Ebooks mostly English and Pdf

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Hank Pruden, “The Three Skills of Top Trading: Behavioral Systems Building, Pattern Recognition, and Mental State Management”
Wiley | 2007 | ISBN: 0470050632 | 284 pages | PDF | 18,5 MB

Praise for The Three Skills of Top Trading. "Professor Pruden's new book, The Three Skills of Top Trading, is unquestionably the best book on a specific trading method and the necessary attributes for trading that I have read. His logic, understanding of human foibles, and use of the Wyckoff method of trading are broadly referenced, readable, understandable, and entertaining."
- Charles D. Kirkpatrick, II, CMT, coauthor of Technical Analysis: The Complete Resource for Financial Market Technicians, Editor of the Journal of Technical Analysis, and board member of the Market Technicians Association


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Trade and Transitions: A Comparative Analysis of Adjustment Policies
Publisher: Routledge | ISBN: 0415049776 | edition 1990 | PDF | 292 pages | 1,04 mb

The strain on the global trading system which has been apparent in recent years is evidenced in the growth of the "new protectionism"--the adoption of trade restrictions by some of the world's leading trading nations. This book takes a stand against such policies. Based on a comparative study of eight leading industrial powers, including Japan, the U.S., and Great Britain, it concludes that the restrictions are economically inefficient and do not fulfill their original intent. Instead, the authors argue, countries need to develop the policies which are least injurious to their trading partners. They find retaliatory protectionism to be damaging to all involved, and suggest that the world economy would benefit much more from institutional frameworks which encourage mutually self-interested bargaining, rather than simply attempting to constrain or transcend domestic self-interest.


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Philip McDonnell, “Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R”
Wiley | 2008 | ISBN: 0470117664 | 297 pages | PDF | 18,5 MB

Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio.


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John Netto, "One Shot One Kill Trading "
McGraw-Hill | 2004 | ISBN: 0071427945 | 320 pages | PDF | 6,4 MB

John Netto, a former U.S. Marine, designed his "One Shot–One Kill" trading methodology to leverage the patience, discipline, and execution skills he learned in the military with the technical skills he has mastered in the marketplace. In One Shot-One Kill Trading, Netto explains in detail his complete, proprietary One Shot – One Kill Trading Method. Some of the topics of interest to active professional and non-professional traders include:
In One Shot, One Kill Trading, Netto covers topics of interest to active traders, including:
Strategies for maintaining composure in the heat of battle
How charts can be vital for consistently selling strength in falling markets and buying weakness in strong markets
A complete "management matrix" for more effective trading strategies
Using “Netto Numbers™” to calculate risk exposure and validity of trades before entry
Utilizing beneficial trader’s taxation rules


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Electronic Commerce: Strategies and Models for Business-to-Business Trading
Publisher: Wiley | 2000-01-11 | ISBN: 0471720291 | PDF | 288 pages | 1.00 MB

Business-to-business electronic commerce is booming but for many companies attempting to do business electronically, it seems like a nightmare journey into the unknown rather than the golden road to competitive advantage. Firms are finding that prices are under pressure, profit margins are hit, new competitors appear from nowhere and benefits are hard to realize. Drawing on case studies of companies such as Marshall Industries, FedEx, Industry.Net, Amazon.com, Citius Belgium and TradeZone, Paul Timmers addresses the critical issues facing managers today as they endeavour to move into a new business environment. Looking at the opportunities and the risks involved, the book provides in-depth practical examples of how innovative companies are developing competitive advantage by doing business on the Internet. The author then goes on to show companies how they can organize their business, by providing a systematic classification of electronic commerce business models and a range of tools for the development of Internet marketing strategies. Finally, a number of scenarios provide a window on the future of business-to-business electronic commerce. In a clear and concise way, this book will help dispel the uncertainty surrounding electronic commerce by explaining how the reader can overcome obstacles and reservations and capitalize on the many benefits on offer.


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Dennis Patterson, Ari Afilalo, "The New Global Trading Order: The Evolving State and the Future of Trade"
Cambridge University Press | 2008-06-30 | ISBN: 0521875188 | 288 pages | PDF | 1,6 MB

The international institutions that have governed global trade since the end of World War II have lost their effectiveness, and global trade governance is fractured. The need for new institutions is obvious, and yet, few proposals seem to be on offer. The key to understanding the global trading order lies in uncovering the relationship between trade and the State, and how the inner constitution of Statecraft drives the architecture of the global order and requires structural changes as the State traverses successive cycles. The current trade order, focused on the liberalization of trade in goods and services and the management of related issues, is predicated on policies and practices that were the product of a global trading order of the 20th-century modern nation-states. Today, a new form of the State - the post-modern State - is evolving. In this book, the authors propose a new trade norm - the enablement of global economic opportunity - and a new institution - the Trade Council - to overhaul the global trading order.

