[ { "id": "building_winning_algorithmic_trading_systems_kevin_j_davey", "title": "Building Winning Algorithmic Trading Systems", "author": "Kevin J. Davey", "totalPages": 284, "fileSize": 6309632, "pdfUrl": "data/pdfs/building_winning_algorithmic_trading_systems_kevin_j_davey.pdf", "coverUrl": "data/covers/building_winning_algorithmic_trading_systems_kevin_j_davey.jpg", "layoutUrl": "data/layouts/building_winning_algorithmic_trading_systems_kevin_j_davey.json", "toc": [ { "level": 1, "title": "BUILDING WINNING ALGORITHMIC TRADING SYSTEMS", "page": 3 }, { "level": 1, "title": "CONTENTS", "page": 9 }, { "level": 1, "title": "ACKNOWLEDGMENTS", "page": 11 }, { "level": 1, "title": "ABOUT THE AUTHOR", "page": 13 }, { "level": 1, "title": "INTRODUCTION", "page": 15 }, { "level": 2, "title": "Who Can Benefit from This Book?", "page": 17 }, { "level": 1, "title": "PART I A Trader’s Journey", "page": 21 }, { "level": 2, "title": "CHAPTER 1 The Birth of a Trader", "page": 23 }, { "level": 3, "title": "My Moving Average Debacle", "page": 26 }, { "level": 2, "title": "CHAPTER 2 Enough Is Enough", "page": 29 }, { "level": 3, "title": "Research", "page": 29 }, { "level": 3, "title": "You Can’t Lose—Or Can You?", "page": 31 }, { "level": 3, "title": "Averaging Down—Adding to Losers", "page": 32 }, { "level": 3, "title": "The Wild Man Emerges", "page": 34 }, { "level": 3, "title": "Time to Evaluate", "page": 34 }, { "level": 2, "title": "CHAPTER 3 World Cup Championship of Futures Trading® Triumph", "page": 37 }, { "level": 3, "title": "2005", "page": 39 }, { "level": 3, "title": "2006", "page": 41 }, { "level": 3, "title": "2007", "page": 43 }, { "level": 3, "title": "Reflections on the Contest", "page": 44 }, { "level": 2, "title": "CHAPTER 4 Making the Leap—Transitioning to Full Time", "page": 47 }, { "level": 3, "title": "Confidence", "page": 48 }, { "level": 4, "title": "What I Did Right", "page": 48 }, { "level": 4, "title": "What I Did Wrong", "page": 48 }, { "level": 3, "title": "Capital", "page": 48 }, { "level": 4, "title": "What I Did Right", "page": 49 }, { "level": 4, "title": "What I Did Wrong", "page": 49 }, { "level": 3, "title": "Living Expenses", "page": 50 }, { "level": 4, "title": "What I Did Right", "page": 50 }, { "level": 4, "title": "What I Did Wrong", "page": 50 }, { "level": 3, "title": "Family Support", "page": 50 }, { "level": 4, "title": "What I Did Right", "page": 50 }, { "level": 4, "title": "What I Did Wrong", "page": 51 }, { "level": 3, "title": "Home Office Setup", "page": 51 }, { "level": 4, "title": "What I Did Right", "page": 51 }, { "level": 4, "title": "What I Did Wrong", "page": 51 }, { "level": 3, "title": "Trading Strategies", "page": 51 }, { "level": 4, "title": "What I Did Right", "page": 51 }, { "level": 4, "title": "What I Did Wrong", "page": 51 }, { "level": 3, "title": "Brokers", "page": 52 }, { "level": 4, "title": "What I Did Right", "page": 52 }, { "level": 4, "title": "What I Did Wrong", "page": 52 }, { "level": 3, "title": "Free Time", "page": 52 }, { "level": 4, "title": "What I Did Right", "page": 53 }, { "level": 4, "title": "What I Did Wrong", "page": 53 }, { "level": 3, "title": "Taking the Plunge", "page": 53 }, { "level": 1, "title": "PART II Your Trading System", "page": 55 }, { "level": 2, "title": "CHAPTER 5 Testing and Evaluating a Trading System", "page": 57 }, { "level": 3, "title": "Historical Back Testing", "page": 62 }, { "level": 3, "title": "Out-of-Sample Testing", "page": 63 }, { "level": 3, "title": "Walk-Forward Analysis", "page": 64 }, { "level": 3, "title": "Real-Time Analysis", "page": 65 }, { "level": 2, "title": "CHAPTER 6 Preliminary Analysis", "page": 67 }, { "level": 2, "title": "CHAPTER 7 Detailed Analysis", "page": 75 }, { "level": 3, "title": "What Is Monte Carlo Analysis?", "page": 75 }, { "level": 3, "title": "Inputs to Monte Carlo Simulator", "page": 77 }, { "level": 3, "title": "Limitations of the Simulator", "page": 78 }, { "level": 3, "title": "Simulator Output", "page": 78 }, { "level": 4, "title": "Starting Equity", "page": 78 }, { "level": 4, "title": "Risk of Ruin", "page": 78 }, { "level": 4, "title": "Median Drawdown", "page": 80 }, { "level": 4, "title": "Median $ Profit, Median Return", "page": 82 }, { "level": 4, "title": "Return/Drawdown", "page": 82 }, { "level": 4, "title": "Prob > 0", "page": 83 }, { "level": 3, "title": "Summary", "page": 83 }, { "level": 2, "title": "CHAPTER 8 Designing and Developing Systems", "page": 85 }, { "level": 3, "title": "Isn’t It All Just Optimizing?", "page": 89 }, { "level": 1, "title": "PART III Developing a Strategy", "page": 91 }, { "level": 2, "title": "CHAPTER 9 Strategy Development–Goals and Objectives", "page": 93 }, { "level": 2, "title": "CHAPTER 10 Trading Idea", "page": 97 }, { "level": 3, "title": "How Will You Enter a Market?", "page": 97 }, { "level": 3, "title": "How Will You Exit a Market?", "page": 99 }, { "level": 3, "title": "What Markets Will You Trade?", "page": 100 }, { "level": 3, "title": "What Type of System Do You Want?", "page": 101 }, { "level": 3, "title": "What Time Frame/Bar Size Will You Trade?", "page": 103 }, { "level": 3, "title": "How Will You Program the Strategy?", "page": 105 }, { "level": 2, "title": "CHAPTER 11 Let’s Talk about Data", "page": 107 }, { "level": 3, "title": "How Much?", "page": 107 }, { "level": 3, "title": "Pit or Electronic Data?", "page": 108 }, { "level": 3, "title": "Continuous Contracts", "page": 110 }, { "level": 3, "title": "The Impact of Electronic Markets", "page": 113 }, { "level": 3, "title": "Testing with Forex Data", "page": 113 }, { "level": 3, "title": "Summary", "page": 115 }, { "level": 2, "title": "CHAPTER 12 Limited Testing", "page": 117 }, { "level": 3, "title": "Entry Testing", "page": 118 }, { "level": 4, "title": "Fixed-Stop and Target Exit", "page": 119 }, { "level": 4, "title": "Fixed-Bar Exit", "page": 119 }, { "level": 4, "title": "Random Exit", "page": 119 }, { "level": 4, "title": "Entry Evaluation Criteria", "page": 119 }, { "level": 3, "title": "Exit Testing", "page": 120 }, { "level": 4, "title": "Similar-Approach Entry", "page": 120 }, { "level": 4, "title": "Random Entry", "page": 121 }, { "level": 3, "title": "Exit Evaluation Criteria", "page": 121 }, { "level": 3, "title": "Core System Testing", "page": 121 }, { "level": 3, "title": "Monkey See, Monkey Do", "page": 123 }, { "level": 4, "title": "Test 1: “Monkey Entry”", "page": 123 }, { "level": 4, "title": "Test 2: “Monkey Exit”", "page": 124 }, { "level": 4, "title": "Test 3: “Monkey Entry, Monkey Exit”", "page": 124 }, { "level": 4, "title": "Time Frames", "page": 124 }, { "level": 4, "title": "Monkey Testing—Example", "page": 125 }, { "level": 2, "title": "CHAPTER 13 In-Depth Testing/Walk-Forward Analysis", "page": 129 }, { "level": 3, "title": "No Parameters", "page": 130 }, { "level": 3, "title": "A Walk-Forward Primer", "page": 131 }, { "level": 3, "title": "Walk-Forward Inputs", "page": 135 }, { "level": 4, "title": "In Period", "page": 136 }, { "level": 4, "title": "Out Period", "page": 136 }, { "level": 3, "title": "Fitness Function", "page": 136 }, { "level": 4, "title": "Net Profit", "page": 137 }, { "level": 4, "title": "Linearity of Equity Curve", "page": 137 }, { "level": 4, "title": "Return on Account", "page": 137 }, { "level": 3, "title": "Anchored/Unanchored", "page": 138 }, { "level": 3, "title": "Running the Analysis", "page": 139 }, { "level": 3, "title": "Put the Walk-Forward Strategy Together", "page": 141 }, { "level": 2, "title": "CHAPTER 14 Monte Carlo Analysis and Incubation", "page": 143 }, { "level": 3, "title": "Incubation", "page": 144 }, { "level": 3, "title": "Evaluating Incubation", "page": 146 }, { "level": 2, "title": "CHAPTER 15 Diversification", "page": 147 }, { "level": 3, "title": "Designing with Diversification in Mind", "page": 148 }, { "level": 3, "title": "Measuring Diversification", "page": 149 }, { "level": 4, "title": "Daily Return Correlation", "page": 149 }, { "level": 4, "title": "Linearity of Equity Curve", "page": 150 }, { "level": 4, "title": "Maximum Drawdown", "page": 150 }, { "level": 4, "title": "Monte Carlo, Return/Drawdown", "page": 150 }, { "level": 2, "title": "CHAPTER 16 Position Sizing and Money Management", "page": 153 }, { "level": 3, "title": "No Optimum Position Sizing", "page": 153 }, { "level": 3, "title": "Risk and Reward Are a Team", "page": 154 }, { "level": 3, "title": "Position Sizing Can Be Optimized", "page": 154 }, { "level": 3, "title": "Losing Systems Cannot Become Winners", "page": 154 }, { "level": 3, "title": "Winning Systems Can Become Losers", "page": 155 }, { "level": 3, "title": "The Fantasy of Size", "page": 155 }, { "level": 3, "title": "Short Term—Go for Broke", "page": 156 }, { "level": 3, "title": "No Position Sizing = No Good!", "page": 156 }, { "level": 3, "title": "Strategy, Then Position Size, or Strategy and Position Size Together?", "page": 156 }, { "level": 3, "title": "Positioning Size—Single System", "page": 157 }, { "level": 3, "title": "Positioning Size—Multiple Systems", "page": 158 }, { "level": 2, "title": "CHAPTER 17 Documenting the Process", "page": 161 }, { "level": 3, "title": "Trading Goals", "page": 161 }, { "level": 3, "title": "Trading Idea", "page": 161 }, { "level": 3, "title": "Limited Testing", "page": 164 }, { "level": 3, "title": "Walk-Forward Testing", "page": 165 }, { "level": 3, "title": "Monte Carlo Testing", "page": 165 }, { "level": 3, "title": "Incubation Testing", "page": 165 }, { "level": 3, "title": "Diversification Check", "page": 166 }, { "level": 3, "title": "Position-Sizing Check", "page": 166 }, { "level": 3, "title": "Final Notes", "page": 166 }, { "level": 3, "title": "One Final List", "page": 166 }, { "level": 1, "title": "PART IV Creating a System", "page": 167 }, { "level": 2, "title": "CHAPTER 18 Goals, Initial and Walk-Forward Testing", "page": 169 }, { "level": 3, "title": "Developing a New Strategy", "page": 169 }, { "level": 3, "title": "Limited Testing", "page": 173 }, { "level": 3, "title": "Walk-Forward Testing", "page": 175 }, { "level": 2, "title": "CHAPTER 19 Monte Carlo Testing and Incubation", "page": 177 }, { "level": 3, "title": "Euro Day