Overview

This book is aimed at providing simple quantitative strategies that individual investors can implement with little work using simple, free or cheap tools and services.

Full Product Details

Author:   Fred Piard
Publisher:   Harriman House Publishing
Imprint:   Harriman House Publishing
Dimensions:   Width: 15.60cm , Height: 0.80cm , Length: 23.40cm
Weight:   0.218kg
ISBN:  

9780857193001

ISBN 10:   0857193007
Pages:   146
Publication Date:   26 August 2013
Recommended Age:   From 18 years
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

"Disclaimer About The Author Preface Acknowledgements Introduction 1. Methodology Focus on Simple Basic Principles Evaluating Strategies The Cost of a Drawdown Tools and Requirements Common Hypotheses, Vocabulary and Presentation Chapter Summary 2. Market Timing S&P 500 Market Timing Multi-Indexes Timing Sector Portfolio Timing Global Assets Portfolio Timing Chapter Summary 3. Momentum Sector Rotation Global Assets Rotation Paired Switching Chapter Summary 4. Seasonal Patterns The Only Strategy Backtested Over 319 Years A Two-Season Strategy A Four-Season Strategy The End of Year Pattern Seasons and Sectors More Seasonal Patterns Chapter Summary 5. Mixing Strategies An Attempt To Combine Everything The ""No Brain No Gain"" Strategy Building a Systemic Portfolio The Luck Factor Chapter Summary 6. Fundamental Quantitative Models Hypotheses A Value Model A Growth Model A Dividend Model Market Timing and Hedging Combining Models Chapter Summary 7. Designing A Strategy The Framework The Deadly Sins of Backtesting Chapter Summary Conclusion Appendices Appendix 1: Summer and Winter returns since 1950 Appendix 2: A New Kind of Quantitative Indicator Appendix 3: Bibliograph Appendix 4: Support Index"

Reviews

"""Well-written, easy to follow, and logically formatted"" --Leslie N. Masonson, Futures mag ""A refreshing and informative guide on how to implement a number of scientific based strategies in order to do what most investors aim to achieve - beat the market on a consistent basis...Overall, for those investors who want a range of new ideas on how to make money from the markets this book is an ideal addition to the library."" --UKAnalyst"

Well-written, easy to follow, and logically formatted --Leslie N. Masonson, Futures mag A refreshing and informative guide on how to implement a number of scientific based strategies in order to do what most investors aim to achieve - beat the market on a consistent basis...Overall, for those investors who want a range of new ideas on how to make money from the markets this book is an ideal addition to the library. --UKAnalyst

Author Information

Author Website:   http://www.harriman-house.com/pages/authors.htm?Index=17407&Author=Fred_Piard

Fred Piard gained extensive experience in the software industry, information systems consulting and marketing before discovering an interest in the financial markets. Self-taught in this field, he puts into practice what he learnt from his previous activities to build his own methodology. From his years in research he has the ability to combine a systemic point of view and an analytic approach. As a software architect he knows that the things that work the best in the long term are the simplest. As a consultant he experienced the real economy through various sectors: energy, banking, healthcare, manufacturing and public administration. And he learned from marketing that human group behavior can sometimes be modeled, but never predicted. He has a PhD in computer science, an MSc in software engineering and an MSc in civil engineering.

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Author Website:   http://www.harriman-house.com/pages/authors.htm?Index=17407&Author=Fred_Piard

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