Книга является пошаговым руководством по построению и тестированию торговых сетей и показывает, как применять тонкие и хитроумные технические исследования, которые используют трейдеры для работы на фьючерсных и валютных рынках по всему миру

The Encyclopedia of Trading Strategies is for traders who want to take the next step to consistently profitable trading. The authors--themselves seasoned veterans of the futures trading arena--pinpoint the trading methods and strategies that have been shown to produce market-beating returns. Their rigorous and systematic backtesting of each method, using the same sets of markets and analytic techniques, provides a scientific, system-based approach to system development...to help you assemble the trading system that will put you on the road to becoming a more consistently profitable trader.

Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio.Key Features: Design, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description: The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research.This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples.By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance.What You Will Learn: Leverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for: If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies.Some understanding of Python and machine learning techniques is required.

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

The phenomenal international bestseller - 2 million copies sold - that will change the way you make decisions'A lifetime's worth of wisdom' Steven D. Levitt, co-author of Freakonomics'There have been many good books on human rationality and irrationality, but only one masterpiece. That masterpiece is Thinking, Fast and Slow' Financial TimesWhy is there more chance we'll believe something if it's in a bold type face? Why are judges more likely to deny parole before lunch? Why do we assume a good-looking person will be more competent? The answer lies in the two ways we make choices: fast, intuitive thinking, and slow, rational thinking. This book reveals how our minds are tripped up by error and prejudice (even when we think we are being logical), and gives you practical techniques for slower, smarter thinking. It will enable to you make better decisions at work, at home, and in everything you do.

For David Goggins, childhood was a nightmare - poverty, prejudice, and physical abuse colored his days and haunted his nights. But through self-discipline, mental toughness, and hard work, Goggins transformed himself from a depressed, overweight young man with no future into a U.S. Armed Forces icon and one of the world's top endurance athletes. The only man in history to complete elite training as a Navy SEAL, Army Ranger, and Air Force Tactical Air Controller, he went on to set records in numerous endurance events, inspiring Outside magazine to name him The Fittest (Real) Man in America. In this curse-word-free edition of Can't Hurt Me, he shares his astonishing life story and reveals that most of us tap into only 40% of our capabilities. Goggins calls this The 40% Rule, and his story illuminates a path that anyone can follow to push past pain, demolish fear, and reach their full potential.

While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.

Книга «Эмоциональный интеллект» в формате 10-минутного чтения: обзоры лучших книг, только самое важное и полезное. Дэниел Гоулман занимает пост исполнительного директора компании Emotional Intelligence Service, оказывающей услуги для бизнеса, включая оценку эмоционального интеллекта. Также Гоулман в течение двадцати лет вел колонку для газеты The New York Times о достижениях в науке, занимающейся исследованиями поведения и мозга человека. ЦИТАТА: «Эмоциональная жизнь это сфера, с которой можно обращаться более или менее искусно и так же надежно, как с математикой или чтением, и которая нуждается в своем особенном наборе компетенций, то есть выполняемых ею функций. И то, насколько человек сведущ в них, имеет решающее значение для понимания, почему один преуспевает в жизни, а другой равного интеллекта оказывается в тупике: эмоциональная одаренность это метаспособность, определяющая, насколько хорошо мы умеем пользоваться любыми другими навыками и умениями, которыми располагаем, включая необученный интеллект».

Переосмысление нашей глобальной экономики, чтобы она стала более устойчивой и процветающей. Шваб ищет реальные причины недостатков нашей системы и находит решения на основе лучших практик со всего мира в таких разных странах, как Китай, Дания, Эфиопия, Германия, Индонезия, Новая Зеландия и Сингапур.Клаус Шваб – основатель и бессменный президент Всемирного экономического форума в Давосе.В формате a4.pdf сохранен издательский макет.

The emerging science of biotensegrity provides a fresh context for rethinking our understanding of human movement, but its complexities can be formidable. Biotensegrity: The Structural Basis of Life, Second edition - now with full color illustrations throughout - explores and explains the concept of biotensegrity and provides an understanding and appreciation of anatomy and physiology in the light of the latest research findings.The reader learns that biotensegrity is an evolving science which gives researchers, teachers, and practitioners across a wide range of specialisms, including bodyworkers and movement teachers, a deeper understanding of the structure and function of the human body. They are then able to develop clinical practice and skills in light of this understanding, leading to more effective therapeutic approaches, with the aim of improved client outcomes.The second edition provides expanded coverage of the developmental and therapeutic aspects of biotensegrity. Coverage now includes:A more thorough look at life's internal processesClosed kinematic chains as the new biomechanicsEmbryological development as an evolutionary processThe human body as a constantly evolving system based on a set of unchanging principlesEmergence, heterarchies, soft-matter and small-world networksA deeper look at what constitutes the therapeutic process

