funny you meniton the prado peace. i had the feeling that someone fills a book with tables and save the effort writing anything. by tables i mean all kinds of things, including data as such (if i remember correctly). i found it a waste but you are the second person on ET who recommends it.
walter we are building quant strategies. i am not sure that this matches well with geometry. which books would you recommend? peace
Modern Investment Management: An Equilibrium Approach by Bob Litterman (Author), Quantitative Resources Group (Author) http://www.amazon.com/exec/obidos/tg/detail/-/0471124109/102-5236522-3408928?v=glance Bob Litterman and Goldman Sachs Asset Managementâs Quantitative Resources Group have authored this book. Over 22 well-respected and renowned Goldman Sachs Asset Management investment professionals contributed chapters. Bob Litterman is head of Goldman Sachs Asset Managementâs Quantitative Resources Group.
in europe what he is refering to is called "structural analysis" something old made new again..... surfer
You are saying it like old is not good .. Pythagoras, Newton, Fermi, Bohr & co. = still good and valid probably for ever . I go a few steps past " structural analysis "
Hi, mind -What markets you want to trade, Futures or/and Stocks? -What subject are of interest to you? TA, Trading Systems, etc. Than, I will give you a short list of useful books. I understend you are no using TradeStation.
we are currently trading sp500 stocks on a market neutral basis using price only. we are doing some research on intraday futures - 18 markets minute data. plus some research on daily futures data. we have some indication that our equity tradng should work on nikkei 225 stocks as well - currently checking brokerage. we are using very simple methods as well as more sophisticated analysis. but none of us is a real "trader" in the sense of sitting in front of the screen all day - which i see as the biggest handicap within the team at the moment. g