An original and thought-provoking approach to trading
Modeling Maximum Trading Profits with C++ is a nuts-and-bolts "how-to" guide for calculating potential profit. It also provides an overview of issues related to money management, trading, and C++. This book shows readers how to effectively calculate the potential profit in a market under conditions of variable transaction costs and outlines optimal money management, which maximizes profits and minimizes risks. It introduces new notions of s-function, s-matrix, s-interval, polarities of s-intervals, and applies them for building the r- and l-algorithms and the first and second profit and loss reserve algorithms. The companion CD-ROM allows traders to test the concepts described throughout this comprehensive resource, before they attempt to use them in real-world situations.
Valerii Salov, PhD (Savoy, IL) is Vice President and Director of Financial Product Development for Toolkit at NumeriX LLC.