Strategy", "page": 177 }, { "level": 3, "title": "Euro Night Strategy", "page": 178 }, { "level": 3, "title": "Euro Day and Night Strategy", "page": 181 }, { "level": 3, "title": "Incubation", "page": 183 }, { "level": 3, "title": "Are Results Similar?", "page": 184 }, { "level": 3, "title": "Final Information", "page": 185 }, { "level": 3, "title": "Position Sizing", "page": 186 }, { "level": 3, "title": "Correlation with Other Strategies", "page": 186 }, { "level": 3, "title": "Monte Carlo—Consistency", "page": 186 }, { "level": 3, "title": "Eliminating Big Days", "page": 188 }, { "level": 3, "title": "Outlier Days", "page": 188 }, { "level": 1, "title": "PART V Considerations before Going Live", "page": 189 }, { "level": 2, "title": "CHAPTER 20 Account and Position Sizing", "page": 191 }, { "level": 3, "title": "When to Quit", "page": 191 }, { "level": 3, "title": "Minimum Funding Size", "page": 194 }, { "level": 3, "title": "Position Sizing", "page": 194 }, { "level": 3, "title": "Unequal Position Sizing", "page": 199 }, { "level": 2, "title": "CHAPTER 21 Trading Psychology", "page": 201 }, { "level": 3, "title": "When to Begin Trading", "page": 202 }, { "level": 3, "title": "When to Quit", "page": 204 }, { "level": 2, "title": "CHAPTER 22 Other Considerations before Going Live", "page": 209 }, { "level": 3, "title": "Accounting, Trading Brokers", "page": 209 }, { "level": 3, "title": "Automation, Unattended, VPS, Where Are Orders Kept?", "page": 210 }, { "level": 4, "title": "Backup Plans", "page": 210 }, { "level": 4, "title": "To Automate or Not to Automate?", "page": 211 }, { "level": 4, "title": "Attended, Unattended?", "page": 211 }, { "level": 4, "title": "VPS", "page": 211 }, { "level": 4, "title": "Where Orders Are Kept", "page": 211 }, { "level": 3, "title": "Rollover Considerations", "page": 212 }, { "level": 4, "title": "Real World—What Your Actual Trading Account Sees", "page": 213 }, { "level": 4, "title": "Strategy World—What Your Strategy, Acting on a Back-Adjusted Continuous Contract, Thinks Is Happening", "page": 213 }, { "level": 4, "title": "Method 1: Quick Roll (Most Expensive Typically)", "page": 213 }, { "level": 4, "title": "Method 2: Leg in Roll (Cheapest Method Typically if Done Correctly)", "page": 214 }, { "level": 4, "title": "Method 3: Exchange Supported Spread Roll (Cost Usually between Methods 1 and 2)", "page": 214 }, { "level": 1, "title": "PART VI Monitoring a Live Strategy", "page": 217 }, { "level": 2, "title": "CHAPTER 23 The Ins and Outs of Monitoring a Live Strategy", "page": 219 }, { "level": 3, "title": "How to Build an Equity Curve (and a Drawdown Curve, Too!)", "page": 220 }, { "level": 4, "title": "Equity Curve", "page": 220 }, { "level": 4, "title": "Drawdown Curve", "page": 221 }, { "level": 3, "title": "Monthly Summary Chart", "page": 221 }, { "level": 3, "title": "How to Use This Graph", "page": 229 }, { "level": 3, "title": "Tracking Expected and Actual Performance", "page": 230 }, { "level": 2, "title": "CHAPTER 24 Real Time", "page": 233 }, { "level": 3, "title": "Four-Week Review—September 13, 2013, End Date", "page": 233 }, { "level": 3, "title": "Update after Week 7", "page": 234 }, { "level": 3, "title": "Week 8 Review", "page": 236 }, { "level": 3, "title": "Week 9—Automated Trading Issues", "page": 238 }, { "level": 3, "title": "Week 9—Limit Order Fills (October 28, 2013)", "page": 240 }, { "level": 3, "title": "Week 12 Review", "page": 241 }, { "level": 3, "title": "Week 13—Time Limit Review", "page": 243 }, { "level": 3, "title": "Week 15 Review", "page": 243 }, { "level": 3, "title": "Future Reviews", "page": 245 }, { "level": 1, "title": "PART VII Cautionary Tales", "page": 247 }, { "level": 2, "title": "CHAPTER 25 Delusions of Grandeur", "page": 249 }, { "level": 3, "title": "Don Demo", "page": 250 }, { "level": 3, "title": "Gus the Guru", "page": 250 }, { "level": 3, "title": "Paul the Predictor", "page": 250 }, { "level": 3, "title": "Cal the Complication King", "page": 251 }, { "level": 3, "title": "Pay Me Peter", "page": 251 }, { "level": 3, "title": "Frank Five Hundred", "page": 252 }, { "level": 3, "title": "Billy the Boaster", "page": 252 }, { "level": 3, "title": "Connie the Compounder", "page": 253 }, { "level": 3, "title": "Ian versus the Illuminati", "page": 253 }, { "level": 3, "title": "Suki the Spinner", "page": 253 }, { "level": 3, "title": "Paolo the Plagiarizer", "page": 254 }, { "level": 3, "title": "Slick Sam", "page": 254 }, { "level": 3, "title": "The Delusion Conclusion", "page": 255 }, { "level": 1, "title": "CONCLUSION", "page": 257 }, { "level": 1, "title": "APPENDIX A Monkey Trading Example, TradeStation Easy Language Code", "page": 261 }, { "level": 2, "title": "Strategy 1: Baseline Strategy (No Randomness)", "page": 261 }, { "level": 2, "title": "Strategy 2: Random Entry, Baseline Exit Strategy", "page": 263 }, { "level": 2, "title": "Strategy 3: Baseline Entry, Random Exit Strategy", "page": 265 }, { "level": 2, "title": "Strategy 4: Random Entry, Random Exit Strategy", "page": 266 }, { "level": 1, "title": "APPENDIX B Euro Night Strategy, TradeStation Easy Language Format", "page": 269 }, { "level": 1, "title": "APPENDIX C Euro Day Strategy, TradeStation Easy Language Format", "page": 273 }, { "level": 1, "title": "ABOUT THE COMPANION WEBSITE", "page": 277 }, { "level": 1, "title": "INDEX", "page": 279 }, { "level": 1, "title": "EULA", "page": 284 } ], "category": "Trading", "tags": [ "Algorithmic", "Quantitative", "Trading Systems" ] }, { "id": "definitive_guide_to_position_sizing_van_k_tharp", "title": "Definitive Guide to Position Sizing", "author": "Van K. Tharp", "totalPages": 399, "fileSize": 28576510, "pdfUrl": "data/pdfs/definitive_guide_to_position_sizing_van_k_tharp.pdf", "coverUrl": "data/covers/definitive_guide_to_position_sizing_van_k_tharp.jpg", "layoutUrl": "data/layouts/definitive_guide_to_position_sizing_van_k_tharp.json", "toc": [], "category": "Trading", "tags": [ "Position Sizing", "Risk Management", "Money Management" ] }, { "id": "evidence_based_technical_analysis_david_aronson", "title": "Evidence-Based Technical Analysis", "author": "David Aronson", "totalPages": 528, "fileSize": 3130487, "pdfUrl": "data/pdfs/evidence_based_technical_analysis_david_aronson.pdf", "coverUrl": "data/covers/evidence_based_technical_analysis_david_aronson.jpg", "layoutUrl": "data/layouts/evidence_based_technical_analysis_david_aronson.json", "toc": [], "category": "Trading", "tags": [ "Technical Analysis", "Quantitative", "Scientific Method" ] }, { "id": "fa_kathylein_day_trading_and_swing_trading_the_currency_mark", "title": "Day Trading and Swing Trading the Currency Market", "author": "Kathy Lien", "totalPages": 307, "fileSize": 5984848, "pdfUrl": "data/pdfs/fa_kathylein_day_trading_and_swing_trading_the_currency_mark.pdf", "coverUrl": "data/covers/fa_kathylein_day_trading_and_swing_trading_the_currency_mark.jpg", "layoutUrl": "data/layouts/fa_kathylein_day_trading_and_swing_trading_the_currency_mark.json", "toc": [ { "level": 1, "title": "Day Trading & Swing Trading the Currency Market", "page": 1 }, { "level": 2, "title": "Contents", "page": 7 }, { "level": 2, "title": "Preface", "page": 9 }, { "level": 3, "title": "FOREIGN EXCHANGE—THE FASTEST-GROWING MARKET OF OUR TIME", "page": 10 }, { "level": 3, "title": "HISTORICAL EVENTS IN THE FX MARKET", "page": 10 }, { "level": 3, "title": "DIFFERENT WAYS TO TRADE THE FX MARKET", "page": 10 }, { "level": 3, "title": "WHAT MOVES THE CURRENCY MARKET?", "page": 11 }, { "level": 3, "title": "WHAT ARE THE BEST TIMES TO TRADE FOR INDIVIDUAL CURRENCY PAIRS?", "page": 11 }, { "level": 3, "title": "WHAT ARE THE MOST MARKET-MOVING ECONOMIC DATA?", "page": 11 }, { "level": 3, "title": "WHAT ARE CURRENCY CORRELATIONS AND HOW DO TRADERS USE THEM?", "page": 12 }, { "level": 3, "title": "HOW TO TRADE LIKE A HEDGE FUND MANAGER", "page": 12 }, { "level": 3, "title": "SEASONALITY IN THE CURRENCY MARKET", "page": 12 }, { "level": 3, "title": "TRADE PARAMETERS FOR DIFFERENT MARKET CONDITIONS", "page": 13 }, { "level": 3, "title": "TECHNICAL TRADING STRATEGIES", "page": 13 }, { "level": 3, "title": "FUNDAMENTAL TRADING STRATEGIES", "page": 13 }, { "level": 3, "title": "PROFILES AND UNIQUE CHARACTERISTICS OF THE MAJOR CURRENCY PAIRS", "page": 14 }, { "level": 2, "title": "Acknowledgments", "page": 15 }, { "level": 2, "title": "Chapter 1: Foreign Exchange—The Fastest-Growing Market of Our Time", "page": 17 }, { "level": 3, "title": "EFFECTS OF CURRENCIES ON STOCKS AND BONDS", "page": 17 }, { "level": 3, "title": "COMPARING THE FX MARKET WITH FUTURES AND EQUITIES", "page": 19 }, { "level": 3, "title": "DIFFERENT WAYS TO TRADE FX", "page": 29 }, { "level": 3, "title": "WHO ARE THE PLAYERS IN THE FX MARKET?", "page": 32 }, { "level": 2, "title": "Chapter 2: Historical Events in the FX Market", "page": 37 }, { "level": 3, "title": "BRETTON WOODS: ANOINTING THE DOLLAR AS THE WORLD CURRENCY (1944)", "page": 37 }, { "level": 3, "title": "END OF BRETTON WOODS: FREE MARKET CAPITALISM IS BORN (1971)", "page": 39 }, { "level": 3, "title": "PLAZA ACCORD—DEVALUATION OF U. S. DOLLAR (1985)", "page": 40 }, { "level": 3, "title": "GEORGE SOROS—THE MAN WHO BROKE THE BANK OF ENGLAND", "page": 43 }, { "level": 3, "title": "ASIAN FINANCIAL CRISIS (1997– 1998)", "page": 46 }, { "level": 3, "title": "INTRODUCTION OF THE EURO (1999)", "page": 49 }, { "level": 2, "title": "Chapter 3: What Moves the Currency Market in the Long Term?", "page": 53 }, { "level": 3, "title": "FUNDAMENTAL ANALYSIS", "page": 54 }, { "level": 3, "title": "TECHNICAL ANALYSIS", "page": 60 }, { "level": 3, "title": "CURRENCY FORECASTING—WHAT BOOKWORMS AND ECONOMISTS LOOK AT", "page": 62 }, { "level": 2, "title": "Chapter 4: What Moves the Market in the Short Term?", "page": 75 }, { "level": 3, "title": "NOT ALL ECONOMIC RELEASES ARE CREATED EQUAL", "page": 75 }, { "level": 3, "title": "RELATIVE IMPORTANCE OF ECONOMIC DATA CHANGES WITH TIME", "page": 78 }, { "level": 3, "title": "GROSS DOMESTIC PRODUCT—NO LONGER A BIG DEAL", "page": 79 }, { "level": 3, "title": "HOW CAN YOU USE THIS TO YOUR BENEFIT?", "page": 79 }, { "level": 3, "title": "RESOURCE", "page": 81 }, { "level": 2, "title": "Chapter 5: What Are the Best Times to Trade for Individual Currency Pairs?", "page": 83 }, { "level": 3, "title": "ASIAN SESSION (TOKYO): 7pm-4am est", "page": 83 }, { "level": 3, "title": "U. S. SESSION (NEW YORK): 8am-5pm est", "page": 86 }, { "level": 3, "title": "EUROPEAN SESSION (LONDON): 2am-12pm est", "page": 87 }, { "level": 3, "title": "U. S.