Systematic trading- Robert carver PDF

Systematic trading- Robert carver PDF- A unique new method for designing trading and investing systems will be useful to amateurs – individual investors trading their own money – and to market professionals who invest on behalf of others.

Category: Forex

Author: Robert Carver

tag: Robert Carver

Language: English

Download link: At the end of the post

Introduction

Systematic trading- Robert carver PDF is intended for everyone who wishes to systematise their fnancial decision making, either completely or to some degree. Most people would describe themselves as traders or investors, although there are no consistently accepted defnitions of either group. What I have to say is applicable to both kinds of readers so I use the terms trading and investing interchangeably; the use of one usually implies the other is included.

This book will be useful to amateurs – individual investors trading their own money – and to market professionals who invest on behalf of others. Te term ‘amateur’ is not intended to be patronising. It means only that you are not getting paid to manage money and is no reﬂection on your level of skill.

This is not intended to be a parochial book solely for UK or US investors and I use examples from a range of countries. Many books are written specifcally for particular asset markets. My aim is to provide a general framework that will suit traders of every asset. I use specifc examples from the equity, bond, foreign exchange and commodity markets. Tese are traded with spread bets, exchange traded funds1 and futures. But I do not explain the mechanics of trading in detail. If you are not familiar with a particular market you should consult other books or websites before designing your trading system.

It might surprise you, but this book will also be useful for those who are sceptical of computers entirely replacing human judgment. Tis is because there are several parts to a complete trading system. Trading rules provide a prediction on whether something will go up or down in price. Tese can be purely systematic, or based on human discretion.

But it is equally important to have a good framework of position and risk management. I believe that a systematic framework should be used by all traders and investors for position and risk management, even if the adoption of fully systematic rules is not desirable.

If you can beat simple rules when it comes to predicting prices, I show you how to use your opinions in a systematic framework to make the best use of your talents. Alternatively you might feel it is unlikely that anyone, man or machine, can predict the markets. In this case, the same framework can be used to construct the best portfolio consistent with that pessimistic view.

Contents- Systematic trading- Robert carver PDF

Preface

Introduction

Part One. Theory

Chapter One. Te Flawed Human Brain

Chapter Two. Systematic Trading Rules

Part Two. Toolbox

Chapter Tree. Fitting

Chapter Four. Portfolio Allocation

Part Tree. Framework

Chapter Five. Framework Overview

Chapter Six. Instruments

Chapter Seven. Forecasts

Chapter Eight. Combined Forecasts

Chapter Nine. Volatility targeting

Chapter Ten. Position Sizing

Chapter Eleven. Portfolios

Chapter Twelve. Speed and Size

Part Four. Practice

Chapter Tirteen. Semi-automatic Trader

Chapter Fourteen. Asset Allocating Investor

Chapter Fifteen. Staunch Systems Trader

Epilogue. What Makes a Good Systematic Trader?

Appendices

About the author

Robert Carver is an independent systematic futures trader and investor, writer, and research consultant. He is currently a visiting lecturer at Queen Mary, University of London. Robert trades and invests with his own money using the methods you can find in his books.

Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL’s fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.

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