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151 Trading Strategies

  • Zura Kakushadze
  • Juan Andrés Serur

Table of contents

  1. Front Matter
    Pages i-xx
  2. Zura Kakushadze, Juan Andrés Serur
    Pages 1-4
  3. Zura Kakushadze, Juan Andrés Serur
    Pages 5-39
  4. Zura Kakushadze, Juan Andrés Serur
    Pages 41-86
  5. Zura Kakushadze, Juan Andrés Serur
    Pages 87-97
  6. Zura Kakushadze, Juan Andrés Serur
    Pages 99-119
  7. Zura Kakushadze, Juan Andrés Serur
    Pages 121-130
  8. Zura Kakushadze, Juan Andrés Serur
    Pages 131-141
  9. Zura Kakushadze, Juan Andrés Serur
    Pages 143-153
  10. Zura Kakushadze, Juan Andrés Serur
    Pages 155-164
  11. Zura Kakushadze, Juan Andrés Serur
    Pages 165-179
  12. Zura Kakushadze, Juan Andrés Serur
    Pages 181-191
  13. Zura Kakushadze, Juan Andrés Serur
    Pages 193-197
  14. Zura Kakushadze, Juan Andrés Serur
    Pages 199-203
  15. Zura Kakushadze, Juan Andrés Serur
    Pages 205-217
  16. Zura Kakushadze, Juan Andrés Serur
    Pages 219-227
  17. Zura Kakushadze, Juan Andrés Serur
    Pages 229-240
  18. Zura Kakushadze, Juan Andrés Serur
    Pages 241-248
  19. Zura Kakushadze, Juan Andrés Serur
    Pages 249-261
  20. Zura Kakushadze, Juan Andrés Serur
    Pages 263-268
  21. Zura Kakushadze, Juan Andrés Serur
    Pages 269-273
  22. Back Matter
    Pages 275-480

About this book

Introduction

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.

Keywords

Option stock Exchange-traded Fund (ETF) fixed income Index Volatility Foreign Exchange (FX) Commodities Futures Structured Assets Convertible Bond Tax Arbitrage Inflation Energy Distressed Assets Real Estate Cash Cryptocurrencies Global Macro Infrastructure

Authors and affiliations

  • Zura Kakushadze
    • 1
  • Juan Andrés Serur
    • 2
  1. 1.Quantigic Solutions LLCStamfordUSA
  2. 2.Universidad del CEMABuenos AiresArgentina

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-02792-6
  • Copyright Information The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG, part of Springer Nature 2018
  • Publisher Name Palgrave Macmillan, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-030-02791-9
  • Online ISBN 978-3-030-02792-6
  • Buy this book on publisher's site