This ebook does not provide access to the CD-ROM files.
"Mr. Salov has taken one of my favorite creations – Perfect Profit – and provided an expanded description of his interpretation of it and put it in your hands with the included software. Like I said fifteen years ago, Perfect Profit is an important tool for the trading system developer. See for yourself."
—Robert Pardo, President, Pardo Capital Limited
"A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#."
The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same.
This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible.
Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion CD-ROM is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
Table of contents
- Cover Page
- Title Page
- CHAPTER 1: Potential Profit as a Measure of Market Performance
- CHAPTER 2: Potential Profit and Transaction Costs
- CHAPTER 3: R- and L-Algorithms for Maximum Profit Strategy
- CHAPTER 4: Money Management and Discrete Nature of Trading
- CHAPTER 5: Money Management for Potential Profit Strategy
- CHAPTER 6: Best to Better
- CHAPTER 7: Direct Applications
- CHAPTER 8: Indicators Based on Potential Profit
- CHAPTER 9: Statistics of Trades and Potential Profit
- CHAPTER 10: Comparing Markets
- Bibliography and Sources
- About the CD-ROM
- Title: Modeling Maximum Trading Profits with C++
- Release date: February 2007
- Publisher(s): Wiley
- ISBN: 9780470086230
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