Hi there, Could someone recommend a quantitative trading strategies book? I'm new to this kind of stuff so an introductory level would be suitable. Thanks in advance.
You might have a look at this one: http://www.amazon.com/exec/obidos/A...5582592/sr=2-1/ref=sr_2_1/103-7793847-9927812 and the two by Vic Niederhoffer have plenty of those sort of ideas.
check out Hank's recommendations here --> http://www.wilmott.com/messageview.cfm?catid=11&threadid=15130&FTVAR_MSGDBTABLE=
In "The Predictors", author Thomas Bass talks about how a group of physicists used chaos theory to crack Wall Street. There's not much math in the book, but it was a very entertaining read. Maybe it will point you in the right direction. http://www.amazon.com/exec/obidos/t...f=sr_1_1/103-5893638-0093434?v=glance&s=books The physicists have a Web site: http://www.predict.com/
Big trends in trading has several profitable quantitative strategies for position/ swing trading. They provide the results, charts, and input for Trade station so you can put the trading strategy on you computer and trade with it. Not a bad book for $20. you can get creative and mix a few things and turn the proven strategies into even better ones with a little time and effort. http://www.invest-store.com/cgi-bin/reactiontrader-bin/category.cgi?page=best
Hi Vic, With "quantitative" you probably mean little cute recipies that truly work. This in contrast to "qualitative", i.e. vaporous mumbojumbo to make simpletons dream of getting rich the easy way. My friend, you're not going to find your "quantitative" stuff for a few bucks. I don't mean to be discouraging, simply giving you my honest advice. Be good, nononsense