Enjoy this great book! Brought to you by SMIRK


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Nicolas Darvas, "How I Made $2,000,000 In The Stock Market"
Lyle Stuart | 2001-02-01 | ISBN: 0818403969 | 197 pages | PDF | 3,5 MB

Nicolas Darvas wrote "How I Made $2,000,000 in the Stock Market" in 1960, shortly after he had made over $2,000,000 trading stocks in a little over 18 months. But the story starts in 1952, when Darvas, a ballroom dancer by profession, acquired his first stock in a Canadian mining company almost inadvertently. He sold it at a profit, and he was hooked. But Darvas knew nothing about the stock market. He learned everything the hard way, and that's what makes this book interesting. Darvas is a colorful, overbearing, but frank character, and he takes us through his quest to figure out how to make money in the stock market step by painful step.
Darvas divides his learning experience into 4 parts. At first he was "The Gambler", acting on tips and impulses. That failed. Then he got serious and became "The Fundamentalist", reading annual reports, listening to analysts, and investing accordingly. That failed. So he became "The Technician", developing his own method of anticipating a rise in stock price, which he called "box theory". He wasn't losing much money, but he wasn't making much either. Finally Darvas devised a method of predicting stock price movement that incorporated all of his hard-learned lessons. He became "The Techno-Fundamentalist". He selected stocks based on earning prospects for their sector, but bought the leaders in their sector only when price movement looked promising according to his box theory.


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Howard J. Atkinson, Donna Green, "New Investment Frontier 3"
Publisher: Insomniac Press | 2000-09-01 | ISBN 1894663888 | PDF | 312 pages | 13.4 MB


Exchange traded funds have been called the next generation of mutual funds. Essentially, ETFs are low cost, tax-efficient mutual funds that trade on a stock exchange. In 2000, there were 30 ETFs trading on North American stock exchanges with assets of US$36.5 billion. Three years later, despite the worst equity bear market in 70 years, ETFs number 130 and assets have soared to over US$100 billion. Canada was home to the first successful ETF in the world. Now the largest Canadian ETF, the i60 Fund is one of the most heavily traded TSX issues. This is the only book that guides Canadians through the innovative world of ETFs. It includes ETF investment strategies, tax and cost considerations, industry interviews, and a valuable ETF reference section to help you invest like a professional.


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Alpesh Patel, "Internet Trading Course: The complete course in online investment"
FT Press | 2002-09-05 | ISBN: 0273656309 | 352 pages | PDF | 3,7 MB

The Internet Trading Course is based on years of real trading experience from one of the most renowned names in the investment world.
From the basics—such as getting online, hardware and browser guides—through to stock picking techniques and managing risk, this course book is an enlightening start for novices entering the trading arena and for more experienced hands who often neglect sophisticated yet essential techniques such as money management.
Its accessible, user-friendly format and fun and crisp manner make it an enjoyable as well as essential tutorial in the art of Internet trading. The Internet Trading Course not only educates you in the strategies that will lead to your success but also provides the tools to carry them out with confidence and ease.


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Jake Bernstein, "Stock Market Strategies That Work"
McGraw-Hill Companies | 2002-02 | ISBN: 0071406336 | 188 pages | PDF | 1,1 MB

Making significant money in the stock market isn't a given. However, investors can greatly increase their odds of success by knowing the basics of how the market works andmore importanthow to trade profitably in the market. Stock Market Strategies That Work goes far beyond other introductory books on the market, explaining in step-by-step detail the specific techniques, systems, methods, and indicators that veteran investors have used for years to prey on the unsuspecting average investor and fatten their own trading accounts. Jake and Elliott Bernstein use numerous charts and graphs to emphasize timing, entry and exit methods, trend analysis, risk management, and other higher-level topics.
Methods covered in this unique introduction to profitable investing include:
Risk management in today's volatile market
Charting techniques to track the consistent big movers
Finding key entry and exit points using technical analysis


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Jeffrey Owen Katz "How To Start Day Trading Futures, Options, and Indices"
McGraw-Hill (2000-10-27) | ISBN 0071359192 | Pages | PDF | 3.1 Mb

The same electronic trading forces that are changing the face of stock trading, are moving into the futures and options market, where traders can trade the entire stock market rather than just one stock at a time. Some of the richest opportunities to trade the stock market can be found at the futures and options exchanges. This work aims to teach the novice trader everything necessary to get started in electronically day trading the equity index markets.


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David Murphy "Understanding Risk: The Theory and Practice of Financial Risk Management"
Chapman & Hall/CRC | 2008-04-23 | ISBN: 1584888938 | 472 pages | PDF | 6,7 MB


Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a more informal style, giving readers a blend of analysis and intuition.

