Book Description
How to trade the markets by integrating Chaos Theory with market sentiment
In the first edition of Trading Chaos, seasoned trader and psychologist Bill Williams detailed the potential of Chaos Theory-which seeks to make the unpredictable understandable-in trading and it revolutionized financial decision-making. The Second Edition of Trading Chaos is a cutting edge book that combines trading psychology and Chaos Theory and its particular effect on the markets. By examining both of these facets in relation to the current market, readers will have the best of all possible worlds when trading.
Bill Williams, PhD, CTA (Solana Beach, CA), is President of Profitunity.com, a leader in the field of education for traders and investors. Justine Gregory-Williams (Solana Beach, CA) is President of the Profitunity Trading Group and a full-time trader.
Download Description
How to trade the markets by integrating Chaos Theory with market sentiment
In the first edition of Trading Chaos, seasoned trader and psychologist Bill Williams detailed the potential of Chaos Theory-which seeks to make the unpredictable understandable-in trading and it revolutionized financial decision-making. The Second Edition of Trading Chaos is a cutting edge book that combines trading psychology and Chaos Theory and its particular effect on the markets. By examining both of these facets in relation to the current market, readers will have the best of all possible worlds when trading.
Bill Williams, PhD, CTA (Solana Beach, CA), is President of Profitunity.com, a leader in the field of education for traders and investors. Justine Gregory-Williams (Solana Beach, CA) is President of the Profitunity Trading Group and a full-time trader.
Customer Reviews:
Great book - very intense.......2007-08-27
I've been looking for a book like this for a while. I first came across Bill Williams through the Metastock indicators and the Expert System. After loading an expert called "PS Fractal Trading System 2" I was amazed at the signals.
Having read through the book - I have the following quibble. There is a huge difference in the parameters of the alligator in what comes with Metastock (v9 and v10) and what the book gives. The book says the green line is 13 bar smoothed average offset 8 bars into future. Likewise the red is 8 bar offset 5, and the green is 5 bar offset 3. However this does not correspond to the Metastock indicator he provides. For the curious, the Metastock ones referred to in page 206 of book have the following values: Green: 9 period EMA of Median offset 3. Red: 15 period offset 5, and Blue 25 period offset 8
It is the right book at the right time.......2007-07-06
This book has methods to get buy signals before the lows and sell signals before the highs. This will help one sell into strength and buy into weakness. It has helped me get my positions off. I have recommended this book to all of my trading friends. It will take careful study to fully understand it. This book is original, all mechanical and all objective. The three wise men make up very powerful trading tools.
Good book.......2007-01-09
Another great book from Bill Williams!
Interesting for trend trading and for good living.
Bill Williams is the REAL DEAL.......2006-12-18
I am a BIG believer in Bill Williams and his body of work.
I have personally met with Bill, taken his home study course and even attended a private tutorial. Bill is the real deal. He is a *highly* profitable trader and Bill trades EXACTLY like he describes in his books (simplified over time, so Trading Chaos, 2nd Ed. is the LATEST and most refined method).
If you just want to trade with no other background information, Buy Trading Chaos, 2nd Edition (not this book) and start with chapter seven. When you get to the end of the book, you'll say, "That's it?!?! Than can't be it!" That's what I said. I then went on to take his home study course (13 weeks) and then went to a private tutorial. 95% of the methodology is IN THE BOOK! The more advanced stuff is for those who are scaling into positions and want more aggressive money management techniques.
Who am I to say this works? I started trading Bill's techniques from scratch. In LESS than 6 months I was up 95% in a medium sized account. I found some like-minded investors and we started our own Hedge Fund (more specifically, a commodity pool). I called Bill personally and he spoke with me at length about how I should flow into and out of my positions, etc. He went far above and beyond the call of duty. I cannot speak to how well my Pool is doing (not legal to disclose - considered solicitation of investors), so I cannot give figures of returns for the Pool.
