximately $5. As the security trades, the stop order is moved to $5 below the maximum price attained by the security. Since the maximum price is never less than $100, the stop order can never be less than $95. The trade will be 'stopped out' whenever the price of the security suffers a $5 'draw down' from its peak price. Being stopped out is essentially guaranteed. This procedure has been called 'trading the line'. In the paper we discuss the distribution and moments of the gain to the trader in following this strategy as well as the duration of the trade. Both discrete time random walks and continuous time Brownian motion and geometric Brownian motion price processes are treated. The discrete time model is closely related to the GI/G/1 queue. Also of interest is the optimal value of the distance to the stop, $5 in the above example. This model can, of course, be inverted to handle short selling ... Brownian motion, Financial securities, Geometric Brownian motion, GI/G/1 queue, Random walk, Reflecting Brownian, Regenerative processes.

Stopping Times Related to Trading Strategies

Author : Vilen Abramov
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (472 download)

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Book Synopsis Stopping Times Related to Trading Strategies by : Vilen Abramov

Download or read book Stopping Times Related to Trading Strategies written by Vilen Abramov and published by . This book was released on 2008 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: We use CUSUM [1] procedure to analyze trading the line strategy [2]. Closed form expressions concerning probabilistic characteristics of the CUSUM stopping time and stopped process were obtained in discrete time setting for a wide class of processes. This class of discrete processes was recently defined by K.M. Khan and R.A. Khan [3]. In continuous time, the CUSUM procedure applied to the processes driven by a particular stochastic differential equation was studied [6]. As a result the joint Laplace transform of the maximum process and CUSUM stopping time was derived. Finally, the trading the line strategy was studied for the process driven by the fractional Brownian motion. As in regular Brownian motion case, the Laplace transform was linked to the partial differential equation. Although the lack of optional sampling theorem in this case prevents us from getting a closed form expression, the structure of the Laplace transform is derived. By using these results we point some of the subtle features of the trading the line strategy [7]. References [1] Page, E.S., Continuous Inspection Schemes, Biometrika, 41, (1954), pp. 100-115 [2] Katz, J.O., and McCormick, D.L. The Encyclopedia of Trading Strategies, McGraw-Hill, 2000 [3] Khan, R.A. and Khan, K.M., On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures, Sequentional Analysis, 23, 3 (2004), pp. 1-24. [4] Glynn, P.W., Iglehart, D.L., Trading Securities Using Trailing Stops, Management Science, 41, 6 (1995), pp. 1096-1106 [5] Hadjiliadis, O., Vĕcĕr, J., Drawdowns Preceding Rallies in the Brownian Motion Model, Quantitative Finance, 6, 5 (2006), pp. 403-409 [6] Lehoczky, J.P., Formulas for Stopped Diffusion Processes with Stopping Times Based on the Maximum, The Annals of Probability, Vol. 5, No. 4, (1977), pp. 601-607 [7] Abramov, V., Khan, M.K., Khan, R.A., A Probabilistic Analysis of Trading the Line Strategy, to appear in the Journal of Quantitative Finance.

The Complete Idiot's Guide to Active Trading

Author : Ken Little
Publisher : Penguin
ISBN 13 : 1440653240
Total Pages : 356 pages
Book Rating : 4.4/5 (46 download)

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Book Synopsis The Complete Idiot's Guide to Active Trading by : Ken Little

Download or read book The Complete Idiot's Guide to Active Trading written by Ken Little and published by Penguin. This book was released on 2008-11-04 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: The smart way to succeed in electronic trading. There is money to be made in active electronic trading, if investors know the rules of the game and the right investing strategies. This guide includes all the information nonprofessional traders need to be successful at day trading stocks in today’s market, with tips and up–to–the–minute information on the newest technologies, the amazing opportunities in both American and international markets, and strategies for how to profit from them. • Most current day trading guide available • Up–to–date screen captures of dozens of actual trading scenarios • The newest information sites and technologies • Full glossary of trading terms

Sell and Sell Short

Author : Alexander Elder
Publisher : John Wiley & Sons
ISBN 13 : 0470340169
Total Pages : 271 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Sell and Sell Short by : Alexander Elder

Download or read book Sell and Sell Short written by Alexander Elder and published by John Wiley & Sons. This book was released on 2008-07-25 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Sell and Sell Short, Dr. Alexander Elder examines one of the most overlooked aspects of trading and reveals how you can protect and profit from your trades by exiting them the right way. Throughout the book, he explains how to set profit targets and stop-loss orders prior to entering any trade. He also shares real-world examples that show how to manage your position by adjusting your exit points as a trade unfolds. Along the way, Elder also addresses short selling.

