Long/Short Market Dynamics
Long/Short Market Dynamics includes:
* A new technique, 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.
* A discussion of 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.
* 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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