Modeling Maximum Trading Profits With C++

The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought–provoking approach to trading that will help you do the same.

This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s–function, s–matrix, s–interval, and polarities of s–intervals, and discover how they can be used to build the r– and l–algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible.

Filled with in–depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++.

TABLE OF CONTENT:
Chapter 01 - Potential Profit as a Measure of Market Performance
Chapter 02 - Potential Profit and Transaction Costs
Chapter 03 - R- and L-Algorithms for Maximum Profit Strategy
Chapter 04 - Money Management and Discrete Nature of Trading
Chapter 05 - Money Management for Potential Profit Strategy
Chapter 06 - Best to Better
Chapter 07 - Direct Applications
Chapter 08 - Indicators Based on Potential Profit
Chapter 09 - Statistics of Trades and Potential Profit
Chapter 10 - Comparing Markets

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