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編輯推薦: |
本书768页的宏大投资经典,系统介绍了100多种最佳指标和详尽的指标剖析以及真实数据回测,内容简单、直观、可操作性强,768页的宏大投资经典,将全球市场技术分析工具一网打尽,堪称:
华尔街大师的工具大全操盘手图表分析的参考宝典全球新老股民必备的投资工具全球交易指标和交易系统设计的标准参考交易者的操盘圣经参透技术分析的工具宝典
技术性策略需要考虑哪些因素?
如何选取市场技术指标?
如何构建指标体系并设计最佳参数?
可用的技术指标又有哪些?
以上问题,本书统统为您权威解答!
书中还大量配置100多种指标对应的实盘图解、公式参数,
丰富、清晰的操作指南,理解更轻松
即学即用,你可以将这些指标应用于自己的投资决策。
通过精确量化,实现风险最小,利润最大。
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內容簡介: |
内容简介
罗伯特·W·科尔比的《证券市场技术分析百科全书》(原著第二版)由郑三江、尹梦秋组织翻译。该书以客观的量化交易结果为依据,包括了100多种交易理念和技术指标,读者可以直接查看交易系统的业绩好坏。
在证券市场投资决策中,交易者既需要熟悉市场基本面,又需要在把握买卖时点时使用市场技术指标。不同的交易者对技术指标的理解深度和广度不同,使用方法也存在差异,其中少数精明的投资者会基于过去的市场行为评估技术指标,并确定最佳指标参数,从投资中获取超额收益。本书详细回答了技术性策略需要考虑的因素、选取市场技术指标的方法和技巧以及如何构建指标体系并设计最佳参数等。
书中介绍了市场技术指标的优点、指标回测方法与步骤以及交易系统的构建规则。特别地,系统介绍了一百多种最佳市场技术指标,并对多数技术指标,通过可用历史数据进行了回溯测试,展示出各指标的实际预测价值和优缺点。
读者可以根据自己的需要,将适合的指标加入到适合自己的交易系统中,通过精确量化,找到特定的决策规则,实现利润最大化和风险最小化。
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關於作者: |
作者简介
作者:(美)罗伯特·W·科尔比
美国大型金融服务集团公司CMT董事长兼首席投资策略师,市场技术分析师协会(MTA)成员,纽约大学和纽约金融学院的兼职教授。
在创立CMT之前,科尔比曾在几家华尔街大公司担任自营交易员、技术分析师和基本面分析师,然后担任机构、私人投资者和交易员的顾问,提供技术分析报告以及为客户量身定制的研究服务和交易系统。在此过程中,他亲眼目睹了各种大肆向公众宣传和兜售的“买入并持有”、“资产配置再平衡”等策略的巨大失败。
科尔比认为,投资者应该有一个更好的选择,于是他创立了CMT,利用他经受住时间考验的研究,帮助投资者从传统交易模式的失败中恢复过来,并走向辉煌——无论股市处于牛市还是熊市背景。他的客户包括世界上非常有名的成功交易员和投资者。
多年来,科尔比撰写了大量关于投资策略、研究方法、基本指标和图表模式解释的论文,发表在《福布斯》、《机构投资者》、《华尔街日报》、《投资者商业日报》等美国几乎所有有影响力的专业媒体上。
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目錄:
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目 录
第一部分 市场技术指标评价································ 1
市场技术指标简介································2
市场技术指标的前行模拟为跨时持续盈利提供可能··················7
找到适用你的市场技术指标··························21
关于市场技术指标、模型及交易系统的其他观点················31
第二部分 市场技术指标···························39
绝对广量指标································40
累积/派发线 (AD)·····························44
累积摆动指标 (ASI) ···························47
自适应移动平均线 (AMA) ·························51
涨跌背离摆动指标 (ADDO) ························52
涨跌线指标 (A-D 线)···························52
非累积涨跌线: 休斯宽度动量摆动指标·····················59
八个参数的百分比休斯宽度动量摆动指标····················65
涨跌比率指标 ·······························66
投资顾问情绪指标······························69
ADX (平均动向) ·····························73
美国个人投资者协会调查 ··························73
安德鲁音叉线: 中线方法···························74
阿姆斯的简易波动指标 (EMV) ·······················79
阿姆斯的短线交易指数 (TRIN,MKDS) ·················82
阿隆指标,阿隆摆动指标···························91
占星术,天文周期的金融应用·························97
占星术,长期周期·····························101
平均动向指标 (ADX) ··························102
平均真实波幅·······························102
黑箱系统·································103
布林线··································103
布林带宽指标·······························109
博尔顿—特伦布莱指标···························110
括括弧,括弧,动态括弧··························111
宽度涨跌比指标: 宽度冲力·························112
好友指数 ································117
看涨—看跌美元价值流向线 (CPFL) ···················119
看涨—看跌美元价值比率 ·························123
看涨—看跌期权费比率 ··························126
看涨—看跌期权成交量比率·························130
蔡金的资金流指标·····························133
钱德动量摆动指标 (CMO) ························134
统计显著性卡方检验····························137
熔断、每日价格限制、停牌、交易限制··················139
多重技术指标组合·····························140
交易商持仓报告······························141
商品期货通道指标 (CCI) ························142
商品期货通道指标穿越零: 零值 CCI ···················145
商品期货选择指标 (CSI) ························149
信心指标·································153
