Trading_Systems.pdf

Trading_Systems.pdf

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时间:2019-03-10

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1、ffirs.inddi12/7/125:58PMTradingSystemsandMethodsffirs.inddi12/7/125:58PMFoundedin1807,JohnWiley&SonsistheoldestindependentpublishingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,AustraliaandAsia,Wileyisglob-allycommittedtodevelopingandmarketingprintandelectronicprod

2、uctsandservicesforourcustomers’professionalandpersonalknowledgeandunderstanding.TheWileyFinanceseriescontainsbookswrittenspecificallyforfinanceandinvest-mentprofessionalsaswellassophisticatedindividualinvestorsandtheirfinancialadvi-sors.Booktopicsrangefromportfoliomanagementtoe

3、-commerce,riskmanagement,financialengineering,valuationandfinancialinstrumentanalysis,aswellasmuchmore.Foralistofavailabletitles,visitourWebsiteatwww.WileyFinance.com.ffirs.inddii12/7/125:58PMTradingSystemsandMethodsFifthEditionPERRYJ.KAUFMANJohnWiley&Sons,Inc.ffirs.inddiii12/7

4、/125:58PMCoverimage:Nikada/iStockphotoCoverdesign:JohnWiley&Sons,Inc.Copyright©2005,2013byPerryJ.Kaufman.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmit

5、tedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCo

6、pyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)646-8600,orontheWebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-

7、6008,oronlineathttp://www.wiley.com/go/permissions.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspecificallydiscla

8、imanyimpliedwarrantiesofmerchantabilityorfitnessforapa

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