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In plain language, Virtual Trading, shows you how to proceed from data collection to system development to actual trading. For traders who want to stay on the cutting edge of market technology, Virtual Trading is a must read. Featuring contributions from the leading experts in the field, Virtual Trading provides in-depth information on every important aspect of artificial intelligence in trading. Highlights include: Synergistic market analysis using neural networks by Lou Mendelsohn; Developing a market-timing system using genetic algorithms by Casimir Klimasauskas; Neural networkds and stock market valuation by John Keal; Applying chaos theory to a neural network by Joseph Shepard; Developing a trading system that uses Al by Mark Jurik; Neural network techniques for time series analysis by Peter Davies.

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* Hardcore .NET solutions for advanced, distributed financial applications. * Fascinating insight into operation of Equity markets and the challenges this poses for technology solutions – you do not have to be an equity market insider to use this book. * Examines next generation trading challenges, and potential solutions using .NET 2.0 and emerging technology, such as Avalon, Indigo and Longhorn.

Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and backtest trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: ·  Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. ·  Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. ·  Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. ·  Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. ·  Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. ·  In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.

website: generatethousands.net After a sell out first and second edition, Dr. Samir Elias added significant new material to the third edition - the main focus of which is making money in multiple ways. You can make money by purely trading stocks using numerous combinations of technical indicators described in several chapters and supported by practical market examples. You can also make money by raising cash on your long term holdings using effective and simple option strategies. In addition, you can make money by increasing your return on profitable trades while significantly reducing losses on unprofitable ones by using risk control strategies described in a special chapter. Learn also how to find stocks that have the potential to deliver explosive profits by incorporating ideas from the author's own stock scanning system that is presented in the book. Make the most of your trades by using specific techniques to determine the approximate best exit time and price using methods in the book applied in detail to the author's own trades. Whatever kind of trader you may be, this book will show you practical ways to increase your profits. If you are a swing trader, you can use candlestick charts combined with two specific technical signals to enter profitable trades. If you are an intermediate term trader, you can use profitable chart patterns described in one of the chapters in combination with technical signals to increase your return. Long term investors can use CD charts described in an especially dedicated chapter to determine the long term direction of a stock as well as entry and exit points. Dr. Samir Elias also has a trading website: generatethousands.net where concepts used in both his books as well as ideas he applies in his personal trading are implemented live in the market.

Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and backtest trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: ·  Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. ·  Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. ·  Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. ·  Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. ·  Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. ·  In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.