– EUROPEAN OVERLAP: 8am-12pm est", "page": 89 }, { "level": 3, "title": "EUROPEAN– ASIAN OVERLAP: 2am-4am est", "page": 89 }, { "level": 2, "title": "Chapter 6: What Are Currency Correlations and How Do Traders Use Them?", "page": 91 }, { "level": 3, "title": "POSITIVE/NEGATIVE CORRELATIONS: WHAT THEY MEAN AND HOW TO USE THEM", "page": 92 }, { "level": 3, "title": "IMPORTANT FACT ABOUT CORRELATIONS: THEY CHANGE", "page": 93 }, { "level": 3, "title": "CALCULATING CORRELATIONS YOURSELF", "page": 93 }, { "level": 3, "title": "SAMPLE CORRELATIONS RESULTS", "page": 94 }, { "level": 2, "title": "Chapter 7: Seasonality—How It Applies to the FX Market", "page": 97 }, { "level": 3, "title": "SEASONALITY IN JANUARY", "page": 98 }, { "level": 3, "title": "SUMMER SEASONALITY", "page": 101 }, { "level": 3, "title": "OTHER CASES OF SEASONALITY", "page": 103 }, { "level": 3, "title": "INCORPORATING SEASONALITY INTO YOUR TRADING", "page": 105 }, { "level": 2, "title": "Chapter 8: Trade Parameters for Different Market Conditions", "page": 107 }, { "level": 3, "title": "KEEPING A TRADING JOURNAL", "page": 107 }, { "level": 3, "title": "HAVE A TOOLBOX—USE WHAT WORKS FOR THE CURRENT MARKET ENVIRONMENT", "page": 114 }, { "level": 3, "title": "STEP ONE—PROFILE TRADING ENVIRONMENT", "page": 115 }, { "level": 3, "title": "STEP TWO—DETERMINE TRADING TIME HORIZON", "page": 118 }, { "level": 3, "title": "RISK MANAGEMENT", "page": 120 }, { "level": 3, "title": "PSYCHOLOGICAL OUTLOOK", "page": 123 }, { "level": 2, "title": "Chapter 9: Technical Trading Strategies", "page": 125 }, { "level": 3, "title": "MULTIPLE TIME FRAME ANALYSIS", "page": 125 }, { "level": 3, "title": "FADING THE DOUBLE ZEROS", "page": 131 }, { "level": 3, "title": "WAITING FOR THE REAL DEAL", "page": 136 }, { "level": 3, "title": "INSIDE DAY BREAKOUT PLAY", "page": 140 }, { "level": 3, "title": "THE FADER", "page": 145 }, { "level": 3, "title": "FILTERING FALSE BREAKOUTS", "page": 148 }, { "level": 3, "title": "CHANNEL STRATEGY", "page": 151 }, { "level": 3, "title": "PERFECT ORDER", "page": 154 }, { "level": 3, "title": "HOW TO TRADE NEWS RELEASES", "page": 156 }, { "level": 3, "title": "20–100 SHORT-TERM MOMENTUM STRATEGY", "page": 166 }, { "level": 3, "title": "HIGH-PROBABILITY TURN STRATEGY", "page": 171 }, { "level": 2, "title": "Chapter 10: Fundamental Trading Strategies", "page": 181 }, { "level": 3, "title": "PICKING THE STRONGEST PAIRING", "page": 181 }, { "level": 3, "title": "LEVERAGED CARRY TRADE", "page": 184 }, { "level": 3, "title": "FUNDAMENTAL TRADING STRATEGY: STAYING ON TOP OF MACROECONOMIC EVENTS", "page": 192 }, { "level": 3, "title": "COMMODITY PRICES AS A LEADING INDICATOR", "page": 196 }, { "level": 3, "title": "USING BOND SPREADS AS A LEADING INDICATOR FOR FX", "page": 201 }, { "level": 3, "title": "FUNDAMENTAL TRADING STRATEGY: RISK REVERSALS", "page": 205 }, { "level": 3, "title": "USING OPTION VOLATILITIES TO TIME MARKET MOVEMENTS", "page": 207 }, { "level": 3, "title": "FUNDAMENTAL TRADING STRATEGY: INTERVENTION", "page": 211 }, { "level": 3, "title": "USING EQUITIES TO TRADE FX", "page": 216 }, { "level": 3, "title": "TRADING THE CORRELATION WITH FUNDAMENTALS", "page": 219 }, { "level": 3, "title": "TRADING THE CORRELATION WITH TECHNICALS", "page": 220 }, { "level": 2, "title": "Chapter 11: How to Trade Like a Hedge Fund Manager", "page": 223 }, { "level": 3, "title": "PROPERLY DEFINING THE TRADING STRATEGY", "page": 224 }, { "level": 3, "title": "THE ART OF ENTERING AND EXITING", "page": 226 }, { "level": 3, "title": "TEST DRIVE", "page": 227 }, { "level": 3, "title": "GETTING INTIMATE", "page": 228 }, { "level": 3, "title": "SELF-REFLECTION", "page": 229 }, { "level": 2, "title": "Chapter 12: Profiles and Unique Characteristics of Major Currency Pairs", "page": 231 }, { "level": 3, "title": "CURRENCY PROFILE: U.S. DOLLAR (USD)", "page": 231 }, { "level": 3, "title": "CURRENCY PROFILE: EURO (EUR)", "page": 240 }, { "level": 3, "title": "CURRENCY PROFILE: BRITISH POUND (GBP)", "page": 249 }, { "level": 3, "title": "CURRENCY PROFILE: SWISS FRANC (CHF)", "page": 257 }, { "level": 3, "title": "CURRENCY PROFILE: JAPANESE YEN (JPY)", "page": 263 }, { "level": 3, "title": "CURRENCY PROFILE: AUSTRALIAN DOLLAR (AUD)", "page": 270 }, { "level": 3, "title": "CURRENCY PROFILE: NEW ZEALAND DOLLAR (NZD)", "page": 276 }, { "level": 3, "title": "CURRENCY PROFILE: CANADIAN DOLLAR (CAD)", "page": 283 }, { "level": 2, "title": "About the Author", "page": 289 }, { "level": 2, "title": "Index", "page": 291 } ], "category": "Trading", "tags": [ "Forex", "Day Trading", "Swing Trading" ] }, { "id": "quantitative_trading_ernest_p_chan_z_library_sk_1lib_sk_z_li", "title": "Quantitative Trading", "author": "Ernest P. Chan", "totalPages": 256, "fileSize": 9499083, "pdfUrl": "data/pdfs/quantitative_trading_ernest_p_chan_z_library_sk_1lib_sk_z_li.pdf", "coverUrl": "data/covers/quantitative_trading_ernest_p_chan_z_library_sk_1lib_sk_z_li.jpg", "layoutUrl": "data/layouts/quantitative_trading_ernest_p_chan_z_library_sk_1lib_sk_z_li.json", "toc": [ { "level": 1, "title": "Cover", "page": 1 }, { "level": 1, "title": "Title Page", "page": 5 }, { "level": 1, "title": "Copyright Page", "page": 6 }, { "level": 1, "title": "Contents", "page": 9 }, { "level": 1, "title": "Preface to the 2nd Edition", "page": 13 }, { "level": 1, "title": "Preface", "page": 17 }, { "level": 1, "title": "Acknowledgments", "page": 23 }, { "level": 1, "title": "Chapter 1 The Whats, Whos, and Whys of Quantitative Trading", "page": 25 }, { "level": 2, "title": "Who Can Become a Quantitative Trader?", "page": 26 }, { "level": 2, "title": "The Business Case for Quantitative Trading", "page": 28 }, { "level": 3, "title": "Scalability", "page": 29 }, { "level": 3, "title": "Demand on Time", "page": 29 }, { "level": 3, "title": "The Nonnecessity of Marketing", "page": 31 }, { "level": 2, "title": "The Way Forward", "page": 32 }, { "level": 1, "title": "Chapter 2 Fishing for Ideas", "page": 35 }, { "level": 2, "title": "How to Identify a Strategy that Suits You", "page": 38 }, { "level": 3, "title": "Your Working Hours", "page": 38 }, { "level": 3, "title": "Your Programming Skills", "page": 39 }, { "level": 3, "title": "Your Trading Capital", "page": 39 }, { "level": 3, "title": "Your Goal", "page": 43 }, { "level": 2, "title": "A Taste for Plausible Strategies and Their Pitfalls", "page": 44 }, { "level": 3, "title": "How Does It Compare with a Benchmark, and How Consistent Are Its Returns?", "page": 44 }, { "level": 3, "title": "How Deep and Long Is the Drawdown?", "page": 47 }, { "level": 3, "title": "How Will Transaction Costs Affect the Strategy?", "page": 48 }, { "level": 3, "title": "Does the Data Suffer from Survivorship Bias?", "page": 50 }, { "level": 3, "title": "How Did the Performance of the Strategy Change over the Years?", "page": 51 }, { "level": 3, "title": "Does the Strategy Suffer from Data-Snooping Bias?", "page": 52 }, { "level": 3, "title": "Does the Strategy “Fly under the Radar” of Institutional Money Managers?", "page": 54 }, { "level": 2, "title": "Summary", "page": 54 }, { "level": 2, "title": "References", "page": 55 }, { "level": 1, "title": "Chapter 3 Backtesting", "page": 57 }, { "level": 2, "title": "Common Backtesting Platforms", "page": 58 }, { "level": 3, "title": "Excel", "page": 58 }, { "level": 3, "title": "MATLAB", "page": 58 }, { "level": 3, "title": "Python", "page": 60 }, { "level": 3, "title": "R", "page": 62 }, { "level": 3, "title": "QuantConnect", "page": 64 }, { "level": 3, "title": "Blueshift", "page": 64 }, { "level": 2, "title": "Finding and Using Historical Databases", "page": 64 }, { "level": 3, "title": "Are the Data Split and Dividend Adjusted?", "page": 65 }, { "level": 3, "title": "Are the Data Survivorship-Bias Free?", "page": 68 }, { "level": 3, "title": "Does Your Strategy Use High and Low Data?", "page": 70 }, { "level": 2, "title": "Performance Measurement", "page": 71 }, { "level": 2, "title": "Common Backtesting Pitfalls to Avoid", "page": 81 }, { "level": 3, "title": "Look-Ahead Bias", "page": 82 }, { "level": 3, "title": "Data-Snooping Bias", "page": 83 }, { "level": 2, "title": "Transaction Costs", "page": 96 }, { "level": 2, "title": "Strategy Refinement", "page": 101 }, { "level": 2, "title": "Summary", "page": 102 }, { "level": 2, "title": "References", "page": 103 }, { "level": 1, "title": "Chapter 4 Setting Up Your Business", "page": 105 }, { "level": 2, "title": "Business Structure: Retail or Proprietary?", "page": 105 }, { "level": 2, "title": "Choosing a Brokerage or Proprietary Trading Firm", "page": 109 }, { "level": 2, "title": "Physical Infrastructure", "page": 111 }, { "level": 2, "title": "Summary", "page": 113 }, { "level": 2, "title": "References", "page": 115 }, { "level": 1, "title": "Chapter 5 ExecutionSystems", "page": 117 }, { "level": 2, "title": "What an Automated Trading System Can Do for You", "page": 117 }, { "level": 3, "title": "Building a Semiautomated Trading System", "page": 119 }, { "level": 3, "title": "Building a Fully Automated Trading System", "page": 122 }, { "level": 2, "title": "Minimizing Transaction Costs", "page": 125 }, { "level": 2, "title": "Testing Your System by Paper Trading", "page": 127 }, { "level": 2, "title": "Why Does Actual Performance Diverge from Expectations?", "page": 128 }, { "level": 2, "title": "Summary", "page": 131 }, { "level": 1, "title": "Chapter 6 Money and Risk Management", "page": 133 }, { "level": 2, "title": "Optimal Capital Allocation and Leverage", "page": 133 }, { "level": 2, "title": "Risk Management", "page": 144 }, { "level": 3, "title": "Model Risk", "page": 148 }, { "level": 3, "title": "Software Risk", "page": 149 }, { "level": 3, "title": "Natural Disaster Risk", "page": 149 }, { "level": 2, "title": "Psychological Preparedness", "page": 149 }, { "level": 