book shelf

Discussion in 'Educational Resources' started by mind, Mar 19, 2004.

  1. mind


    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.
    #11     Mar 22, 2004
  2. mind


    sorry to mister prado. i mixed him up with clifford sherry.
    #12     Mar 22, 2004
  3. Get them some geometry books, there lies the truth . If you want to know the future .
    #13     Mar 23, 2004
  4. mind



    we are building quant strategies. i am not sure that this matches well with geometry. which books would you recommend?

    #14     Mar 23, 2004
  5. Modern Investment Management: An Equilibrium Approach
    by Bob Litterman (Author), Quantitative Resources Group (Author)
    Bob Litterman and Goldman Sachs Asset Management’s 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 Management’s Quantitative Resources Group.
    #15     Mar 23, 2004

  6. in europe what he is refering to is called "structural analysis"

    something old made new again.....

    #16     Mar 23, 2004

  7. 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 "
    #17     Mar 23, 2004

  8. no. you misunderstand me. old is not bad.

    #18     Mar 23, 2004
  9. genejef


    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.
    #19     Mar 24, 2004
  10. mind


    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.

    #20     Mar 24, 2004