Description
Book SynopsisThe computer can do more than show us pretty pictures. [It] canoptimize, backtest, prove or disprove old theories, eliminate thebad ones and make the good ones better. Cybernetic TradingStrategies explores new ways to use the computer and finds ways tomake a valuable machine even more valuable. --from the Foreword byJohn J. Murphy.
Until recently, the computer has been used almost exclusively as acharting and data-gathering tool. But as traders and analysts havequickly discovered, its capabilities are far more vast. Now, inthis groundbreaking new book, Murray Ruggiero, a leading authorityon cybernetic trading systems, unlocks their incredible potentialand provides an in-depth look at the growing impact of advancedtechnologies on intermarket analysis. A unique resource, CyberneticTrading Strategies provides specific instructions and applicationson how to develop tradable market timing systems using neuralnetworks, fuzzy logic, genetic algorithms, chaos theory, andmachine induct
Table of ContentsPartial table of contents:
CLASSICAL MARKET PREDICTION.
Classical Intermarket Analysis as a Predictive Tool.
Seasonal Trading.
Trading Using Technical Analysis.
The Commitment of Traders Report.
STATISTICALLY BASED MARKET PREDICTION.
A Trader's Guide to Statistical Analysis.
Cycle-Based Trading.
Using Statistical Analysis to Develop Intelligent Exits.
Using System Feedback to Improve Trading System Performance.
MAKING SUBJECTIVE METHODS MECHANICAL.
How to Make Subjective Methods Mechanical.
Building the Wave.
TRADING SYSTEM DEVELOPMENT AND TESTING.
Developing a Trading System.
Testing, Evaluating, and Trading a Mechanical TradingSystem.
USING ADVANCED TECHNOLOGIES TO DEVELOP TRADING STRATEGIES.
Developing a Neural Network Based on Standard Rule-BasedSystems.
Using Genetic Algorithms for Trading Applications.
References and Readings.
Index.
