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Moving Averages and Market Inefficiency

Books Related: Market Inefficiency

Book Info:

As experienced traders can attest, news events often mark the beginning or culmination of major trends. Event trading is a new and exciting technique to trade the financial and commodity markets, and represents a third major approach to trading, distinctly different from the fundamental and technical approaches. Designed to capture profits from market reactions to news events, event trading provides a systematic approach for exploiting a variety of market-moving events, such as economic reports, official interest rate changes, and surprises in corporate earnings reports. By understanding how markets respond to the news, traders can reap huge profits. Event Trading is the first book on the subject and is sure to generate great interest among active traders and investors. Specific topics include: Origins of event trading; Event trading and intermarket analysis; Game theory and the financial markets; Creating an event trading portfolio. Event Trading will include a demonstration disk that show how to implement the strategies and techniques explained in the book. Developed by author Ben Warwick, the software will enable traders to analyze historical market repsonses to economic news and deduce probabilities for upcoming trades. Combined, the software and book will provide traders with everything they need to understand and implement this exciting new trading method.


Book Info

This book explores a series of questions about the differences in the capital markets in Japan, Germany and the United States, and contains empirical and comparative studies from the three countries.


Product Details:

Paperback: 224 pages
Publisher: Oxford University Press (May 1, 2000)
ISBN: 0198292279
Product Dimensions: 8.5 x 5.5 x 0.5 inches

Summary: Index