NEW YORK TIMES BESTSELLERShortlisted for the Financial Times/McKinsey Business Book of the Year AwardThe unbelievable story of a secretive mathematician who pioneered the era of the algorithm--and made $23 billion doing it.Jim Simons is the greatest money maker in modern financial history. No other investor--Warren Buffett, Peter Lynch, Ray Dalio, Steve Cohen, or George Soros--can touch his record. Since 1988, Renaissance's signature Medallion fund has generated average annual returns of 66 percent. The firm has earned profits of more than $100 billion; Simons is worth twenty-three billion dollars.Drawing on unprecedented access to Simons and dozens of current and former employees, Zuckerman, a veteran Wall Street Journal investigative reporter, tells the gripping story of how a world-class mathematician and former code breaker mastered the market. Simons pioneered a data-driven, algorithmic approach that's sweeping the world.As Renaissance became a market force, its executives began influencing the world beyond finance. Simons became a major figure in scientific research, education, and liberal politics. Senior executive Robert Mercer is more responsible than anyone else for the Trump presidency, placing Steve Bannon in the campaign and funding Trump's victorious 2016 effort. Mercer also impacted the campaign behind Brexit.The Man Who Solved the Market is a portrait of a modern-day Midas who remade markets in his own image, but failed to anticipate how his success would impact his firm and his country. It's also a story of what Simons's revolution means for the rest of us.

За несколько лет компания Spotify буквально трансформировала музыкальную индустрию: спасла звукозаписывающие корпорации от пиратов, заставила содрогнуться Apple и эффектно появилась на Уолл-стрит. А в 2020 году она запустила свой сервис и в России. Еще ни одной шведской компании не удавалось завоевать такой авторитет в мировой поп-культуре. Авторы этой книги Свен Карлcсон и Юнас Лейонхуфвуд провели свое журналистское расследование, поговорили с участниками этой бизнес-трансформации, среди которых люди из руководства Spotify, инвесторы, авторитетные деятели музыкальной индустрии и конкуренты компании. Вы узнаете, как неразговорчивый гик Даниэль Эк и его богатый компаньон Мартин Лорентсон вели переговоры с финансистами и набирали команду выдающихся разработчиков. Вы проследите за судьбами героев и узнаете, как Spotify, крупнейшая IT-компания Европы, появившись на свет в 2006 году, уже к началу 2019-го была стриминговым сервисом номер один в мире, и почему генеральный директор и сооснователь Даниэль Эк считает, что они еще только в начале пути.

Издание содержит: Заря американской эры; "Землетрясение" (война США с приверженцами джихада); Население, компьютеры и культурные войны; Новые "линии разлома"; Бумажный тигр (Китай - 2020 г.); Перезагрузка (Россия - 2020 г.) и др.

Eduardo Saverin and Mark Zuckerberg - an awkward maths prodigy and a painfully shy computer genius - were never going to fit in at elite, polished Harvard. Yet that all changed when master-hacker Mark crashed the university's entire computer system by creating a rateable database of female students. Narrowly escaping expulsion, the two misfits refocused the site into something less controversial - 'The Facebook' - and watched as it spread like a wildfire across campuses around the country, along with their popularity.Yet amidst the dizzying levels of cash and glamour, as silicon valley, venture capitalists and reams of girls beckoned, the first cracks in their friendship started to appear, and what began as a simple argument spiralled into an out-and-out war. The great irony is that Facebook succeeded by bringing people together - but its very success tore two best friends apart.

Книга Маршалла Голдсмита парадоксальна по своей сути. Она написана в помощь людям, которые... уже добились грандиозного успеха. У них есть все, к чему они стремились, сбылись все их мечты. Казалось бы, чего еще им желать? И вот тут-то и кроется парадокс. Вы достигли процветания и вправе гордиться собой. Но при этом нередко случается то, что Маршалл Голдсмит называет утратой «внутренней карты». Что это значит? Да то, что вы оказались жертвой «головокружения от успехов»: вы перестали соотносить свое поведение с мнением окружающих, а стало быть, незаметно для себя отклонились от верного пути. Вы не просто забуксовали на месте, но и рискуете потерять завоеванное положение.Как же уберечься от подобной опасности? Маршалл Голдсмит, опытнейший специалист, консультирующий крупнейших мировых бизнес-лидеров, научит вас, как преодолеть вредные привычки, которые ошибочно ассоциируются у вас с успехом. И тогда неизбежен еще один парадокс, на сей раз счастливый: вы сумеете прыгнуть выше головы!Книга адресована в первую очередь руководителям высшего звена, но будет полезна и широкому кругу читателей.