Buy Trading Chaos 2nd Edition and then buy "New Trading Dim mentions" (his second book) and read chapters 9 - 11. Those chapters will give you more ideas of the SCOPE of just what is possible when you simplify your trading and align it with natural market tendencies (chaos principles).
Good luck and Good Trading!
-- Q
The truth about how to become a successful trader.......2006-09-01
I purchased this book because I was trading with a method that used the awesome oscillator. I figured I should know something about the person who created it. I got much more than that. The book helped me to quit focusing on trading techniques and to start looking at my own mental state for trading. Turning inward has allowed me build better confidence in myself and my method. That in turn allows me to trade with a mindset which successful traders have. The fact that the book also presents a very viable trading method is just an added bonus. This book and "Trading In The Zone" by Mark Douglas transformed my trading career.
Book Description
Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to design, implement, and use scalable production VaR measures on actual trading floors. It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form.
Practical, detailed examples are drawn from markets around the world, including: Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas.
Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Exercises reinforce concepts and walk readers step-by-step through computations.
Sophisticated techniques are fully disclosed, including: quadratic ("delta-gamma") methods for nonlinear portfolios, variance reduction (control variates and stratified sampling) for Monte Carlo VaR measures, principal component remappings, techniques to "fix" estimated covariance matrices that are not positive-definite, the Cornish-Fisher expansion, and orthogonal GARCH.
* First advanced text on Value-at-Risk
* Practical, detailed examples drawn from markets around the world
* Exercises reinforce concepts and walk readers step-by-step through computations
Customer Reviews:
The Bible.......2006-03-30
I work in finance as a software developer. I had done some work with risk management and had read Jorion's book and Butler's. When I had to do my own VaR implementation, a colleague recommended Holton's book. It is amazing. The level of domain expertise is above anything else out there. It is sophisticated and well written. I thought I knew about VaR before reading Holton, but I didn't really. Now I know about VaR.
I noticed that someone has been posting negative reviews of the book here on Amazon. Those reviews are blatantly dishonest. I assume they are posted by a jealous competing author.
Holton is the bible.
Not helpful.......2005-06-27
This book looks good only at first sight. However, try and solve the exercises and you see there is more to VaR than the author wants us to believe. This book is too incoherent to be of any use. Just take a look at the index: A lot of things are introduced but are never used again later in the book. This makes me wonder why they were introduced at all. Some examples from the index: Hessian, GARCH, Markov process, etc.
The biggest fault however in my opinion is the treatment of Monte Carlo, the most essential tool for VaR calculation: Condensed in roughly 30 pages compared to roughly 110 pages for mathematical preliminaries and probability cannot cater to the same audience.
A good book on VaR.......2005-06-25
A good book on VaR, but finally lost its charming. Incomplete and solved cases in a pathetic manner. Theory: 80%, Practice: 10%, pathetic exercises 10%. This book doesn?t reflect its complete main purpose: theory and practice. I would choose mastering Value at Risk by Cormac Butler and Value At Risk by Jorion. My rate is 2 stars. Do it again. Don?t forget solved cases in spreadsheets.
A Smart Book.......2005-06-08
There are plenty of elementary books on VaR. This is an exception. It is a smart book for practitioners. It covers practicalities such as data cleaning, day counts and modeling intra-horizon events. It explains cutting-edge theory such as quadratic VaR, variance reduction techniques and holdings remappings. It introduces all the mathematics you need to know.
The prerequisites are modest -- about the same as for John Hull's book "Futures, Options and Other Derivatives." Holton does use some more advanced concepts, such as the Cornish-Fisher expansion or moment generating functions. He explains all of these before using them. Actually, he goes out of his way to make the mathematics accessible, devoting several chapters to explaining essential concepts. There are chapters on probability, statistics, the Monte Carlo Method, etc. Later in the book, whenever technical concepts come up, you will find an accompanying reference to an explanation in one of the earlier mathematics chapters. In this regard, the book is wonderfully self contained!
The author does make extensive use of matrix notation. This may take some getting used to if your background in linear algebra is limited, but it is worth it. Formulas that would be extremely complicated become simple when expressed with matrices. The author's notation is intuitive and used consistently throughout the book. If you see a symbol on page 10, it is going to mean exactly the same thing on page 310.
