Friday, July 22, 2005

Bibliography basics for the design of the TEXSOL trading expert system

To understand the basics behind the design of the TEXSOL trading expert system, we recommend the reading of the following books, papers and documents.

Acampora, Ralph J., "An explanation of Dow Theory", Smith Barney, Harris Upham & Co., No Date.
Achelis, Steven B. "Technical Analysis from A to Z", http://www.equis.com/free/taaz/index.html
Achelis, Steven B, 1985. "Technical Analysis from A to Z". Chicago, IL: Probus Publishing Company, 1995.
Appel, Gerald, Hitschler, Fred, 1980. "Stock Market Trading Systems". Homewood, IL: Dow Jones-Irwin.
Appel, Gerald, 1979. The Moving Average Convergence-Divergence Method. Great Neck, NY: Signalert.
Béchu Thierry, et Bertrand Eric, 1998. "L'analyse technique - Pratiques et methodes", Economica, 442p.
Brinson, Singer, et Beebower, 1991. Determinants of Portfolio Performance II: An Update, Financial Analysts Journal, 47, May-June, 1991, pp. 40-49.
Bishop, George W., Jr., 1960. "Charles Dow and the Dow Theory", Appleton, Century Crofts, Inc., New York.
Bishop, George W. Jr., 1967. "Charles H. Dow: Economist A Selection of his Writings on Business Cycles", Dow Jones & Company.
Blitzer, David et al., 2001. The Standard & Poor's Index Committee, 2001. "Standard & Poor's U.S. Indices: First-Quarter 2001 Update.
Bookstaber, Richard, 1985. "The Complete Investment Book". Glenview, Illinois: Scott, Foresman and Company.
Bos, Roger J., 2000. "An Overview of the Standard & Poor's 100 Index". http://www.spglobal.com/100index.pdf
Brynes, Campfield, Henry et Waldman, 1991. "Inspector: An Expert System for Monitoring Worldwide Trading Activities in Foreign Exchange." Innovative Applications of Artificial Intelligence 2. ed. Alain Rappaport and Reid Smith. AAAI Press. Melno Park, CA., pp. 15-21.
Byrnes, Campfield et Connor, 1989. "TARA: An Intelligent Assistant for Foreign Traders." Innovative Applications of Artificial Intelligence 1. ed. Alain Rappaport and Herbert Schoor. AAAI Press. Melno Park, CA., pp. 71-77.
Dobson, Edward D, 1984. "Understanding Fibonacci Numbers". Greenville, SC: Traders Press.
Edwards, Robert D. et Magee, John, 1992. "Technical Analysis of Stock Trends". Sixth Edition. Boston, MA: John Magee, Inc.,. (Distributed by New York Institute of Finance).
Elder, Alexander, ."Trading for a Living: Psychology, Trading Tactics, Money Management". John Wiley & Sons, ISBN 0-471-59224-2
French , Kenneth R. 1988. "Crash-Testing the Efficient Market Hypothesis," Macroeconomics Annual.
French , Kenneth R. and Fama, Eugene 1998. "Value versus Growth: The International Evidence," Journal of Finance.
Fung, William et Hsieh David A., 2001. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers. The Review of Financial Studies, Summer 2001, Vol. 14, n°2, pp. 313-341.
Gilbert, Jeremy, 1985. "Artificial Intelligence on Wall Street: An Overview and Critique of Applications in the Finance Industry", written for COSI 35, taught by Jordan Pollack, Brandeis University, Department of Computer Science.
Glassman, James K. et Hassett, Kevin A, 1999. "DOW 36,000", Times Business, 294p.
Hagstrom, Robert G., 1995. The Warren Buffet Way, Investment Strategies of the World’s Greatest Investor. John Wiley and Sons, 313 pp.
Harris, Lawrence, 1993. The winners and Losers of the Zero-Sum Game : The Origins of Trading Profits, Price Efficiency and Market Liquidity, Institute for Quantitative Research in Finance, Spring 93, Wesley Chapel, Florida, 32 pp.
Heaton, John et Lucas, Deborah, 1999. Stock Prices and Fundamentals, NBER/Macroeconomics Annual, MIT Press, Vol. 14, pp. 213-242.
Lebeau, Charles, et David Lucas, 1991. Technical Trader's Guide to Computer Analysis of the Futures Market. Homewood, IL: Business One Irwin.
Lefebvre, Francis, 2000. "Mémento Pratique, Compable 2000", Editions Francis Lefebvre, 1488p.
Lefèvre, Edwin, 1923. "Reminiscences of a stock operator", Georges H Doran publishers (repris par Wiley & sons), traduit par Eric Pichet et publié chez Publications Financières Internationales inc., 318p.
Murphy, John J, 1986. Technical Analysis of the Futures Markets. New York, NY: New York Institute of Finance.
Natenberg, Sheldon, 1988. Option Volatility and Pricing Strategies. Chicago, IL: Probus Publishing Company.
Nison, Steven, 1991. "Japanese Candlestick Charting Techniques". New York, NY: New York Institute of Finance.
Nison, Steven, 1994. "Beyond Candlesticks". New York, NY: Wiley, 1994.
Pring, Martin J, 1991. "Technical Analysis Explained". Third edition. New York, NY: McGraw-Hill, 1991.
Rhea, Robert. 1994. The Dow Theory, Fraser Pub Co; ISBN: 0870341103, 252p.
Rhodes, Richard , 2002. "Richard Rhodes' Trading Rules".
http://www.stockcharts.com/education/What/TradingStrategies/TradingRules.html
Ridley, Matt, 1993. "Frontiers of Finance." The Economist. October 9.
Schwager, Jack D. 1999. "Getting Started In Technical Analysis", John Wiley & sons, 331p.
Schwager, Jack D. 1993. "Stock Market Wizards: Interviews with America's Top Stock Traders".
Schwager, Jack D. 2001. "The New Market Wizards", ISBN 0-88730-667-5, 493p.
Siegel, Jeremy J., 1998. "Stocks for the Long Run". Irwin Professional Publishing, 1994.; 2nd ed., McGraw Hill.
Siegel, Jeremy J., 1992. "The Equity Premium Stock: Stock and Bond Returns Since 1802." Financial Analysts Journal (Jan./Feb. 1992).
Standard & Poor's, 2002. "Global Industry Classification Standard (GICS), An Overview for Standard & Poor's U.S. Indices". http://www.spglobal.com/GICSIndexDocument.PDF
Swenlin Carl, 2002. Decision Point Web Site.
Terna, Pietro, 1993.. "Randomness, Imitation or Reason Explain Agent's Behavior into an Artificial Stock Market". Lecture Notes in Artificial Intelligence, AI*IA Proceedings. Third Congress of the Italian Association for Artificial Intelligence, AI*IA `93. Torino, Italy. October 1993. ed. Pietro Torasso. Springer-Verlag, Berlin, pp. 96-101.
Tharp Van K., 2002. "Trade Your Way To Financial Freedom". ISBN 0-07-064762-3, McGraw-Hill, 343p.
Weinstein, Stan., 1988. "Secrets For Profiting in Bull and Bear Markets", McGraw Hill, 348p.
Wilder, J. Welles, 1978. "New Concepts in Technical Trading Systems". Greensboro, NC: Trend Research.

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