ENGLISH

The logical trader: applying a method to the madness

By Mark B. Fisher

Book information

Publisher
Wiley
Year
2002
ISBN
0471215511, 9780471215516
Open Library ID
OL7613486M
Language
english
Format
PDF
Filesize
11 MB (11774470 bytes)
Series
Wiley trading
Edition
1st
Pages
137\137
Topic
Mathematics Logic
Time added
2010-05-17 00:23:50

Description

This book is quite good, and gives considerable insights into systematic intraday trading. The basic formula discussed, however, involves a specific variable: "A", which varies stock to stock, and from commodity to commodity, which is not, however supplied by the writer, nor is his werb-site currently available, as far as I could detect. This left me hanging as to how to implement the primary strategy accurately. He seems to keep the formula for arriving at this "A" value secret, other than to say that it is calculated using volatility data. He does give the A values for about 20 stocks, but these are applicable to 2001-2002 time frames and I did not find these to be helpful at all.

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