If you are serious about value-at-risk, this is the book to read.
no words needed - just buy it!.......2005-01-18
the ultimate resource for VAR theory and practice.
excellent writing, math and all.
don't spend time and money elsewere, just buy it!!
Book Description
The Mathematics of Options Trading shows options traders how to improve their overall trading performance by first understanding and harnessing options mathematics. This detailed manual introduces the math needed to understand options and how they work and provides step-by-step instructions on how to use that math to analyze intended trades before committing capital. Traders learn how to use moving averages, curve fitting, extreme values, skewness, and other techniques to augment trading profits. The valuable accompanying CD-ROM contains programs for analyzing opportunities using several strategies, creating spreadsheets, and more.
Customer Reviews:
Badly misses its target.......2007-02-10
This book fails on so many fronts that space simply wont allow to cover everything. First off, the author commits the crime of not knowing his audience. He assumes that you know nothing about options and very little about math. He then proceeds to bore you in early chapters with math that isn't even required later on. What's the point!? Its not until you get half way through the book that you finally get into the real meat. By then, he's makes a huge leap from reviewing how you add 1 + 1 to suddenly assuming that you know 1st year college calculus all in the matter of 1 chapter. In short, he tries to appeal to all, but misses the mark. I am an engineer, I know math, thats why picked up this book!!
Technically, I have many issues. First off, he more or less states that when selling naked puts you shouldn't worry about a move greater than 4 standard deviations because they never happen. Well my friend, although moves such as these do not occur frequently, they do occur often enough that I'd be concerned about using such a stratedgy. I have real life data from the past year to back up my claims. All the author has is theory. Go ask anyone holding a naked put in a pharmacutical company that just got shot down by the FDA what they think of a 4 SD move. They happen.
The author then states throughout the book that these are his claims for how the methods that he presents should work, but he then goes on to say that they should be tested before committing any real money. What the heck!? Why publish a book only to say that you should do your own research to prove his methods!?
I've been waiting for such a book for years! All the other options books out there miss the point of expected value. This book shines on that front. What's the point of winning 90% of your trades if you're a loser at the end of the day. That's the power of expected value. For years I've thought that if I could only come up with a way to accurately calculate expected values on options, then I could turn wall street into my own little casino and retire early! Well, its not that easy!
I've been doing my own research for the past year on all the formulas presented in this book. I've analyzed 1,000's of positions every month on spread sheets with easily downloadable data. Word of warning, dont bet your house on the expected values holding up. Distributions of returns vary from month to month and they also vary depending on the length of time involved. These distribution profiles vary enough to screw up expected values. Distribution profiles also vary greatly depending if you're looking at a large cap or micro cap stock. Do your own research as the author warns and you'll see for yourself. Its been a very frustrating process because in theory the math should work and I should be rich by now, but in practice it doesn't work so well. It just speaks volumes to how difficult it is to make money long term trading options.
I haven't given up the chase yet as I am continuing on with my research, testing and tweaking. This book should be credited for pushing me in the right direction, but its disappointing that the book falls short on its own real world exhaustive research.
Rather Unique.......2007-02-09
If someone is looking for a basic understanding of the probalilistic nature of characterizing options behaviour without having sophisticated mathematical/statistical background this book almost uniquly provides that for you. Found the book's organization and clarity excellent with final set chapters bringing together all the lessons of early learnings very usefully expecially the calculations of the expected results for all common options strategies. One thing the reader needs to be aware of is that this book will not teach you how to trade options - there are much better books out there. After reading this book it will hopefully make you make a better decision on selection of the various options tools / strategies software in marketplace.
One of the Best.......2006-12-01
One of the best books on options currently available. Many books when it comes to the mathematics side of options, become very complicated, this is not the case here. It is well set out and easy to understand. Would highly recommend it be the first choice for anyone who is interested in or already trades options and may want a better understanding of the fundamentals.
