Trading Thalesians

This book mixes history on the ancient world with investment ideas for traders involved in financial markets today. It goes through ideas such as measuring risk, whether investors should try to outperform the market, Black Swans and ways of creating appropriate investment targets. It will appeal to professional traders and retail investors.

Autorentext
Saeed Amen is Managing Director and co-founder of The Thalesians, a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science. In this role Saeed publishes FX and gold quant strategy, drawing upon nearly a decade of experience creating and running FX trading models. Independently, he is also a systematic FX prop trader. Prior to this Saeed was an Executive Director and FX Quant Strategist at Nomura, London, where he built up a number of systematic FX spot and volatility trading models both for clients and the trading desk which were run profitably with prop capital. He also prepared a large body of quant FX strategy notes in areas such as high frequency, macro, technical analysis, positioning, liquidity, hedging and options. Saeed began his career at Lehman Brothers, London, as an Analyst and Quant Strategist in Foreign Exchange following completion of a Master's degree (MSci) in Mathematics and Computer Science at Imperial College, University of London. Saeed is quoted regularly by the FT, WSJ and ZeroHedge.

Inhalt

1. Introduction 2. The Basis of Everything is Water: Understanding Risk in Markets 3. Harvesting Olives: Alpha and Beta Strategies 4. The Code of Hammurabi: Reducing Risk 5. Not What They Care About: Having Targets Other Than Returns 6. Predicting the Eclipse: Searching for a Black Swan and Windows of Doom 7. In the Stars: Lateral Thinking to Understand Markets 8. The Silk Road and its Secrets: Is There Really a Secret Sauce in Trading? 9. The Father of History: This Time is Sometimes Different in Markets 10. A Last Word to Conclude