2, "title": "Summary", "page": 154 }, { "level": 2, "title": "Appendix: A Simple Derivation of the Kelly Formula when Return Distribution Is Gaussian", "page": 155 }, { "level": 2, "title": "References", "page": 156 }, { "level": 1, "title": "Chapter 7 Special Topics in Quantitative Trading", "page": 157 }, { "level": 2, "title": "Mean-Reverting versus Momentum Strategies", "page": 158 }, { "level": 2, "title": "Regime Change and Conditional Parameter Optimization", "page": 161 }, { "level": 2, "title": "Stationarity and Cointegration", "page": 171 }, { "level": 2, "title": "Factor Models", "page": 184 }, { "level": 2, "title": "What Is Your Exit Strategy?", "page": 193 }, { "level": 2, "title": "Seasonal Trading Strategies", "page": 198 }, { "level": 2, "title": "High-Frequency Trading Strategies", "page": 210 }, { "level": 2, "title": "Is It Better to Have a High-Leverage versus a High-Beta Portfolio?", "page": 212 }, { "level": 2, "title": "Summary", "page": 214 }, { "level": 2, "title": "References", "page": 216 }, { "level": 1, "title": "Chapter 8 Conclusion: Can Independent Traders Succeed?", "page": 217 }, { "level": 2, "title": "Next Steps", "page": 221 }, { "level": 2, "title": "References", "page": 222 }, { "level": 1, "title": "A Quick Surveyof MATLAB", "page": 223 }, { "level": 1, "title": "Bibliography", "page": 229 }, { "level": 1, "title": "About the Author", "page": 233 }, { "level": 1, "title": "Index", "page": 235 }, { "level": 1, "title": "EULA", "page": 256 } ], "category": "Trading", "tags": [ "Quantitative", "Algorithmic", "Statistical Arbitrage" ] }, { "id": "study_guide_for_the_new_trading_for_a_living_alexander_elder", "title": "Study Guide for The New Trading for a Living", "author": "Alexander Elder", "totalPages": 162, "fileSize": 3244460, "pdfUrl": "data/pdfs/study_guide_for_the_new_trading_for_a_living_alexander_elder.pdf", "coverUrl": "data/covers/study_guide_for_the_new_trading_for_a_living_alexander_elder.jpg", "layoutUrl": "data/layouts/study_guide_for_the_new_trading_for_a_living_alexander_elder.json", "toc": [ { "level": 1, "title": "Study Guide for The New Trading for a Living", "page": 3 }, { "level": 1, "title": "CONTENTS", "page": 7 }, { "level": 1, "title": "ABOUT THIS STUDY GUIDE", "page": 9 }, { "level": 1, "title": "PART 1 Questions and Rating Scales", "page": 13 }, { "level": 2, "title": "Introduction", "page": 15 }, { "level": 2, "title": "ONE Individual Psychology", "page": 19 }, { "level": 2, "title": "TWO Mass Psychology", "page": 25 }, { "level": 2, "title": "THREE Classical Chart Analysis", "page": 31 }, { "level": 2, "title": "FOUR Computerized Technical Analysis", "page": 39 }, { "level": 2, "title": "FIVE Volume and Time", "page": 49 }, { "level": 2, "title": "SIX General Market Indicators", "page": 61 }, { "level": 2, "title": "SEVEN Trading Systems", "page": 69 }, { "level": 2, "title": "EIGHT Trading Vehicles", "page": 77 }, { "level": 2, "title": "NINE Risk Management", "page": 83 }, { "level": 2, "title": "TEN Practical Details", "page": 91 }, { "level": 2, "title": "ELEVEN Good Record-Keeping", "page": 97 }, { "level": 1, "title": "PART TWO Answers and Comments", "page": 101 }, { "level": 2, "title": "Introduction", "page": 103 }, { "level": 3, "title": "Rating Yourself", "page": 105 }, { "level": 2, "title": "ONE Individual Psychology", "page": 107 }, { "level": 3, "title": "Rating Yourself", "page": 110 }, { "level": 3, "title": "Recommended Reading", "page": 110 }, { "level": 2, "title": "TWO Mass Psychology", "page": 111 }, { "level": 3, "title": "Rating Yourself", "page": 114 }, { "level": 3, "title": "Recommended Reading", "page": 114 }, { "level": 2, "title": "THREE Classical Chart Analysis", "page": 115 }, { "level": 3, "title": "Rating Yourself", "page": 118 }, { "level": 3, "title": "Recommended Reading", "page": 118 }, { "level": 2, "title": "FOUR Computerized Technical Analysis", "page": 119 }, { "level": 3, "title": "Rating Yourself", "page": 124 }, { "level": 3, "title": "Recommended Reading", "page": 124 }, { "level": 2, "title": "FIVE Volume and Time", "page": 125 }, { "level": 3, "title": "Rating Yourself", "page": 129 }, { "level": 3, "title": "Recommended Reading", "page": 129 }, { "level": 2, "title": "SIX General Market Indicators", "page": 131 }, { "level": 3, "title": "Rating Yourself", "page": 134 }, { "level": 3, "title": "Recommended Reading", "page": 134 }, { "level": 2, "title": "SEVEN Trading Systems", "page": 135 }, { "level": 3, "title": "Rating Yourself", "page": 139 }, { "level": 3, "title": "Recommended Reading", "page": 139 }, { "level": 2, "title": "EIGHT Trading Vehicles", "page": 141 }, { "level": 3, "title": "Rating Yourself", "page": 144 }, { "level": 2, "title": "NINE Risk Management", "page": 145 }, { "level": 3, "title": "Rating Yourself", "page": 148 }, { "level": 3, "title": "Recommended Reading", "page": 148 }, { "level": 2, "title": "TEN Practical Details", "page": 149 }, { "level": 3, "title": "Rating Yourself", "page": 152 }, { "level": 2, "title": "ELEVEN Good Record-Keeping", "page": 153 }, { "level": 3, "title": "Rating Yourself", "page": 155 }, { "level": 2, "title": "Afterword", "page": 157 }, { "level": 2, "title": "Sources", "page": 159 }, { "level": 2, "title": "About the Author", "page": 161 }, { "level": 2, "title": "EULA", "page": 162 } ], "category": "Trading", "tags": [ "Study Guide", "Psychology", "Technical Analysis" ] }, { "id": "technical_analysis_of_the_financial_market_john_j_murphy", "title": "Technical Analysis of the Financial Markets", "author": "John J. Murphy", "totalPages": 494, "fileSize": 17534809, "pdfUrl": "data/pdfs/technical_analysis_of_the_financial_market_john_j_murphy.pdf", "coverUrl": "data/covers/technical_analysis_of_the_financial_market_john_j_murphy.jpg", "layoutUrl": "data/layouts/technical_analysis_of_the_financial_market_john_j_murphy.json", "toc": [ { "level": 1, "title": "Title Page", "page": 3 }, { "level": 1, "title": "Copyright", "page": 4 }, { "level": 1, "title": "Dedication", "page": 6 }, { "level": 1, "title": "Contents", "page": 7 }, { "level": 1, "title": "About the Author", "page": 19 }, { "level": 1, "title": "About the Contributors", "page": 20 }, { "level": 1, "title": "Introduction", "page": 21 }, { "level": 1, "title": "Acknowledgments", "page": 23 }, { "level": 1, "title": "1 Philosophy of Technical Analysis", "page": 24 }, { "level": 2, "title": "Introduction", "page": 24 }, { "level": 2, "title": "Philosophy or Rationale", "page": 24 }, { "level": 2, "title": "Technical versus Fundamental Forecasting", "page": 27 }, { "level": 2, "title": "Analysis versus Timing", "page": 28 }, { "level": 2, "title": "Flexibility and Adaptability of Technical Analysis", "page": 29 }, { "level": 2, "title": "Technical Analysis Applied to Different Trading Mediums", "page": 30 }, { "level": 2, "title": "Technical Analysis Applied to Different Time Dimensions", "page": 30 }, { "level": 2, "title": "Economic Forecasting", "page": 31 }, { "level": 2, "title": "Technician or Chartist?", "page": 31 }, { "level": 2, "title": "A Brief Comparison of Technical Analysis in Stocks and Futures", "page": 32 }, { "level": 2, "title": "Less Reliance on Market Averages and Indicators", "page": 35 }, { "level": 2, "title": "Some Criticisms of the Technical Approach", "page": 35 }, { "level": 2, "title": "Random Walk Theory", "page": 38 }, { "level": 2, "title": "Universal Principles", "page": 40 }, { "level": 1, "title": "2 Dow Theory", "page": 41 }, { "level": 2, "title": "Introduction", "page": 41 }, { "level": 2, "title": "Basic Tenets", "page": 42 }, { "level": 2, "title": "The Use of Closing Prices and the Presence of Lines", "page": 47 }, { "level": 2, "title": "Some Criticisms of Dow Theory", "page": 48 }, { "level": 2, "title": "Stocks as Economic Indicators", "page": 49 }, { "level": 2, "title": "Dow Theory Applied to Futures Trading", "page": 49 }, { "level": 2, "title": "Conclusion", "page": 50 }, { "level": 1, "title": "3 Chart Construction", "page": 51 }, { "level": 2, "title": "Introduction", "page": 51 }, { "level": 2, "title": "Types of Charts Available", "page": 51 }, { "level": 2, "title": "Candlesticks", "page": 53 }, { "level": 2, "title": "Arithmetic versus Logarithmic Scale", "page": 54 }, { "level": 2, "title": "Construction of the Daily Bar Chart", "page": 55 }, { "level": 2, "title": "Volume", "page": 56 }, { "level": 2, "title": "Futures Open Interest", "page": 57 }, { "level": 2, "title": "Weekly and Monthly Bar Charts", "page": 59 }, { "level": 2, "title": "Conclusion", "page": 61 }, { "level": 1, "title": "4 Basic Concepts of Trend", "page": 62 }, { "level": 2, "title": "Definition of Trend", "page": 62 }, { "level": 2, "title": "Trend Has Three Directions", "page": 64 }, { "level": 2, "title": "Trend Has Three Classifications", "page": 65 }, { "level": 2, "title": "Support and Resistance", "page": 67 }, { "level": 2, "title": "Trendlines", "page": 75 }, { "level": 2, "title": "The Fan Principle", "page": 83 }, { "level": 2, "title": "The Importance of the Number Three", "page": 85 }, { "level": 2, "title": "The Relative Steepness of the Trendline", "page": 85 }, { "level": 2, "title": "The Channel Line", "page": 89 }, { "level": 2, "title": "Percentage Retracements", "page": 94 }, { "level": 2, "title": "Speed Resistance Lines", "page": 96 }, { "level": 2, "title": "Gann and Fibonacci Fan Lines", "page": 98 }, { "level": 2, "title": "Internal Trendlines", "page": 99 }, { "level": 2, "title": "Reversal Days", "page": 99 }, { "level": 2, "title": "Price Gaps", "page": 102 }, { "level": 2, "title": "Conclusion", "page": 105 }, { "level": 1, "title": "5 Major Reversal Patterns", "page": 106 }, { "level": 2, "title": "Introduction", "page": 106 }, { "level": 2, "title": "Price Patterns", "page": 106 }, { "level": 2, "title": "Two Types of Patterns: Reversal and Continuation", "page": 107 }, { "level": 2, "title": "The Head and Shoulders Reversal Pattern", "page": 109 }, { "level": 2, "title": "The Importance of Volume", "page": 113 }, { "level": 2, "title": "Finding a Price Objective", "page": 113 }, { "level": 2, "title": "The Inverse Head and Shoulders", "page": 115 }, { "level": 2, "title": "Complex