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Long/Short Market Dynamics: Trading Strategies for Today's Markets

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Long/Short Market Dynamics: Trading Strategies for Today's Markets

Mensaje  Admin Cazadores de Pips el Mar Jun 30, 2009 10:42 pm

Market Dynamics: Trading Strategies for Today's Markets

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Hedge funds are now the largest volume players in
the capital markets. They follow a wide assortment of strategies but their
activities have replaced and overshadowed the traditional model of the
long only portfolio manager. Many of the traditional technical indicators
and commonly accepted trading strategies have become obsolete or ineffective.

The focus throughout the book is to describe the principal
innovations that have been made within the equity markets over the last
several years and that have changed the ground rules for trading activities.
By understanding these changes the active trader is far better equipped
to profit in today’s more complex and risky markets. Long/Short
Market Dynamics includes:
*A completely new technique, Comparative Quantiles Analysis, for identifying
market turning points is introduced. It is based on statistical techniques
that can be used to recognize money flow and price/momentum divergences
that can provide substantial profit opportunities.
*Power laws, regime shifts, self-organized criticality, phase transitions,
network dynamics, econophysics, algorithmic trading and other ideas from
the science of complexity are examined. All are described as concretely
as possible and avoiding unnecessary mathematics and formalism.
*Alpha generation, portfolio construction, hedge ratios, and beta neutral
portfolios are illustrated with case studies and worked examples.
*Episodes of financial contagion are illustrated with a proposed explanation
of their origins within underlying market dynamics

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