Financial Trading Patterns

Author : Tony Loton
Publisher : Lulu.com
ISBN 13 : 9780955676420
Total Pages : 128 pages
Book Rating : 4.6/5 (764 download)

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Book Synopsis Financial Trading Patterns by : Tony Loton

Download or read book Financial Trading Patterns written by Tony Loton and published by Lulu.com. This book was released on 2007 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: This original book covers the various order types offered by your stockbroker, and strategies you can use to incorporate the different orders into your trading. The chapters are laid out in such a way that it is easy to familiarise yourself with each concept, and to understand the pros and cons of the different strategies. Every concept is clearly explained with diagrams and charts, and the success and failure scenarios show how things can go well or badly. The patterns include LIMIT BUY, LIMIT SELL, STOP BUY, STOP SELL, TRAILING STOP BUY, TRAILING STOP SELL, STOP/LIMIT, and STRADDLE. The author rounds off with real-life examples and back-testing results.

Stochastic Analysis, Stochastic Systems, and Applications to Finance

Author : Allanus Hak-Man Tsoi
Publisher : World Scientific
ISBN 13 : 9814355704
Total Pages : 274 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Stochastic Analysis, Stochastic Systems, and Applications to Finance by : Allanus Hak-Man Tsoi

Download or read book Stochastic Analysis, Stochastic Systems, and Applications to Finance written by Allanus Hak-Man Tsoi and published by World Scientific. This book was released on 2011 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces some advanced topics in probability theories ? both pure and applied ? is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.

High-Frequency Trading

Author : Irene Aldridge
Publisher : John Wiley & Sons
ISBN 13 : 1118343506
Total Pages : 326 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis High-Frequency Trading by : Irene Aldridge

Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley & Sons. This book was released on 2013-04-22 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.

Trading Stock Options Made Easy

Author : Mark Carvalho
Publisher : Lulu.com
ISBN 13 : 143571654X
Total Pages : 142 pages
Book Rating : 4.4/5 (357 download)

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Book Synopsis Trading Stock Options Made Easy by : Mark Carvalho

Download or read book Trading Stock Options Made Easy written by Mark Carvalho and published by Lulu.com. This book was released on 2008-05-15 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Book will teach you to Manage Trades so you can Walkaway after placing them, Use Sound Money Management Principles, Use the Right Trading Psychology, Qualify Trades before you pull the trigger, Enter Trades at the right time and price, Place Exit levels when you enter the trade, Pictorial walk through a trading platform, Execute various Trading Strategies and Generate a Profitable Income Stream Learn the Techniques of Incredible Leverage that controls millions of dollars at a fraction of the Risk. Options are used to write Puts and Calls on various financial Instruments like: Equity Linked Notes, Foreign Currency Deposits, Lower Grade Investment Bonds, Hedge Funds of Developing Economies. Private Bankers use these very same trading Techniques to generate incredible profits and high yield returns. Likewise Hedge Fund Specialists use options on various instruments, Globally, including Foreign Exchange Derivatives to manage large funds.

Great Companies, Great Charts

Author : Andy Dunn
Publisher : iUniverse
ISBN 13 : 0595312756
Total Pages : 0 pages
Book Rating : 4.5/5 (953 download)

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Book Synopsis Great Companies, Great Charts by : Andy Dunn

Download or read book Great Companies, Great Charts written by Andy Dunn and published by iUniverse. This book was released on 2004-05 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment Stock Trading Screen For Winners, Hold Them Longer, Realize Higher Returns Great Companies, Great Charts Great Companies, Great Charts is a simple and logical approach to stock trading that can help you beat the indexes and achieve great returns. Andy Dunn teaches you his trend-following, self-disciplined trading style. Dunn uses online stock-screening tools to find fundamentally excellent companies with technically attractive charts. This double-barreled approach identifies stocks that are more likely to grow at a faster rate than the market. Great Companies, Great Charts covers the investment process, including how to: Scan for the best stocks Enter trades with buy stops Exit trades with sell stops Protect equity with trailing stops Adjust for volatility with the trading range Reduce risk with portfolio allocation

Risk and Money Management for Day and Swing Trading

Author : Wieland Arlt
Publisher : Torero Traders School
ISBN 13 : 3982177618
Total Pages : 134 pages
Book Rating : 4.9/5 (821 download)

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Book Synopsis Risk and Money Management for Day and Swing Trading by : Wieland Arlt

Download or read book Risk and Money Management for Day and Swing Trading written by Wieland Arlt and published by Torero Traders School. This book was released on 2021-10-31 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Make your trading success predictable! Professional risk and money management is indispensable for every trader in order to improve trading results permanently and sustainably. In the heat of the moment, this is often neglected. Wieland Arlt outlines simple methods that can be implemented in practice with little effort to improve your day and swing trading. He explains different concepts for various trading styles, so that short- and medium-term oriented traders are individually accompanied from the planning of a trade to the choice of the appropriate financial market. Wieland Arlt gives practical advice and demonstrates that professional risk and money management make trading success predictable.