Head and Shoulders Patterns", "page": 117 }, { "level": 2, "title": "Triple Tops and Bottoms", "page": 119 }, { "level": 2, "title": "Double Tops and Bottoms", "page": 121 }, { "level": 2, "title": "Variations from the Ideal Pattern", "page": 124 }, { "level": 2, "title": "Saucers and Spikes", "page": 128 }, { "level": 2, "title": "Conclusion", "page": 129 }, { "level": 1, "title": "6 Continuation Patterns", "page": 130 }, { "level": 2, "title": "Introduction", "page": 130 }, { "level": 2, "title": "Triangles", "page": 131 }, { "level": 2, "title": "The Symmetrical Triangle", "page": 132 }, { "level": 2, "title": "The Ascending Triangle", "page": 135 }, { "level": 2, "title": "The Descending Triangle", "page": 137 }, { "level": 2, "title": "The Broadening Formation", "page": 139 }, { "level": 2, "title": "Flags and Pennants", "page": 140 }, { "level": 2, "title": "The Wedge Formation", "page": 144 }, { "level": 2, "title": "The Rectangle Formation", "page": 145 }, { "level": 2, "title": "The Measured Move", "page": 149 }, { "level": 2, "title": "The Continuation Head and Shoulders Pattern", "page": 150 }, { "level": 2, "title": "Confirmation and Divergence", "page": 152 }, { "level": 2, "title": "Conclusion", "page": 153 }, { "level": 1, "title": "7 Volume and Open Interest", "page": 154 }, { "level": 2, "title": "Introduction", "page": 154 }, { "level": 2, "title": "Volume and Open Interest as Secondary Indicators", "page": 154 }, { "level": 2, "title": "Interpretation of Volume for All Markets", "page": 158 }, { "level": 2, "title": "Interpretation of Open Interest in Futures", "page": 164 }, { "level": 2, "title": "Summary of Volume and Open Interest Rules", "page": 169 }, { "level": 2, "title": "Blowoffs and Selling Climaxes", "page": 169 }, { "level": 2, "title": "Commitments of Traders Report", "page": 169 }, { "level": 2, "title": "Watch the Commercials", "page": 170 }, { "level": 2, "title": "Net Trader Positions", "page": 171 }, { "level": 2, "title": "Open Interest In Options", "page": 171 }, { "level": 2, "title": "Put/Call Ratios", "page": 172 }, { "level": 2, "title": "Combine Option Sentiment With Technicals", "page": 173 }, { "level": 2, "title": "Conclusion", "page": 173 }, { "level": 1, "title": "8 Long Term Charts", "page": 175 }, { "level": 2, "title": "Introduction", "page": 175 }, { "level": 2, "title": "The Importance of Longer Range Perspective", "page": 175 }, { "level": 2, "title": "Construction of Continuation Charts for Futures", "page": 176 }, { "level": 2, "title": "The Perpetual Contract™", "page": 177 }, { "level": 2, "title": "Long Term Trends Dispute Randomness", "page": 178 }, { "level": 2, "title": "Patterns on Charts: Weekly and Monthly Reversals", "page": 178 }, { "level": 2, "title": "Long Term to Short Term Charts", "page": 178 }, { "level": 2, "title": "Why Should Long Range Charts Be Adjusted for Inflation?", "page": 179 }, { "level": 2, "title": "Long Term Charts Not Intended for Trading Purposes", "page": 180 }, { "level": 2, "title": "Examples of Long Term Charts", "page": 181 }, { "level": 1, "title": "9 Moving Averages", "page": 187 }, { "level": 2, "title": "Introduction", "page": 187 }, { "level": 2, "title": "The Moving Average: A Smoothing Device with a Time Lag", "page": 188 }, { "level": 2, "title": "Moving Average Envelopes", "page": 197 }, { "level": 2, "title": "Bollinger Bands", "page": 198 }, { "level": 2, "title": "Using Bollinger Bands as Targets", "page": 200 }, { "level": 2, "title": "Band Width Measures Volatility", "page": 200 }, { "level": 2, "title": "Moving Averages Tied to Cycles", "page": 201 }, { "level": 2, "title": "Fibonacci Numbers Used as Moving Averages", "page": 202 }, { "level": 2, "title": "Moving Averages Applied to Long Term Charts", "page": 202 }, { "level": 2, "title": "The Weekly Rule", "page": 204 }, { "level": 2, "title": "To Optimize or Not", "page": 209 }, { "level": 2, "title": "Summary", "page": 209 }, { "level": 2, "title": "The Adaptive Moving Average", "page": 210 }, { "level": 2, "title": "Alternatives to the Moving Average", "page": 210 }, { "level": 1, "title": "10 Oscillators and Contrary Opinion", "page": 212 }, { "level": 2, "title": "Introduction", "page": 212 }, { "level": 2, "title": "Oscillator Usage in Conjunction with Trend", "page": 213 }, { "level": 2, "title": "Measuring Momentum", "page": 214 }, { "level": 2, "title": "Measuring Rate of Change (ROC)", "page": 219 }, { "level": 2, "title": "Constructing an Oscillator Using Two Moving Averages", "page": 219 }, { "level": 2, "title": "Commodity Channel Index", "page": 222 }, { "level": 2, "title": "The Relative Strength Index (RSI)", "page": 224 }, { "level": 2, "title": "Using the 70 and 30 Lines to Generate Signals", "page": 230 }, { "level": 2, "title": "Stochastics (K%D)", "page": 230 }, { "level": 2, "title": "Larry Williams %R", "page": 233 }, { "level": 2, "title": "The Importance of Trend", "page": 234 }, { "level": 2, "title": "When Oscillators are Most Useful", "page": 235 }, { "level": 2, "title": "Moving Average Convergence/Divergence (MACD)", "page": 236 }, { "level": 2, "title": "MACD Histogram", "page": 238 }, { "level": 2, "title": "Combine Weeklies and Dailies", "page": 239 }, { "level": 2, "title": "The Principle of Contrary Opinion in Futures", "page": 240 }, { "level": 2, "title": "Investor Sentiment Readings", "page": 243 }, { "level": 2, "title": "Investors Intelligence Numbers", "page": 244 }, { "level": 1, "title": "11 Point and Figure Charting", "page": 246 }, { "level": 2, "title": "Introduction", "page": 246 }, { "level": 2, "title": "The Point and Figure Versus the Bar Chart", "page": 246 }, { "level": 2, "title": "Construction of the Intraday Point and Figure Chart", "page": 250 }, { "level": 2, "title": "The Horizontal Count", "page": 253 }, { "level": 2, "title": "Price Patterns", "page": 254 }, { "level": 2, "title": "3 Box Reversal Point and Figure Charting", "page": 256 }, { "level": 2, "title": "Construction of the 3 Point Reversal Chart", "page": 257 }, { "level": 2, "title": "The Drawing of Trendlines", "page": 261 }, { "level": 2, "title": "Measuring Techniques", "page": 264 }, { "level": 2, "title": "Trading Tactics", "page": 265 }, { "level": 2, "title": "Advantages of Point and Figure Charts", "page": 266 }, { "level": 2, "title": "P&F Technical Indicators", "page": 270 }, { "level": 2, "title": "Computerized P&F Charting", "page": 270 }, { "level": 2, "title": "P&F Moving Averages", "page": 272 }, { "level": 2, "title": "Conclusion", "page": 273 }, { "level": 1, "title": "12 Japanese Candlesticks", "page": 274 }, { "level": 2, "title": "Introduction", "page": 274 }, { "level": 2, "title": "Candlestick Charting", "page": 274 }, { "level": 2, "title": "Basic Candlesticks", "page": 276 }, { "level": 2, "title": "Candle Pattern Analysis", "page": 278 }, { "level": 2, "title": "Filtered Candle Patterns", "page": 283 }, { "level": 2, "title": "Conclusion", "page": 284 }, { "level": 2, "title": "Candle Patterns", "page": 285 }, { "level": 1, "title": "13 Elliott Wave Theory", "page": 294 }, { "level": 2, "title": "Historical Background", "page": 294 }, { "level": 2, "title": "Basic Tenets of the Elliott Wave Principle", "page": 294 }, { "level": 2, "title": "Connection Between Elliott Wave and Dow Theory", "page": 298 }, { "level": 2, "title": "Corrective Waves", "page": 299 }, { "level": 2, "title": "The Rule of Alternation", "page": 307 }, { "level": 2, "title": "Channeling", "page": 308 }, { "level": 2, "title": "Wave 4 as a Support Area", "page": 309 }, { "level": 2, "title": "Fibonacci Numbers as the Basis of the Wave Principle", "page": 309 }, { "level": 2, "title": "Fibonacci Ratios and Retracements", "page": 310 }, { "level": 2, "title": "Fibonacci Time Targets", "page": 313 }, { "level": 2, "title": "Combining All Three Aspects of Wave Theory", "page": 313 }, { "level": 2, "title": "Elliott Wave Applied to Stocks Versus Commodities", "page": 315 }, { "level": 2, "title": "Summary and Conclusions", "page": 315 }, { "level": 2, "title": "Reference Material", "page": 317 }, { "level": 1, "title": "14 Time Cycles", "page": 318 }, { "level": 2, "title": "Introduction", "page": 318 }, { "level": 2, "title": "Cycles", "page": 319 }, { "level": 2, "title": "How Cyclic Concepts Help Explain Charting Techniques", "page": 328 }, { "level": 2, "title": "Dominant Cycles", "page": 331 }, { "level": 2, "title": "Combining Cycle Lengths", "page": 333 }, { "level": 2, "title": "The Importance of Trend", "page": 334 }, { "level": 2, "title": "Left and Right Translation", "page": 335 }, { "level": 2, "title": "How to Isolate Cycles", "page": 335 }, { "level": 2, "title": "Seasonal Cycles", "page": 340 }, { "level": 2, "title": "Stock Market Cycles", "page": 344 }, { "level": 2, "title": "The January Barometer", "page": 344 }, { "level": 2, "title": "The Presidential Cycle", "page": 345 }, { "level": 2, "title": "Combining Cycles with Other Technical Tools", "page": 345 }, { "level": 2, "title": "Maximum Entropy Spectral Analysis", "page": 345 }, { "level": 2, "title": "Cycle Reading and Software", "page": 346 }, { "level": 1, "title": "15 Computers and Trading Systems", "page": 347 }, { "level": 2, "title": "Introduction", "page": 347 }, { "level": 2, "title": "Some Computer Needs", "page": 348 }, { "level": 2, "title": "Grouping Tools and Indicators", "page": 349 }, { "level": 2, "title": "Using the Tools and Indicators", "page": 349 }, { "level": 2, "title": "Welles Wilder’s Parabolic and Directional Movement Systems", "page": 350 }, { "level": 2, "title": "Pros and Cons of System Trading", "page": 356 }, { "level": 2, "title": "Need Expert Help?", "page": 357 }, { "level": 2, "title": "Test Systems or Create Your Own", "page": 358 }, { "level": 2, "title": "Conclusion", "page": 358 }, { "level": 1, "title": "16 Money Management and Trading Tactics", "page": 360 }, { "level": 2, "title": "Introduction", "page": 360 }, { "level": 2, "title": "The Three Elements of Successful Trading", "page": 360 }, { "level": 2, "title": "Money Management", "page": 361 }, { "level": 2, "title": "Reward to Risk Ratios", "page": 363 }, { "level": 2, "title": "Trading Multiple Positions: Trending