Clive M. Corcoran – Long/Short Market Dynamics: Trading Strategies for Today’s Markets

Clive M. Corcoran – Long/Short Market Dynamics: Trading Strategies for Today’s Markets

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Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective.

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Description

Long/Short Market Dynamics: Trading Strategies for Today’s Markets

Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective.

The focus of the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. The active trader is better equipped to profit in today’s more complex and risky markets by understanding these changes. There are long and short market dynamics. includes:

  • A completely new technique, Comparative 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.
  • 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.
  • Alpha generation, 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

About the author.

Clive M. Corcoran has been an active trader for many years on both sides of the Atlantic. He is also a trading software developer and consultant and focuses on risk reduction and market neutral strategies for portfolio managers. He has been a university lecturer in Economics and Statistics, is an acknowledged communicator on the capital markets and has been a featured speaker at trading expos and workshops. Previously he worked in radio broadcasting and was the founder and CEO of a personal and business management company for entertainment professionals that operated in Los Angeles, London and Toronto. Corcoran’s newsletter and daily market analysis are published at www.tradewithform.com . He lives in Berkshire, England.

There is a table of contents.

1 Coming to Terms with New Market Dynamics.

There are two range expansions and liquid assets.

There are 3 comparative quantiles.

The volume is a leading indicator.

There are 5 alignments and Divergences.

There was 6 volatility.

There is a Morphology of Gaps.

There are 8 correlation and convergence.

There are power laws and random walks.

There are 10 Regime Shifts and Stationarity.

Money management techniques.

Portfolio theory.

13 Alpha.

Markets are networks.

Notes.

There is a bibliography.

Index.

You can get the download of Clive M. Corcoran – Long/ Short Market Dynamics: Trading Strategies for Today’s Markets at nextskillup.com.

Salepage: https://www.wiley.com/en-ai/Long Short Market Dynamics: Trading Strategies for Today’s Markets-p-9780470065310
Archive: https://archive.ph/wip/2SKgM

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