151 Estrategias de Trading (151 Trading Strategies)

Z. Kakushadze y J.A. Serur. 151 Estrategias de Trading (Spanish Edition, 2019), 398 pp; ISBN 978-1071261873

398 Pages Posted: 19 Jun 2019 Last revised: 24 Sep 2019

See all articles by Zura Kakushadze

Zura Kakushadze

Quantigic Solutions LLC; Free University of Tbilisi

Juan A. Serur

University of CEMA

Date Written: May 30, 2019

Abstract

The English version of this paper can be found at http://ssrn.com/abstract=3247865.

Spanish Abstract: Este libro proporciona descripciones detalladas, que incluyen más de 550 fórmulas matemáticas, para más de 150 estrategias de trading para una gran cantidad de clases de activos y estilos de trading. Esto incluye acciones, opciones, bonos (renta fija), futuros, ETFs, índices, commodities, divisas, bonos convertibles, activos estructurados, volatilidad (como clase de activos), bienes inmuebles, activos en distress, efectivo, criptomonedas, misceláneos (como clima, energía, inflación), macro global, infraestructura y arbitraje impositivo. Algunas estrategias se basan en algoritmos de aprendizaje automático (como redes neuronales artificiales, Bayes, k vecinos más cercanos). El libro también incluye código para backtesting fuera de la muestra con notas explicativas; cerca de 2,000 referencias bibliográficas; más de 900 términos que comprenden el glosario, acrónimos y definiciones matemáticas. La presentación pretende ser descriptiva y pedagógica, y de particular interés para los profesionales de las finanzas, traders, investigadores, académicos y estudiantes de escuelas de negocios y programas de finanzas.

Esto es la versión completa del siguiente libro: Z. Kakushadze y J.A. Serur. 151 Estrategias de Trading (Spanish Edition, 2019), 398 pp; ISBN 978-1071261873. Es la traducción del inglés al español del siguiente libro (cuya versión completa se puede encontrar aquí http://ssrn.com/abstract=3247865): Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9.

English Abstract: This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility (as an asset class), real estate, distressed assets, cash, cryptocurrencies, miscellany (such as weather, energy, inflation), global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms (such as artificial neural networks, Bayes, k-nearest neighbors). We also give: source code for illustrating out-of-sample backtesting with explanatory notes; around 2,000 bibliographic references; and over 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

This is the complete version of the following book: Z. Kakushadze and J.A. Serur. 151 Estrategias de Trading (Spanish Edition, 2019), 398 pp; ISBN 978-1071261873. The latter is a translation from English into Spanish of the following book (whose complete version can be found at http://ssrn.com/abstract=3247865): Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9.

Note: Downloadable document is in Spanish.

Keywords: bond, cash, commodity, convertible bond, cryptocurrency, currency, distressed asset, energy, ETF, futures, global macro, index, infrastructure, market, option, backtesting, real estate, risk management, source code, statistical arbitrage, structured assets, tax arbitrage, trading strategy, weather

JEL Classification: G00, G10, G11, G12, G15, G20, G21, G23, G30, G33, G34

Suggested Citation

Kakushadze, Zura and Serur, Juan Andrés, 151 Estrategias de Trading (151 Trading Strategies) (May 30, 2019). Z. Kakushadze y J.A. Serur. 151 Estrategias de Trading (Spanish Edition, 2019), 398 pp; ISBN 978-1071261873, Available at SSRN: https://ssrn.com/abstract=3402665

Zura Kakushadze (Contact Author)

Quantigic Solutions LLC ( email )

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HOME PAGE: http://www.linkedin.com/in/zurakakushadze

Free University of Tbilisi ( email )

Business School and School of Physics
240, David Agmashenebeli Alley
Tbilisi, 0159
Georgia

Juan Andrés Serur

University of CEMA ( email )

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