Book Description
This volume considers trading strategies in illiquid markets from three perspectives. The first chapter presents an innovative approach to investigate the interactions between the trading activities of a large investor, the stock price, and liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor. The flexibility of the framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on a new pragmatic approach to determine optimal liquidation strategies if an investor uses market orders to unwind large security positions in an illiquid market. The third chapter devotes special attention to iceberg orders. It presents a parsimonious framework that allows to analyze the rationale for the use of this order type by assessing the costs and benefits of this trading instrument.
Average customer rating:
|
Agricultural Futures and Options: Principles and Strategies (2nd Edition)
Wayne D. Purcell , and
Stephen R. Koontz
Manufacturer: Prentice Hall
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Binding: Hardcover
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Book Description
Reflecting on the agricultural future options markets as the stable road through the often times volatile world economy, this important guide provides a basic but functional treatment of futures/options in price risk management for agricultural commodities, fully supporting material with actual data analyses to demonstrate and illustrate concepts. Offers an integrated treatment of fundamental and technical analyses of the markets, and provides extensive treatment of fundamental demand/supply analysis with data-rich examples and illustrations. Presents full coverage of technical analysis, using actual charts and prices to demonstrate concepts, and discusses the bar chart as guides to management decisions. Emphasizes interest rate, stock index, and currency futures as important to the agribusiness and multinational firm, providing a detailed study of these dimensions and sources of risk. Now updates all data-driven illustrations and examples and offers extended content, coverage, and sophistication to treatment on options.
Average customer rating:
- Forceasting Futures prices
- Just another system
|
Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators, and Traders (Wiley Finance)
Anthony F. Herbst
Manufacturer: John Wiley & Sons Inc
ProductGroup: Book
Binding: Paperback
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ASIN: 0471533122 |
Book Description
Analyzing & Forecasting Future Prices is and advanced and highly practical guide to the latest methods of analyzing and predicting futures prices and applying them to hedging and speculation. Requires minimal mathematics.
Customer Reviews:
Forceasting Futures prices.......2003-01-07
The Book has detailed explanations and examples of futures trading techniques and a lot technical analysis. One of the few forecasting books that is not lost in mathematics . The spread sheet examples purred like a kitten in excel. This in turn can be used to judge the significance of cycles or trends. The spread sheet are a great help to sort and mange data to see what you are really looking at. Easy to follow real world examples. It's the kind of book you wish for in MBA classes but never seem to see
Just another system.......2002-01-04
The author does a fine job of presenting his system, however, he forgets to explain how he goes about his analysis. A comprehensive book would inform the reader how the author conducts analysis. Besides, one would expect for the price of the publication, a print date of Jan 2001 may offer an updated version of the original print: no luck. Much of the print dedicated to computer application uses old Lotus language - it is clear this edition could care less about users in Jan 2001 - it also seems to pass over the 90s as well. In all, it seems the author presents his notes on a system of looking for cycles, but the path is not clear and the guide not up to date. I am a commodity hedger and I find little use with book.
Book Description
This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.
Book Description
This book presents a factor-based model of the stochastic evolution of the implied volatility surface. The model allows for the integrated and consistent pricing and hedging, risk management, and trading of equity index derivatives as well as volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both the real-world measure and the risk-neutral measure in an environment of stochastic implied volatility. On the basis of transaction data, the second part of the book provides extensive statistical analyses on the dynamics of the implied volatility surface of German DAX options and proposes a four-factor model to describe its evolution. The model is validated and tested on market data. The final part deals with potential applications of the model in the fields of exotic option pricing, value at risk, and volatility trading.
Average customer rating:
- A truly wonderful book
- Introduction to option pricing theory
|
Introduction to Option Pricing Theory
Gopinath Kallianpur , and
Rajeeva L. Karandikar
Manufacturer: Birkhäuser Boston
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Binding: Hardcover
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ASIN: 0817641084 |
Book Description
Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis, making it accessible to readers with little or no prior knowledge of stochastic processes or stochastic analysis. These chapters cover the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and a brief introduction to stochastic differential equations. Subsequent chapters treat more specialized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility. In several chapters, new results are presented. A unique feature of the book is its emphasis on arbitrage, in particular, the relationship between arbitrage and equivalent martingale measures (EMM), and the derivation of necessary and sufficient conditions for no arbitrage (NA). {\it Introduction to Option Pricing Theory} is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level.