versus Trading Units", "page": 364 }, { "level": 2, "title": "What to Do After Periods of Success and Adversity", "page": 364 }, { "level": 2, "title": "Trading Tactics", "page": 365 }, { "level": 2, "title": "Combining Technical Factors and Money Management", "page": 367 }, { "level": 2, "title": "Types of Trading Orders", "page": 368 }, { "level": 2, "title": "From Daily Charts to Intraday Price Charts", "page": 369 }, { "level": 2, "title": "The Use of Intraday Pivot Points", "page": 371 }, { "level": 2, "title": "Summary of Money Management and Trading Guidelines", "page": 372 }, { "level": 2, "title": "Application to Stocks", "page": 373 }, { "level": 2, "title": "Asset Allocation", "page": 373 }, { "level": 2, "title": "Managed Accounts and Mutual Funds", "page": 373 }, { "level": 2, "title": "Market Profile", "page": 374 }, { "level": 1, "title": "17 The Link Between Stocks and Futures: Intermarket Analysis", "page": 375 }, { "level": 2, "title": "Intermarket Analysis", "page": 376 }, { "level": 2, "title": "Program Trading: The Ultimate Link", "page": 376 }, { "level": 2, "title": "The Link Between Bonds and Stocks", "page": 378 }, { "level": 2, "title": "The Link Between Bonds and Commodities", "page": 379 }, { "level": 2, "title": "The Link Between Commodities and the Dollar", "page": 379 }, { "level": 2, "title": "Stock Sectors and Industry Groups", "page": 381 }, { "level": 2, "title": "The Dollar and Large Caps", "page": 382 }, { "level": 2, "title": "Intermarket Analysis and Mutual Funds", "page": 382 }, { "level": 2, "title": "Relative Strength Analysis", "page": 383 }, { "level": 2, "title": "Relative Strength and Sectors", "page": 385 }, { "level": 2, "title": "Relative Strength and Individual Stocks", "page": 386 }, { "level": 2, "title": "Top-Down Market Approach", "page": 386 }, { "level": 2, "title": "Deflation Scenario", "page": 387 }, { "level": 2, "title": "Intermarket Correlation", "page": 388 }, { "level": 2, "title": "Intermarket Neural Network Software", "page": 389 }, { "level": 2, "title": "Conclusion", "page": 389 }, { "level": 1, "title": "18 Stock Market Indicators", "page": 391 }, { "level": 2, "title": "Measuring Market Breadth", "page": 391 }, { "level": 2, "title": "Sample Data", "page": 391 }, { "level": 2, "title": "Comparing Market Averages", "page": 392 }, { "level": 2, "title": "The Advance-Decline Line", "page": 393 }, { "level": 2, "title": "AD Divergence", "page": 394 }, { "level": 2, "title": "Daily Versus Weekly AD Lines", "page": 394 }, { "level": 2, "title": "Variations in AD Line", "page": 395 }, { "level": 2, "title": "McClellan Oscillator", "page": 395 }, { "level": 2, "title": "McClellan Summation Index", "page": 396 }, { "level": 2, "title": "New Highs Versus New Lows", "page": 397 }, { "level": 2, "title": "New High-New Low Index", "page": 398 }, { "level": 2, "title": "Upside Versus Downside Volume", "page": 399 }, { "level": 2, "title": "The Arms Index", "page": 400 }, { "level": 2, "title": "TRIN Versus TICK", "page": 401 }, { "level": 2, "title": "Smoothing the Arms Index", "page": 401 }, { "level": 2, "title": "Open Arms", "page": 402 }, { "level": 2, "title": "Equivolume Charting", "page": 402 }, { "level": 2, "title": "Candlepower", "page": 404 }, { "level": 2, "title": "Comparing Market Averages", "page": 405 }, { "level": 2, "title": "Conclusion", "page": 407 }, { "level": 1, "title": "19 Pulling It All Together—A Checklist", "page": 408 }, { "level": 2, "title": "Technical Checklist", "page": 408 }, { "level": 2, "title": "How to Coordinate Technical and Fundamental Analysis", "page": 410 }, { "level": 2, "title": "Chartered Market Technician (CMT)", "page": 410 }, { "level": 2, "title": "Market Technicians Association (MTA)", "page": 411 }, { "level": 2, "title": "The Global Reach of Technical Analysis", "page": 411 }, { "level": 2, "title": "Technical Analysis by Any Name", "page": 412 }, { "level": 2, "title": "Federal Reserve Finally Approves", "page": 412 }, { "level": 2, "title": "Conclusion", "page": 413 }, { "level": 1, "title": "A Advanced Technical Indicators", "page": 416 }, { "level": 2, "title": "Demand Index (DI)", "page": 416 }, { "level": 2, "title": "Herrick Payoff Index (HPI)", "page": 418 }, { "level": 2, "title": "Starc Bands and Keltner Channels", "page": 420 }, { "level": 2, "title": "Formula for Demand Index", "page": 423 }, { "level": 1, "title": "B Market Profile", "page": 425 }, { "level": 2, "title": "Introduction", "page": 425 }, { "level": 2, "title": "Market Profile Graphic", "page": 427 }, { "level": 2, "title": "Market Structure", "page": 428 }, { "level": 2, "title": "Market Profile Organizing Principles", "page": 429 }, { "level": 2, "title": "Range Development and Profile Patterns", "page": 433 }, { "level": 2, "title": "Tracking Longer Term Market Activity", "page": 434 }, { "level": 2, "title": "Conclusion", "page": 438 }, { "level": 1, "title": "C The Essentials of Building a Trading System", "page": 440 }, { "level": 2, "title": "5-Step Plan", "page": 441 }, { "level": 2, "title": "Step 1: Start with a Concept (an Idea)", "page": 441 }, { "level": 2, "title": "Step 2: Turn Your Idea into a Set of Objective Rules", "page": 443 }, { "level": 2, "title": "Step 3: Visually Check It Out on the Charts", "page": 443 }, { "level": 2, "title": "Step 4: Formally Test It with a Computer", "page": 443 }, { "level": 2, "title": "Step 5: Evaluate Results", "page": 446 }, { "level": 2, "title": "Money Management", "page": 446 }, { "level": 2, "title": "Conclusion", "page": 447 }, { "level": 1, "title": "D Continuous Futures Contracts", "page": 450 }, { "level": 2, "title": "Nearest Contract", "page": 450 }, { "level": 2, "title": "Next Contract", "page": 451 }, { "level": 2, "title": "Gann Contract", "page": 451 }, { "level": 2, "title": "Continuous Contracts", "page": 452 }, { "level": 2, "title": "Constant Forward Continuous Contracts", "page": 452 }, { "level": 1, "title": "Glossary", "page": 454 }, { "level": 1, "title": "Selected Bibliography", "page": 462 }, { "level": 1, "title": "Selected Resources", "page": 466 }, { "level": 1, "title": "Index", "page": 469 } ], "category": "Trading", "tags": [ "Technical Analysis", "Chart Patterns", "Indicators" ] }, { "id": "the_new_trading_for_a_living", "title": "The New Trading for a Living", "author": "Alexander Elder", "totalPages": 303, "fileSize": 15716534, "pdfUrl": "data/pdfs/the_new_trading_for_a_living.pdf", "coverUrl": "data/covers/the_new_trading_for_a_living.jpg", "layoutUrl": "data/layouts/the_new_trading_for_a_living.json", "toc": [ { "level": 1, "title": "The New Trading for a Living", "page": 3 }, { "level": 1, "title": "CONTENTS", "page": 9 }, { "level": 1, "title": "PREFACE", "page": 13 }, { "level": 1, "title": "Introduction", "page": 17 }, { "level": 2, "title": "1. Trading—The Last Frontier", "page": 17 }, { "level": 3, "title": "How I Began to Trade", "page": 17 }, { "level": 3, "title": "Do You Really Want to Succeed?", "page": 18 }, { "level": 2, "title": "2. Psychology Is the Key", "page": 19 }, { "level": 3, "title": "Getting Off the Roller Coaster", "page": 19 }, { "level": 3, "title": "A Man’s Game?", "page": 19 }, { "level": 3, "title": "How This Book Is Organized", "page": 20 }, { "level": 2, "title": "3. The Odds against You", "page": 21 }, { "level": 3, "title": "A Minus-Sum Game", "page": 21 }, { "level": 3, "title": "Commissions", "page": 22 }, { "level": 3, "title": "Slippage", "page": 23 }, { "level": 3, "title": "Bid-Ask Spreads", "page": 24 }, { "level": 3, "title": "The Barriers to Success", "page": 24 }, { "level": 1, "title": "PART 1 Individual Psychology", "page": 25 }, { "level": 2, "title": "4. Why Trade?", "page": 25 }, { "level": 3, "title": "Self-Fulfillment", "page": 25 }, { "level": 2, "title": "5. Reality versus Fantasy", "page": 26 }, { "level": 3, "title": "The Brain Myth", "page": 27 }, { "level": 3, "title": "The Undercapitalization Myth", "page": 27 }, { "level": 3, "title": "The Autopilot Myth", "page": 28 }, { "level": 3, "title": "The Cult of Personality", "page": 29 }, { "level": 3, "title": "Trade with Your Eyes Open", "page": 32 }, { "level": 2, "title": "6. Self-Destructiveness", "page": 32 }, { "level": 3, "title": "Gambling", "page": 33 }, { "level": 3, "title": "Self-Sabotage", "page": 33 }, { "level": 3, "title": "The Demolition Derby", "page": 34 }, { "level": 3, "title": "Controlling Self-Destructiveness", "page": 35 }, { "level": 2, "title": "7. Trading Psychology", "page": 35 }, { "level": 3, "title": "Bending the Rules", "page": 35 }, { "level": 3, "title": "The Insight That Changed My Trading", "page": 36 }, { "level": 2, "title": "8. Trading Lessons from AA", "page": 37 }, { "level": 3, "title": "Denial", "page": 37 }, { "level": 3, "title": "Rock Bottom", "page": 38 }, { "level": 3, "title": "The First Step", "page": 38 }, { "level": 3, "title": "One Day at a Time", "page": 38 }, { "level": 3, "title": "An AA Meeting", "page": 39 }, { "level": 2, "title": "9. Losers Anonymous", "page": 39 }, { "level": 3, "title": "The Urge to Trade", "page": 39 }, { "level": 3, "title": "Into the Hole", "page": 40 }, { "level": 3, "title": "Trader’s Rock Bottom", "page": 40 }, { "level": 3, "title": "Trader’s First Step", "page": 41 }, { "level": 3, "title": "A Meeting for One", "page": 42 }, { "level": 2, "title": "10. Winners and Losers", "page": 43 }, { "level": 3, "title": "Like an Ocean", "page": 43 }, { "level": 3, "title": "Emotional Trading", "page": 44 }, { "level": 3, "title": "In Charge of Your Life", "page": 45 }, { "level": 1, "title": "PART 2 Mass Psychology", "page": 47 }, { "level": 2, "title": "11. What Is Price?", "page": 48 }, { "level": 3, "title": "A Consensus of Value", "page": 48 }, { "level": 3, "title": "Behavior Patterns", "page": 48 }, { "level": 2, "title": "12. What Is the Market?", "page": 49 }, { "level": 3, "title": "Worldwide Crowds", "page": 50 }, { "level": 3, "title": "Groups, Not Individuals", "page": 50 }, { "level": 3, "title": "The Source of Money", "page": 50 }, { "level": 3, "title": "Inside Information", "page": 51 }, { "level": 2, "title": "13. The Trading Scene", "page": 52 }, { "level": 3, "title": "Individual