Can the market fully manage the money and banking sector? Jesus Huerta de Soto, professor of economics at the Universidad Rey Juan Carlos, Madrid, has made history with this mammoth and exciting treatise that it has and can again, without inflation, without business cycles, and without the economic instability that has characterised the age of government control. Such a book as this comes along only once every several generations: a complete comprehensive treatise on economic theory. It is sweeping, revolutionary, and devastating -- not only the most extended elucidation of Austrian business cycle theory to ever appear in print but also a decisive vindication of the Misesian-Rothbardian perspective on money, banking, and the law. The author has said that this is the most significant work on money and banking to appear since 1912, when Mises's own book was published and changed the way all economists thought about the subject. Its five main contributions: A wholesale reconstruction of the legal framework for money and banking, from the ancient world to modern times; An application of law-and-economics logic to banking that links microeconomic analysis to macroeconomic phenomena; A comprehensive critique of fractional-reserve banking from the point of view of history, theory, and policy; An application of the Austrian critique of socialism to central banking; The most comprehensive look at banking enterprise from the point of view of market-based entrepreneurship. Those are the main points but, in fact, this only scratches the surface. Indeed, it would be difficult to overestimate the importance of this book. De Soto provides also a defence of the Austrian perspective on business cycles against every other theory, defends the 100% reserve perspective from the point of view of Roman and British law, takes on the most important objections to full reserve theory, and presents a full policy program for radical reform. It could take a decade for the full implications of this book to be absorbed but this much is clear: all serious students of these subject matters will have to master this treatise.

The Network State: How To Start a New Country - Kindle edition by Srinivasan, Balaji. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading The Network State: How To Start a New Country.

The Sunday Times bestseller from the author of Freedom and The Corrections Young Pip Tyler doesn’t know who she is. She knows that her real name is Purity, that she’s saddled with $130,000 in student debt, that she’s squatting with anarchists in Oakland, and that her relationship with her mother – her only family – is hazardous. But she doesn’t have a clue who her father is, why her mother chose to live as a recluse with an invented name, or how she’ll ever have a normal life. Enter the Germans. A glancing encounter with a German peace activist leads Pip to an internship in South America with the Sunlight Project, an organization that traffics in all the secrets of the world – including, Pip hopes, the secret of her origins. TSP is the brainchild of Andreas Wolf, a charismatic provocateur who rose to fame in the chaos following the fall of the Berlin Wall. Now on the lam in Bolivia, Andreas is drawn to Pip for reasons she doesn’t understand, and the intensity of her response to him upends her conventional ideas of right and wrong. Jonathan Franzen’s Purity is a grand story of youthful idealism, extreme fidelity, and murder. The author of The Corrections and Freedom has imagined a world of vividly original characters – Californians and East Germans, good parents and bad parents, journalists and leakers – and he follows their intertwining paths through landscapes as contemporary as the omnipresent Internet and as ancient as the war between the sexes. Purity is the most daring and penetrating book yet by one of the major writers of our time.

Acclaimed as one of the most exciting books in the history of American letters, this modern epic became an instant bestseller upon publication in 1974, transforming a generation and continuing to inspire millions. This 25th Anniversary Quill Edition features a new introduction by the author; important typographical changes; and a Reader's Guide that includes discussion topics, an interview with the author, and letters and documents detailing how this extraordinary book came to be. A narration of a summer motorcycle trip undertaken by a father and his son, the book becomes a personal and philosophical odyssey into fundamental questions of how to live. The narrator's relationship with his son leads to a powerful self-reckoning; the craft of motorcycle maintenance leads to an austerely beautiful process for reconciling science, religion, and humanism. Resonant with the confusions of existence, Zen and the Art of Motorcycle Maintenance is a touching and transcendent book of life.

В своей новой книге «Радостная мудрость» Йонге Мингьюр Ринпоче, автор бестселлера «Будда, мозг и нейрофизиология счастья», учит нас тому, как преодолеть проблемы и страхи современной жизни и обрести глубокое чувство спокойствия и благополучия. Основное внимание уделяется весьма актуальной в современном мире и одновременно извечной проблеме тревожности и неудовлетворённости в повседневной жизни человека.

Юкио Мисима — самый знаменитый и читаемый в мире японский писатель. Прославился он в равной степени как своими произведениями во всех мыслимых жанрах (романы, пьесы, рассказы, эссе), так и экстравагантным стилем жизни и смерти (харакири после неудачной попытки монархического переворота). «Книга самурая» — это размышления Мисимы о «Хагакурэ, или Сокрытом в листве» — трактате о кодексе чести самурая (бусидо), выдержанном в канонах дзен-буддизма, синтоизма и конфуцианства и составленном на основе бесед с самураем XVII века Дзётё Ямамото. Эти истории о боевой доблести и воинском долге, совести и ответственности, записанные одним из учеников Дзётё, — не сборник заповедей, а оригинальная методика познания мира и постижения мудрости. «Возможно, “Хагакурэ” – изначально книга-парадокс, — пишет Мисима. — Во время войны она излучала свет, но средь белого дня он был не очень заметен, и лишь во мраке книга засияла по-настоящему. <…> Эта книга исповедует свободу. Эта книга взывает к жару сердец». Впервые публикуется в переводе с японского — предыдущие издания «Книги самурая» по-русски брали за основу английский перевод.

Эта книга об инновациях, о предпринимательстве, о том, как Израиль смог воплотить и то и другое в жизнь. Эта книга о том, как на самом деле выглядит экономика, которая действительно может развиваться