Divided into four parts, the book begins by introducing the basics of risk management and the behavior of financial instruments. The next section focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author then deals with asset/liability management (ALM) and liquidity management. The last part explores structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.

With numerous exercises, figures, and examples throughout, this book offers valuable insight on various aspects of financial risk management.


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William F. Sharpe "Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice (Princeton Lectures in Finance)"
Princeton University Press | 2006-10-02 | ISBN: 0691128421 | 232 pages | PDF | 1 MB


In Investors and Markets, Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless they understand the determinants of asset prices. But until now asset-price analysis has largely been inaccessible to everyone except PhDs in financial economics. In this book, Sharpe changes that by setting out his state-of-the-art approach to asset pricing in a nonmathematical form that will be comprehensible to a broad range of investment professionals, including investment advisors, money managers, and financial analysts. Bridging the gap between the best financial theory and investment practice, Investors and Markets will help investment professionals make better portfolio choices by being smarter about asset prices.

Based on Sharpe's Princeton Lectures in Finance, Investors and Markets presents a method of analyzing asset prices that accounts for the real behavior of investors. Sharpe makes this technique accessible through a new, one-of-a-kind computer program that enables users to create virtual markets, setting the starting conditions and then allowing trading until equilibrium is reached and trading stops. Program users can then analyze the final portfolios and asset prices, see expected returns, and measure risk.

In addition to popularizing the most sophisticated form of asset-price analysis, Investors and Markets summarizes much of Sharpe's most important previous work and reflects a lifetime of thinking about investing by one of the leading minds in financial economics. Any serious investment professional will benefit from Sharpe's unique insights.


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Marianne Frisen "Financial Surveillance (Statistics in Practice)"
Wiley | 2008-02-25 | ISBN: 047006188X | 272 pages | PDF | 4 MB

Statistical surveillance is used to repeatedly evaluate the amount of information contained within a system of continuously achieved observations. This makes it possible to quickly and safely detect changes in the way time series evolve through time. Applied to economic and financial markets, this allow the optimal time for decisions to be determined, such as the most beneficial trading time.
Financial Surveillance examines the relationship between Statistical surveillance and financial analysis. Introducing both cultures, the book provides an overview of Statistical methods used in finance. the reader is then guided through more advanced topics, from likelihood-based surveillance of volatility, to sequential monitoring of optimal portfolio weights.
The book:
Comprehensively covers the use of Statistical surveillance in financial analysis, enabling readers to successfully adjust to changes in financial market trends.
Examines financial trading rules for timely decisions.
Details schemes for different univariate and multivariate control charts.
Provides information on different linear and nonlinear time series models, such as GARCH processes, and their applications, including modelling asset returns and exchange rates.
Discusses the modern use of electronic trading in financial markets and data collection, as well as future directions for the subject.
Applies methods to real data from worldwide markets, as well as illustrative simulation studies.
Is accompanied by a website with additional updated information.
This is the first book-length treatment ofstatistical surveillance methods used in financial analysis. It contains selected chapters written by specialists on different topics. Financial Surveillance is ideal for readers from either Statistics or finance wanting to learn more about the other discipline. It also makes essential reading for advanced level students in statistics, economics and finance.


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Frans de Weert "Exotic Options Trading"
Wiley | 2008-04-25 | ISBN: 0470517905 | 212 pages | PDF | 1,3 MB


Written by an experienced trader and consultant, Frans de Weert’s Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills to price and risk manage the most common and the most complex exotic options.

De Weert begins by explaining the risks associated with trading an exotic option before dissecting these risks through a detailed analysis of the actual economics and Greeks rather than solely stating the mathematical formulae. The book limits the use of mathematics to explain exotic options from an economic and risk perspective by means of real life examples leading to a practical interpretation of the mathematical pricing formulae.

The book covers conventional options, digital options, barrier options, cliquets, quanto options, outperformance options and variance swaps, and explains difficult concepts in simple terms, with a practical approach that gives the reader a full understanding of every aspect of each exotic option. The book also discusses structured notes with exotic options embedded in them, such as reverse convertibles, callable and puttable reverse convertibles and autocallables and shows the rationale behind these structures and their associated risks.

For each exotic option, the author makes clear why there is an investor demand; explains where the risks lie and how this affects the actual pricing; shows how best to hedge any vega or gamma exposure embedded in the exotic option and discusses the skew exposure.

By explaining thepractical implications for every exotic option and how it affects the price, in addition to the necessary mathematical derivations and tools for pricing exotic options, Exotic Options Trading removes the mystique surrounding exotic options in order to give the reader a full understanding of every aspect of each exotic option, creating a useable tool for dealing with exotic options in practice.


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