反向意见: 逆向思维投资艺术························154
估波曲线 (估波指南) ···························155
累计净值线································162
累积成交量指标······························163
时间和价格周期······························163
数据时间和价格周期····························175
数据探索、数据挖掘时间和价格周期····················176
月内之日时间和价格周期··························176
周内之日·································185
十年形态、十年周期···························190
DEMA·································195
需求指标 (DI) ·····························195
背离停损,凯斯自适应性背离停损······················196
帝纳波利点位,斐波那契盈利目标······················196
动向指标 (DMI) ····························199
较低的平均动向 (ADX): 暴风雨前的平静··················203
背离分析·································204
唐奇安的四周规则·····························207
双指数移动平均线 (DEMA) ·······················207
道氏理论·································211
邓尼根的单向公式·····························241
邓尼根的冲力方法·····························241
有效市场假说·······························242
艾尔德射线································242
终点移动平均线 (EPMA) ························243
包络线、移动平均包络线和交易带·····················243
净值下降比率·······························247
探索性数据分析······························247
指数移动平均线 (EMA),指数平滑移动平均线 ···············247
斐波那契数列,斐波那契周期························256
强力指数·································261
傅里叶分析: 快速傅里叶变换························261
基金净申购指数······························265
CSI 永久合约期货滚动算法·······················266
期货合约: 到期月份和符号·························267
江恩角··································268
江恩九方图································272
通用汽车充当市场领头羊股票························274
格罗斯三一指数······························278
霍兰指数·································279
哈里克获利指标······························283
高动量交易系统······························286
高低点逻辑指数······························287
兴登堡凶兆································288
圣杯指标·································289
钩形指标·································289
假设检验·································290
指标季节———艾尔德概念·························290
指标季节———科尔比变量·························291
指标季节———科尔比变量指标策略举例···················291
惯性指标·································299
内部人卖出/买入比率···························299
市场间背离································306
日内交易、当日交易、日内价格行为····················306
一月份晴雨表·······························310
一月份效应································314
一月份前五日: 一个 “早期预警” 系统···················315
....
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內容試閱:
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试读章节 本书的内容 译者序
在证券市场投资决策中,交易者既需要熟悉市场基本面,又需要在把握买卖时点时使用市场技术指标。不同的交易者对技术指标的理解深度和广度不同,使用方法也存在差异,其中少数精明的投资者(所谓“聪明 钱”)会基于过去的市场行为评估技术指标,并确定最佳指标参数,从投资中获取超额收益。那么技术性策略需要考虑哪些因素?如何选取市场技术指标?如何构建指标体系并设计最佳参数?可用的技术指标又有哪些?
本书为读者揭示了以上问题的答案。本书介绍了市场技术指标的优点、指标回测方法与步骤以及交易系统的构建规则。特别地,本书系统介绍了一百多种最佳市场技术指标,并对多数技术指标,通过可用历史数据进行了回溯测试,展示出各指标的实际预测价值和优缺点。读者可以根据自己的需要,将适合的指标加入到适合自己的交易系统中,通过精确量化,找到特定的决策规则,实现利润最大化和风险最小化。
本书广泛适合不同层次的读者,并对量化交易者有特别的实践价值。通过阅读本书,金融类专业学生和金融市场交易一般爱好者可以从广度上了解市场技术指标的种类、基本功能及其内涵;熟练的市场交易者可以系统熟悉各类市场技术指标,学习本书作者的技术指标应用理念和应用方法;量化交易者可以在借鉴本书作者交易理论和回测方法基础上,深入理解并验证市场技术指标的参数确定,并通过实证检验丰富、完善和创新自己的交易系统。
……
序 言
世界顶级交易商和投资者都在使用市场技术指标,这些少数精明的投资者跑赢了市场,从投资中积累了财富。本书中的证据有力地表明,加入这一少数成功人行列的最可能的方法是,采用建立在对过去市场行为进行客 观表现评估基础上的严格的现实投资方法。
本书提供了由一百多种最佳市场技术指标积累起来的宝库,这些指标是经过大量相关市场参与者几十年密切关注市场价格行为而开发出来的,市场技术指标旨在使高度复杂的投资决策过程相对简单和有效。
我们测试了所有可用历史数据,以精确地向你展示如何建立具体的指 标参数,以及清晰的买卖证券规则,目标是使利润最大化,并使损失风险最小化。你将能够为自己评判最适合的指标,应用在自己的投资决策中,并与自己的目标相一致,无论涉及短期交易、长期投资、积极投机还是资本保护。你将对各种可能的指标公式的实际预测价值、优势和弱点获得现 实的理解。
……
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