Financial Trading Patterns

Author : Tony Loton
Publisher : CreateSpace
ISBN 13 : 9781440444555
Total Pages : 132 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Financial Trading Patterns by : Tony Loton

Download or read book Financial Trading Patterns written by Tony Loton and published by CreateSpace. This book was released on 2008-11 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do you know your limit order from your trailing stop order? For novice traders this book collates the order types provided by your stockbroker, and presents each one in the form of a standardized pattern that you can apply in your trading. Do you combine your stockbroker's order types effectively in your trading or investment strategy? For intermediate traders this book presents standardized financial trading patterns that combine various order types, and which allow you to execute strategies such as: Buy low, sell high Buy high, sell higher Cut your losses, let your profits run Each pattern comprises the pattern name, the motivation for the pattern, a pictorial success scenario, a pictorial failure scenario, and the application of the pattern in practice. For a real-life perspective you will find details of the author's own use of trading patterns, as well as his back-testing results.

Trend Trading for a Living, Chapter 11 - Entries and Exits

Author : Thomas K. Carr
Publisher : McGraw Hill Professional
ISBN 13 : 0071730923
Total Pages : 17 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis Trend Trading for a Living, Chapter 11 - Entries and Exits by : Thomas K. Carr

Download or read book Trend Trading for a Living, Chapter 11 - Entries and Exits written by Thomas K. Carr and published by McGraw Hill Professional. This book was released on 2007-12-06 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following is a chapter from Trend Trading for a Living. In it, author and founder of Befriend the Trend Trading, Dr. Thomas Carr gives you all the technical skills, market-trend knowledge, and trading confidence you need to "trade for a living." A self-made trader himself, Carr walks you through every step of the process, from selecting the right online broker and choosing the best supporting software to "eyeballing" real setups on stock charts and leveraging your portfolio with options.

Business Knowledge for IT in Trading and Exchanges

Author : Corporation Essvale Corporation Limited
Publisher : Essvale Corporation Limited
ISBN 13 : 095541248X
Total Pages : 224 pages
Book Rating : 4.9/5 (554 download)

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Book Synopsis Business Knowledge for IT in Trading and Exchanges by : Corporation Essvale Corporation Limited

Download or read book Business Knowledge for IT in Trading and Exchanges written by Corporation Essvale Corporation Limited and published by Essvale Corporation Limited. This book was released on 2008 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text deals with the alignment of IT and business in order to introduce IT professionals to the concepts of trading in the financial markets.

An Introduction to Stochastic Processes

Author : Edward P.C. Kao
Publisher : Courier Dover Publications
ISBN 13 : 0486837920
Total Pages : 451 pages
Book Rating : 4.4/5 (868 download)

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Book Synopsis An Introduction to Stochastic Processes by : Edward P.C. Kao

Download or read book An Introduction to Stochastic Processes written by Edward P.C. Kao and published by Courier Dover Publications. This book was released on 2019-12-18 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: This incorporation of computer use into teaching and learning stochastic processes takes an applications- and computer-oriented approach rather than a mathematically rigorous approach. Solutions Manual available to instructors upon request. 1997 edition.

The Nature of Trends

Author : Ray Barros
Publisher : John Wiley & Sons
ISBN 13 : 047082235X
Total Pages : 183 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis The Nature of Trends by : Ray Barros

Download or read book The Nature of Trends written by Ray Barros and published by John Wiley & Sons. This book was released on 2007-11-28 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: Today's market participants have a myriad of tools at their disposal. Yet the success rate is that of old - 80% to 90% of traders fail to achieve their financial goals. This book shows traders how to get their investment act together. It covers in detail the three requirements needed for success: Winning psychology, effective money management and a written trading plan with an edge. The Nature of Trends also provides unique tools (for example the MIDAS tool) that provide low risk trade entry by telling the trader the level at which an entry may be safely effected Finally, the book provides the "Rule of 3" to manage a trade. These rules allow the trader to take profits and hold on for long-term profits without increasing risk.

Handbook of High-Frequency Trading and Modeling in Finance

Author : Ionut Florescu
Publisher : John Wiley & Sons
ISBN 13 : 1118593324
Total Pages : 414 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Handbook of High-Frequency Trading and Modeling in Finance by : Ionut Florescu

Download or read book Handbook of High-Frequency Trading and Modeling in Finance written by Ionut Florescu and published by John Wiley & Sons. This book was released on 2016-04-05 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.

Designing Stock Market Trading Systems

Author : Bruce Vanstone
Publisher : Harriman House Limited
ISBN 13 : 1906659583
Total Pages : 181 pages
Book Rating : 4.9/5 (66 download)

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Book Synopsis Designing Stock Market Trading Systems by : Bruce Vanstone

Download or read book Designing Stock Market Trading Systems written by Bruce Vanstone and published by Harriman House Limited. This book was released on 2010-08-23 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most people know there is potential to make big money in the stock market, but they don't know how to get started. This work guides readers step by step through the authors' methods for building rule-based stock market trading systems.