Customer Reviews:
A truly wonderful book.......2000-07-28
I am a relatively new student of stochastic processes. The first 4 chapters which are essentially devoted to explaining the theoretical concepts (Ito inetgration, semi-martingales, etc..) are so lucidly written that it is very easy for someone with a limited idea of stochastic process to comprehend them. After establishing these concepts, the book discusses how the earlier theory is applied to pricing by discussing the options pricing models under different scenarios. I felt that although i understood the earlier discussions regarding arbitrage, the part on how it relates with equivalent martingales was quite difficult to understand. But it is probably because i am new to this subject. In all this is an excellent effort by the authors to make a difficult topic readable and understandable. Finally i feel that people, who are genuinely interested in investing their hard earned money in options, should take the time and effort to learn from this book rather than the typical stereotype "How I Became a Millionaire Overnight Trading Options" books.
Introduction to option pricing theory.......2000-06-23
Introduction to option pricing theory.
Stochastic calculus.
Book Description
The Mathematics of Technical Analysis by Clifford J. Sherry and Jason W. Sherry promises to revolutionize how we think about the markets. In this ground-breaking work, the authors challenge the random walk hypothesis – the idea that there is neither rhyme nor reason to the markets. This far-reaching text describes a series of simple but statistically rigorous methods for analyzing time series. Originally developed to study information processing in the nervous system, they have been modified to analyze economically important time series. These statistical techniques allow traders to determine if a time series is stationary/non-stationary, independent/dependent, and/or random/non-random. These statistical questions are vital for traders because if a time series is non-stationary, independent, and random, it is unlikely that any analysis method, technical or fundamental, will work because the underlying rules that generate the time series change from time to time without warning. However, if a time series is stationary, dependent and non-random, the underlying rules generating prices demonstrate a consistency that will allow analysts to identify low risk/high reward trades.
Customer Reviews:
Serious misunderstandings and outright errors.......2007-01-12
I am a professional trader, have an MBA from a major business school, and a decent amount of Finance PhD coursework, so I do know a bit of what I'm talking about. This is one of the worst trading books I have seen. It presents extremely simple time-series analysis, using methods the author developed in some cases (and mis-applied from existing techniques in other cases). The problem is, the math and tools to do these analysis already exists and is implemented in every statistical software available.
If you need more proof of this author's misunderstanding, turn to the last chapter where he discusses portfolio theory. You would think someone writing a book on stats would understand this, but he makes a fundamental error that no one who ever took a single finance class could make: He claims that "Beta-type risk" (market risk) can be reduced by holding a diversified portfolio if the correlations are negative!! This is absolutely wrong on two fronts -- Beta risk is specifically non-diversifiable (and to reduce company-specific risk the correlations just need to be less than 1, not negative). This is one example of the many many errors in this book.
One of the authors is an "investment advisor for Morgan Stanley"?! I wonder how that is working out...
Sherry's book is thorough!!.......2003-08-12
Sherry's book provides a series of screening tools that you should apply to your historical data, such as prices, price changes, or volume. If your data passes these tests, then it is much more likely that your technical tools will work effectively and lead to profitable trades. Get an autographed copy of this book and an opportunity to discuss the tools with the author for up to 1 hour as listed on Ebay.
It is more like a draft than a serious book.......2003-02-22
Books which teach trade-methodology never give you any real result. They will show you some successful examples but never tell you what is the real chance of their systems. So you can learn different kinds of trading systems from those books but you can not do any real comparison for them. I have bought the Sherry's book with the hope that I can learn some analysis for real results. I was dissapointed. It is not difficult to understand the math in the book if you have college degree. However, there is not sufficient discussion on connecting probability/statistic theory to financial market.
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