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Maximum adverse excursion : analyzing price fluctuations for trading management

Author: Jack Sweeney
Publisher: New York ; Chichester : Wiley, ©1997.
Series: Wiley trader's advantage series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
When the potential loss incurred on a trade is significant, you need more than guesswork. But is it possible to estimate the loss point accurately - quantitatively? With maximum adverse excursion (MAE), the answer is a resounding "YES". This innovative method of risk management enables traders to steer clear of potentially devastating results by pinpointing loss points before implementing trading decisions. Now, in  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jack Sweeney
ISBN: 0471141526 9780471141525
OCLC Number: 59667459
Notes: Includes index.
Description: xiv, 160 pages : illustrations ; 24 cm.
Contents: Ch. 1. The Idea --
Ch. 2. Defining Max Adverse Excursion --
Ch. 3. Displaying MAE --
Ch. 4. Defining Profit by Bin --
Ch. 5. Impact of Volatility Changes --
Ch. 6. Runs Effects --
Ch. 7. Martingales --
Ch. 8. Trading Management --
App. A. Computing MAE --
App. B. Computing MaxFE --
App. C. Computing MinFE --
App. D. Generating a Frequency Distribution --
App. E. MAE for Shorts and Longs --
App. F. Computing Profit Curves --
App. G. Range and Volatility --
App. H. Range Excursion --
App. I. Martingales --
App. J. Applying Martingales to Trading Campaigns.
Series Title: Wiley trader's advantage series.
Responsibility: John Sweeney.

Abstract:

The first comprehensive guide on maximum adverse excursion -- a powerful new tool for dramatically lessening trading risks "Trading successfully, like everything else, is built upon solid  Read more...

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