Traders", "page": 52 }, { "level": 3, "title": "Institutional Traders", "page": 53 }, { "level": 3, "title": "The Sword Makers", "page": 54 }, { "level": 3, "title": "Advisors", "page": 55 }, { "level": 2, "title": "14. The Market Crowd and You", "page": 55 }, { "level": 3, "title": "Experts on Crowds", "page": 56 }, { "level": 3, "title": "Why Join?", "page": 56 }, { "level": 3, "title": "Crowd Mentality", "page": 57 }, { "level": 3, "title": "Who Leads?", "page": 57 }, { "level": 3, "title": "Independence", "page": 58 }, { "level": 3, "title": "A Positive Group", "page": 58 }, { "level": 2, "title": "15. Psychology of Trends", "page": 59 }, { "level": 3, "title": "Strong Feelings", "page": 59 }, { "level": 3, "title": "Rallies and Declines", "page": 60 }, { "level": 3, "title": "Price Shocks", "page": 60 }, { "level": 3, "title": "Social Psychology", "page": 61 }, { "level": 2, "title": "16. Managing versus Forecasting", "page": 62 }, { "level": 3, "title": "Poll-Taking", "page": 63 }, { "level": 3, "title": "A Crystal Ball", "page": 63 }, { "level": 3, "title": "Read the Market, Manage Yourself", "page": 64 }, { "level": 1, "title": "PART 3 Classical Chart Analysis", "page": 65 }, { "level": 2, "title": "17. Charting", "page": 66 }, { "level": 3, "title": "Brief History", "page": 66 }, { "level": 3, "title": "The Meaning of a Bar Chart", "page": 67 }, { "level": 3, "title": "Japanese Candlesticks", "page": 69 }, { "level": 3, "title": "Efficient Markets, Random Walk, Chaos Theory, and “Nature’s Law”", "page": 70 }, { "level": 2, "title": "18. Support and Resistance", "page": 71 }, { "level": 3, "title": "Memories, Pain, and Regret", "page": 72 }, { "level": 3, "title": "Strength of Support and Resistance", "page": 74 }, { "level": 3, "title": "Trading Rules", "page": 74 }, { "level": 3, "title": "True and False Breakouts", "page": 75 }, { "level": 2, "title": "19. Trends and Trading Ranges", "page": 76 }, { "level": 3, "title": "Mass Psychology", "page": 78 }, { "level": 3, "title": "The Hard Right Edge", "page": 78 }, { "level": 3, "title": "Methods and Techniques", "page": 78 }, { "level": 3, "title": "Trade or Wait", "page": 80 }, { "level": 3, "title": "Conflicting Timeframes", "page": 80 }, { "level": 2, "title": "20. Kangaroo Tails", "page": 81 }, { "level": 1, "title": "PART 4 Computerized Technical Analysis", "page": 85 }, { "level": 2, "title": "21. Computers in Trading", "page": 85 }, { "level": 3, "title": "Toolboxes", "page": 86 }, { "level": 3, "title": "Black Boxes and Gray Boxes", "page": 87 }, { "level": 3, "title": "Computers", "page": 87 }, { "level": 3, "title": "Market Data", "page": 88 }, { "level": 3, "title": "Three Major Groups of Indicators", "page": 89 }, { "level": 2, "title": "22. Moving Averages", "page": 90 }, { "level": 3, "title": "Twice as Much Bark", "page": 91 }, { "level": 3, "title": "Market Psychology", "page": 91 }, { "level": 3, "title": "Exponential Moving Averages", "page": 92 }, { "level": 3, "title": "Choosing the Length of a Moving Average", "page": 92 }, { "level": 3, "title": "Trading Rules", "page": 93 }, { "level": 3, "title": "More on Moving Averages", "page": 94 }, { "level": 3, "title": "Dual EMAs", "page": 94 }, { "level": 3, "title": "Moving Averages and Channels", "page": 95 }, { "level": 3, "title": "Prices, Values, and the Value Zone", "page": 95 }, { "level": 2, "title": "23. Moving Average Convergence-Divergence: MACD Lines and MACD-Histogram", "page": 96 }, { "level": 3, "title": "How to Create MACD", "page": 97 }, { "level": 3, "title": "Market Psychology", "page": 97 }, { "level": 3, "title": "Trading Rules for MACD Lines", "page": 97 }, { "level": 3, "title": "More on MACD Lines", "page": 98 }, { "level": 3, "title": "MACD-Histogram", "page": 99 }, { "level": 3, "title": "Market Psychology", "page": 100 }, { "level": 3, "title": "Trading Rules", "page": 100 }, { "level": 3, "title": "When to Expect a New Peak or Valley", "page": 101 }, { "level": 3, "title": "More on MACD-Histogram", "page": 101 }, { "level": 3, "title": "Divergences", "page": 102 }, { "level": 3, "title": "The Hound of the Baskervilles", "page": 105 }, { "level": 2, "title": "24. The Directional System", "page": 105 }, { "level": 3, "title": "How to Construct the Directional System", "page": 105 }, { "level": 3, "title": "Crowd Behavior", "page": 107 }, { "level": 3, "title": "Trading Rules", "page": 109 }, { "level": 3, "title": "Average True Range—Help from Volatility", "page": 109 }, { "level": 2, "title": "25. Oscillators", "page": 111 }, { "level": 3, "title": "Overbought and Oversold", "page": 111 }, { "level": 2, "title": "26. Stochastic", "page": 111 }, { "level": 3, "title": "Crowd Psychology", "page": 112 }, { "level": 3, "title": "Trading Rules", "page": 113 }, { "level": 3, "title": "More on Stochastic", "page": 115 }, { "level": 2, "title": "27. Relative Strength Index", "page": 115 }, { "level": 3, "title": "Mass Psychology", "page": 116 }, { "level": 3, "title": "Trading Rules", "page": 117 }, { "level": 1, "title": "PART 5 Volume and Time", "page": 119 }, { "level": 2, "title": "28. Volume", "page": 119 }, { "level": 3, "title": "Crowd Psychology", "page": 121 }, { "level": 3, "title": "Trading Pointers", "page": 122 }, { "level": 2, "title": "29. Volume-Based Indicators", "page": 123 }, { "level": 3, "title": "On-Balance Volume", "page": 123 }, { "level": 3, "title": "Crowd Psychology", "page": 124 }, { "level": 3, "title": "Trading Signals", "page": 124 }, { "level": 3, "title": "More on OBV", "page": 124 }, { "level": 3, "title": "Accumulation/Distribution", "page": 126 }, { "level": 3, "title": "Crowd Behavior", "page": 126 }, { "level": 3, "title": "Trading Rules", "page": 127 }, { "level": 3, "title": "More on Accumulation/Distribution", "page": 128 }, { "level": 2, "title": "30. Force Index", "page": 128 }, { "level": 3, "title": "How to Construct Force Index", "page": 128 }, { "level": 3, "title": "Trading Psychology", "page": 129 }, { "level": 3, "title": "Trading Rules", "page": 129 }, { "level": 2, "title": "31. Open Interest", "page": 133 }, { "level": 3, "title": "Crowd Psychology", "page": 134 }, { "level": 3, "title": "Trading Rules", "page": 136 }, { "level": 3, "title": "More on Open Interest", "page": 137 }, { "level": 2, "title": "32. Time", "page": 137 }, { "level": 3, "title": "Cycles", "page": 138 }, { "level": 3, "title": "Indicator Seasons", "page": 138 }, { "level": 3, "title": "Market Time", "page": 140 }, { "level": 3, "title": "The Factor of Five", "page": 141 }, { "level": 2, "title": "33. Trading Timeframes", "page": 142 }, { "level": 3, "title": "Investing", "page": 142 }, { "level": 3, "title": "Swing Trading", "page": 144 }, { "level": 3, "title": "Day-Trading", "page": 147 }, { "level": 1, "title": "PART 6 General Market Indicators", "page": 149 }, { "level": 2, "title": "34. The New High–New Low Index", "page": 149 }, { "level": 3, "title": "How to Construct NH-NL", "page": 150 }, { "level": 3, "title": "Crowd Psychology", "page": 150 }, { "level": 3, "title": "Trading Rules for NH-NL", "page": 151 }, { "level": 3, "title": "NH-NL in Multiple Timeframes and Look-Back Periods", "page": 153 }, { "level": 2, "title": "35. Stocks above 50-Day MA", "page": 155 }, { "level": 2, "title": "36. Other Stock Market Indicators", "page": 156 }, { "level": 3, "title": "Advance/Decline", "page": 156 }, { "level": 2, "title": "37. Consensus and Commitment Indicators", "page": 158 }, { "level": 3, "title": "Tracking Advisory Opinion", "page": 159 }, { "level": 3, "title": "Signals from the Press", "page": 160 }, { "level": 3, "title": "Signals from Advertisers", "page": 160 }, { "level": 3, "title": "Commitments of Futures Traders", "page": 161 }, { "level": 3, "title": "Legal Insider Trading", "page": 163 }, { "level": 3, "title": "Short Interest", "page": 163 }, { "level": 1, "title": "PART 7 Trading Systems", "page": 165 }, { "level": 2, "title": "38. System Testing, Paper Trading, and the Three Key Demands for Every Trade", "page": 167 }, { "level": 3, "title": "Paper Trading", "page": 168 }, { "level": 3, "title": "Three Key Demands for Every Trade", "page": 169 }, { "level": 2, "title": "39. Triple Screen Trading System", "page": 170 }, { "level": 3, "title": "Trend-Following Indicators and Oscillators", "page": 171 }, { "level": 3, "title": "Choosing Timeframes—the Factor of Five", "page": 171 }, { "level": 3, "title": "First Screen—Market Tide", "page": 172 }, { "level": 3, "title": "Second Screen—Market Wave", "page": 174 }, { "level": 3, "title": "Third Screen—Entry Technique", "page": 174 }, { "level": 3, "title": "Triple Screen Summary", "page": 176 }, { "level": 3, "title": "Triple Screen in Day-Trading", "page": 177 }, { "level": 3, "title": "Stops and Profit Targets", "page": 178 }, { "level": 2, "title": "40. The Impulse System", "page": 178 }, { "level": 3, "title": "Entries", "page": 180 }, { "level": 3, "title": "Exits", "page": 182 }, { "level": 2, "title": "41. Channel Trading Systems", "page": 182 }, { "level": 3, "title": "Two Ways to Construct a Channel", "page": 183 }, { "level": 3, "title": "Symmetrical Channels", "page": 183 }, { "level": 3, "title": "Mass Psychology", "page": 184 }, { "level": 3, "title": "Trading Rules", "page": 186 }, { "level": 3, "title": "Standard Deviation Channels (Bollinger Bands)", "page": 188 }, { "level": 1, "title": "PART 8 Trading Vehicles", "page": 189 }, { "level": 2, "title": "42. Stocks", "page": 191 }, { "level": 2, "title": "43. ETFs", "page": 192 }, { "level": 2, "title": "44. Options", "page": 194 }, { "level": 3, "title": "Buying Options", "page": 196 }, { "level": 3, "title": "Writing Options", "page": 197 }, { "level": 3, "title": "Writer’s Choice", "page": 198 }, { "level": 3, "title": "Limiting Risk", "page": 199 }, { "level": 3, "title": "Can Option Buying Be Intelligent?", "page": 201 }, { "level": 2, "title": "45. CFDs", "page": 202 }, { "level": 2, "title": "46. Futures", "page": 203 }, { "level": 3, "title": "Futures and Cash Trades", "page": 204 }, { "level": 3, "title": "Hedging", "page": 205 }, { "level": 3, "title": "Supply, Demand, and Seasonality", "page": 206 }, { "level": 3, "title": "Floors and Ceilings", "page": 