证券市场技术指标百科全书 : 原著第二版

图书标准信息

• 作者 [美]罗伯特·W.科尔比
• 出版社 山西人民出版社发行部
• 出版时间 2022-12
• 版次 1
• ISBN 9787203109372
• 定价 288.00元
• 装帧 精装
• 开本 16开
• 纸张 胶版纸
• 页数 767页
• 字数 950千字

【内容简介】

内容简介
  罗伯特·W·科尔比的《证券市场技术分析百科全书》（原著第二版）由郑三江、尹梦秋组织翻译。该书以客观的量化交易结果为依据，包括了100多种交易理念和技术指标，读者可以直接查看交易系统的业绩好坏。
  在证券市场投资决策中，交易者既需要熟悉市场基本面，又需要在把握买卖时点时使用市场技术指标。不同的交易者对技术指标的理解深度和广度不同，使用方法也存在差异，其中少数精明的投资者会基于过去的市场行为评估技术指标，并确定最佳指标参数，从投资中获取超额收益。本书详细回答了技术性策略需要考虑的因素、选取市场技术指标的方法和技巧以及如何构建指标体系并设计最佳参数等。
  书中介绍了市场技术指标的优点、指标回测方法与步骤以及交易系统的构建规则。特别地，系统介绍了一百多种最佳市场技术指标，并对多数技术指标，通过可用历史数据进行了回溯测试，展示出各指标的实际预测价值和优缺点。
  读者可以根据自己的需要，将适合的指标加入到适合自己的交易系统中，通过精确量化，找到特定的决策规则，实现利润最大化和风险最小化。

【作者简介】

作者简介

 

作者：（美）罗伯特·W·科尔比

美国大型金融服务集团公司CMT董事长兼首席投资策略师，市场技术分析师协会（MTA）成员，纽约大学和纽约金融学院的兼职教授。

 

在创立CMT之前，科尔比曾在几家华尔街大公司担任自营交易员、技术分析师和基本面分析师，然后担任机构、私人投资者和交易员的顾问，提供技术分析报告以及为客户量身定制的研究服务和交易系统。在此过程中，他亲眼目睹了各种大肆向公众宣传和兜售的“买入并持有”、“资产配置再平衡”等策略的巨大失败。

 

科尔比认为，投资者应该有一个更好的选择，于是他创立了CMT，利用他经受住时间考验的研究，帮助投资者从传统交易模式的失败中恢复过来，并走向辉煌——无论股市处于牛市还是熊市背景。他的客户包括世界上非常有名的成功交易员和投资者。

 

多年来，科尔比撰写了大量关于投资策略、研究方法、基本指标和图表模式解释的论文，发表在《福布斯》、《机构投资者》、《华尔街日报》、《投资者商业日报》等美国几乎所有有影响力的专业媒体上。

【目录】

目 录

第一部分 市场技术指标评价································ １

市场技术指标简介································２

市场技术指标的前行模拟为跨时持续盈利提供可能··················７

找到适用你的市场技术指标··························２１

关于市场技术指标、模型及交易系统的其他观点················３１

第二部分 市场技术指标···························３９

绝对广量指标································４０

累积/派发线 (ＡＤ)·····························４４

累积摆动指标 (ＡＳＩ) ···························４７

自适应移动平均线 (ＡＭＡ) ·························５１

涨跌背离摆动指标 (ＡＤＤＯ) ························５２

涨跌线指标 (Ａ－Ｄ 线)···························５２

非累积涨跌线: 休斯宽度动量摆动指标·····················５９

八个参数的百分比休斯宽度动量摆动指标····················６５

涨跌比率指标 ·······························６６

投资顾问情绪指标······························６９

ＡＤＸ (平均动向) ·····························７３

美国个人投资者协会调查 ··························７３

安德鲁音叉线: 中线方法···························７４

阿姆斯的简易波动指标 (ＥＭＶ) ·······················７９

阿姆斯的短线交易指数 (ＴＲＩＮ，ＭＫＤＳ) ·················８２

阿隆指标，阿隆摆动指标···························９１

占星术，天文周期的金融应用·························９７

占星术，长期周期·····························１０１

平均动向指标 (ＡＤＸ) ··························１０２

平均真实波幅·······························１０２

黑箱系统·································１０３

布林线··································１０３

布林带宽指标·······························１０９

博尔顿—特伦布莱指标···························１１０

括括弧，括弧，动态括弧··························１１１

宽度涨跌比指标: 宽度冲力·························１１２

好友指数 ································１１７

看涨—看跌美元价值流向线 (ＣＰＦＬ) ···················１１９

看涨—看跌美元价值比率 ·························１２３

看涨—看跌期权费比率 ··························１２６

看涨—看跌期权成交量比率·························１３０

蔡金的资金流指标·····························１３３

钱德动量摆动指标 (ＣＭＯ) ························１３４

统计显著性卡方检验····························１３７

熔断、每日价格限制、停牌、交易限制··················１３９

多重技术指标组合·····························１４０

交易商持仓报告······························１４１

商品期货通道指标 (ＣＣＩ) ························１４２

商品期货通道指标穿越零: 零值 ＣＣＩ ···················１４５

商品期货选择指标 (ＣＳＩ) ························１４９

信心指标·································１５３

反向意见: 逆向思维投资艺术························１５４

估波曲线 (估波指南) ···························１５５

累计净值线································１６２

累积成交量指标······························１６３

时间和价格周期······························１６３

数据时间和价格周期····························１７５

数据探索、数据挖掘时间和价格周期····················１７６

月内之日时间和价格周期··························１７６

周内之日·································１８５

十年形态、十年周期···························１９０

ＤＥＭＡ·································１９５

需求指标 (ＤＩ) ·····························１９５

背离停损，凯斯自适应性背离停损······················１９６

帝纳波利点位，斐波那契盈利目标······················１９６

动向指标 (ＤＭＩ) ····························１９９

较低的平均动向 (ＡＤＸ): 暴风雨前的平静··················２０３

背离分析·································２０４

唐奇安的四周规则·····························２０７

双指数移动平均线 (ＤＥＭＡ) ·······················２０７

道氏理论·································２１１

邓尼根的单向公式·····························２４１

邓尼根的冲力方法·····························２４１

有效市场假说·······························２４２

艾尔德射线································２４２

终点移动平均线 (ＥＰＭＡ) ························２４３

包络线、移动平均包络线和交易带·····················２４３

净值下降比率·······························２４７

探索性数据分析······························２４７

指数移动平均线 (ＥＭＡ)，指数平滑移动平均线 ···············２４７

斐波那契数列，斐波那契周期························２５６

强力指数·································２６１

傅里叶分析: 快速傅里叶变换························２６１

基金净申购指数······························２６５

ＣＳＩ 永久合约期货滚动算法·······················２６６

期货合约: 到期月份和符号·························２６７

江恩角··································２６８

江恩九方图································２７２

通用汽车充当市场领头羊股票························２７４

格罗斯三一指数······························２７８

霍兰指数·································２７９

哈里克获利指标······························２８３

高动量交易系统······························２８６

高低点逻辑指数······························２８７

兴登堡凶兆································２８８

圣杯指标·································２８９

钩形指标·································２８９

假设检验·································２９０

指标季节———艾尔德概念·························２９０

指标季节———科尔比变量·························２９１

指标季节———科尔比变量指标策略举例···················２９１

惯性指标·································２９９

内部人卖出/买入比率···························２９９

市场间背离································３０６

日内交易、当日交易、日内价格行为····················３０６

一月份晴雨表·······························３１０

一月份效应································３１４

一月份前五日: 一个 “早期预警” 系统···················３１５

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