207 }, { "level": 3, "title": "Contango, Inversion, and Spreads", "page": 207 }, { "level": 3, "title": "Commitments of Traders", "page": 208 }, { "level": 3, "title": "Margins and Risk Control", "page": 209 }, { "level": 2, "title": "47. Forex", "page": 210 }, { "level": 1, "title": "PART 9 Risk Management", "page": 213 }, { "level": 2, "title": "48. Emotions and Probabilities", "page": 213 }, { "level": 3, "title": "Why Johnny Can’t Sell", "page": 214 }, { "level": 3, "title": "Probability and Innumeracy", "page": 216 }, { "level": 3, "title": "A Positive Expectation", "page": 217 }, { "level": 3, "title": "Businessman’s Risk or Loss", "page": 217 }, { "level": 2, "title": "49. The Two Main Rules of Risk Control", "page": 218 }, { "level": 3, "title": "The Two Worst Mistakes", "page": 218 }, { "level": 2, "title": "50. The Two Percent Rule", "page": 219 }, { "level": 3, "title": "The Iron Triangle of Risk Control", "page": 220 }, { "level": 3, "title": "The 2% Rule in the Futures Markets", "page": 221 }, { "level": 2, "title": "51. The Six Percent Rule", "page": 224 }, { "level": 3, "title": "The Concept of Available Risk", "page": 224 }, { "level": 2, "title": "52. A Comeback from a Drawdown", "page": 226 }, { "level": 3, "title": "A Trading Manager", "page": 228 }, { "level": 1, "title": "PART 10 Practical Details", "page": 231 }, { "level": 2, "title": "53. How to Set Profit Targets: “Enough” Is the Power Word", "page": 231 }, { "level": 2, "title": "54. How to Set Stops: Say No to Wishful Thinking", "page": 235 }, { "level": 3, "title": "Place Stops outside the Zone of “Market Noise”", "page": 236 }, { "level": 3, "title": "Don’t Place Your Stops at Obvious Levels", "page": 236 }, { "level": 3, "title": "Don’t Let a Winning Trade Turn into a Loss", "page": 239 }, { "level": 3, "title": "Move Your Stop Only in the Direction of Your Trade", "page": 240 }, { "level": 3, "title": "Catastrophic Stops: A Professional’s Life Jacket", "page": 240 }, { "level": 3, "title": "Stops and Overnight Gaps: Only for the Pros", "page": 241 }, { "level": 2, "title": "55. Is This an A-Trade?", "page": 241 }, { "level": 2, "title": "56. Scanning for Possible Trades", "page": 246 }, { "level": 1, "title": "PART 11 Good Record-Keeping", "page": 249 }, { "level": 2, "title": "57. Your Daily Homework", "page": 250 }, { "level": 3, "title": "Are You Ready to Trade Today?", "page": 252 }, { "level": 2, "title": "58. Creating and Scoring Trade Plans", "page": 254 }, { "level": 3, "title": "Scoring Your Trade Plans (a Trade Apgar)", "page": 254 }, { "level": 3, "title": "Using a Tradebill", "page": 256 }, { "level": 2, "title": "59. Trade Journal", "page": 259 }, { "level": 3, "title": "Three Benefits", "page": 261 }, { "level": 1, "title": "CONCLUSION A Journey without an End: How to Continue Learning", "page": 265 }, { "level": 1, "title": "Sources", "page": 269 }, { "level": 1, "title": "Acknowledgments", "page": 273 }, { "level": 1, "title": "About the Author", "page": 275 }, { "level": 1, "title": "INDEX", "page": 277 }, { "level": 1, "title": "EULA", "page": 303 } ], "category": "Trading", "tags": [ "Psychology", "Risk Management", "Trading Tactics" ] }, { "id": "the_art_and_science_of_trading_course_workbook_adam_grimes", "title": "The Art and Science of Trading - Course Workbook", "author": "Adam Grimes", "totalPages": 590, "fileSize": 16300880, "pdfUrl": "data/pdfs/the_art_and_science_of_trading_course_workbook_adam_grimes.pdf", "coverUrl": "data/covers/the_art_and_science_of_trading_course_workbook_adam_grimes.jpg", "layoutUrl": "data/layouts/the_art_and_science_of_trading_course_workbook_adam_grimes.json", "toc": [ { "level": 1, "title": "Frontmatter", "page": 2 }, { "level": 1, "title": "1: Chartreading 101", "page": 14 }, { "level": 1, "title": "2: Chartreading, Going Deeper", "page": 75 }, { "level": 1, "title": "3: Market Structure & Price Action", "page": 104 }, { "level": 1, "title": "4: Pullback", "page": 156 }, { "level": 1, "title": "5: Anti", "page": 182 }, { "level": 1, "title": "6: Failure Test", "page": 209 }, { "level": 1, "title": "7: Breakout", "page": 275 }, { "level": 1, "title": "8: Pattern Failure", "page": 312 }, { "level": 1, "title": "9: Practical Trading Psychology", "page": 333 }, { "level": 1, "title": "10: Academic Theories of Market Behavior", "page": 385 }, { "level": 1, "title": "11: Tools for Quantitative Analysis of Market Data", "page": 412 }, { "level": 1, "title": "12: Test Universe & Methodology", "page": 455 }, { "level": 1, "title": "13: Fibonacci Retracements", "page": 473 }, { "level": 1, "title": "14: Moving Averages", "page": 492 }, { "level": 1, "title": "15: The Opening Range Phenomenon", "page": 533 }, { "level": 1, "title": "16: Quantitative Evidence of the Two Forces", "page": 546 }, { "level": 1, "title": "Backmatter", "page": 584 } ], "category": "Trading", "tags": [ "Price Action", "Workbook", "Technical Analysis" ] }, { "id": "the_candlestick_course_steve_nison", "title": "The Candlestick Course", "author": "Steve Nison", "totalPages": 225, "fileSize": 19529776, "pdfUrl": "data/pdfs/the_candlestick_course_steve_nison.pdf", "coverUrl": "data/covers/the_candlestick_course_steve_nison.jpg", "layoutUrl": "data/layouts/the_candlestick_course_steve_nison.json", "toc": [ { "level": 1, "title": "Cover Book", "page": 1 }, { "level": 1, "title": "Copyright", "page": 4 }, { "level": 1, "title": "Contents", "page": 5 }, { "level": 1, "title": "Foreword", "page": 7 }, { "level": 1, "title": "About the Author", "page": 10 }, { "level": 1, "title": "Introduction", "page": 11 }, { "level": 1, "title": "CHAPTER ONE - The Essentials", "page": 14 }, { "level": 2, "title": "Section One - Candlestick Overview: Origins and Basic Applications", "page": 14 }, { "level": 2, "title": "Section Two - Candlestick Construction", "page": 21 }, { "level": 2, "title": "Section Three - Basic Market Strategies", "page": 30 }, { "level": 1, "title": "CHAPTER TWO - Single Candle Lines", "page": 37 }, { "level": 2, "title": "Section One - Spinning Tops and High Wave Candles", "page": 37 }, { "level": 2, "title": "Section Two - The Dangerous Doji", "page": 52 }, { "level": 2, "title": "Section Three - Long Real Bodies, the Consummate Storytellers", "page": 63 }, { "level": 1, "title": "CHAPTER THREE - The Power of Candle Patterns", "page": 71 }, { "level": 2, "title": "Section One - Close Cousins: Piercing, Dark Cloud Covers, Engulfing and Counterattacks", "page": 71 }, { "level": 2, "title": "Section Two - The Harami and Harami Cross, Morning and Evening Stars", "page": 89 }, { "level": 2, "title": "Section Three - Picturesque Storytellers: Tweezers, Crows and Soldiers", "page": 99 }, { "level": 2, "title": "Section Four - Disjointed Candles: Rising and Falling Windows", "page": 110 }, { "level": 1, "title": "CHAPTER FOUR - Taking Advantage of Market Opportunities", "page": 120 }, { "level": 2, "title": "Section One - Candle Chart Applications", "page": 122 }, { "level": 2, "title": "Section Two - Trading Guidelines", "page": 130 }, { "level": 1, "title": "CHAPTER FIVE - Progressive Charting", "page": 132 }, { "level": 1, "title": "CHAPTER SIX - Bringing It All Together: Real-World Charts", "page": 185 }, { "level": 1, "title": "Conclusion", "page": 213 }, { "level": 1, "title": "Visual Glossary of Candlestick Terms Used in This Book", "page": 214 }, { "level": 1, "title": "Index", "page": 223 } ], "category": "Trading", "tags": [ "Candlesticks", "Chart Patterns", "Price Action" ] }, { "id": "the_art_and_science_of_technical_analysis_adam_grimes", "title": "The Art & Science of Technical Analysis", "author": "Adam Grimes", "totalPages": 663, "fileSize": 11147053, "pdfUrl": "data/pdfs/the_art_and_science_of_technical_analysis_adam_grimes.pdf", "coverUrl": "data/covers/the_art_and_science_of_technical_analysis_adam_grimes.jpg", "layoutUrl": "data/layouts/the_art_and_science_of_technical_analysis_adam_grimes.json", "toc": [ { "level": 1, "title": "Series", "page": 7 }, { "level": 1, "title": "Title Page", "page": 8 }, { "level": 1, "title": "Copyright", "page": 9 }, { "level": 1, "title": "Dedication", "page": 11 }, { "level": 1, "title": "Preface", "page": 12 }, { "level": 1, "title": "Acknowledgments", "page": 17 }, { "level": 1, "title": "Part I: The Foundation of Technical Analysis", "page": 19 }, { "level": 2, "title": "Chapter 1: The Trader’s Edge", "page": 20 }, { "level": 3, "title": "DEFINING A TRADING EDGE", "page": 21 }, { "level": 3, "title": "FINDING AND DEVELOPING YOUR EDGE", "page": 25 }, { "level": 3, "title": "GENERAL PRINCIPLES OF CHART READING", "page": 27 }, { "level": 3, "title": "INDICATORS", "page": 33 }, { "level": 3, "title": "THE TWO FORCES: TOWARD A NEW UNDERSTANDING OF MARKET ACTION", "page": 34 }, { "level": 3, "title": "PRICE ACTION AND MARKET STRUCTURE ON CHARTS", "page": 37 }, { "level": 3, "title": "CHARTING BY HAND", "page": 57 }, { "level": 2, "title": "Chapter 2: The Market Cycle and the Four Trades", "page": 60 }, { "level": 3, "title": "WYCKOFF’S MARKET CYCLE", "page": 61 }, { "level": 3, "title": "THE FOUR TRADES", "page": 73 }, { "level": 3, "title": "SUMMARY", "page": 80 }, { "level": 1, "title": "Part II: Market Structure", "page": 82 }, { "level": 2, "title": "Chapter 3: On Trends", "page": 83 }, { "level": 3, "title": "THE FUNDAMENTAL PATTERN", "page": 83 }, { "level": 3, "title": "TREND STRUCTURE", "page": 87 }, { "level": 3, "title": "A DEEPER LOOK AT PULLBACKS: THE QUINTESSENTIAL TREND TRADING PATTERN", "page": 104 }, { "level": 3, "title": "TREND ANALYSIS", "page": 121 }, { "level": 3, "title": "SUMMARY", "page": 145 }, { "level": 2, "title": "Chapter 4: On Trading Ranges", "page": 147 }, { "level": 3, "title": "SUPPORT AND RESISTANCE", "page": 147 }, { "level": 3, "title": "TRADING RANGES AS FUNCTIONAL STRUCTURES", "page": 168 }, { "level": 3, "title": "SUMMARY", "page": 179 }, { "level": 2, "title": "Chapter 5: Interfaces between Trends and Ranges", "page": 181 }, { "level": 3, "title": "BREAKOUT TRADE: TRADING RANGE TO TREND", "page": 182 }, { "level": 3, "title": "TREND TO TRADING RANGE", "page": 199 }, { "level": 3, "title": "TREND TO OPPOSITE TREND (TREND REVERSAL)", "page": 205 }, { "level": 3, "title": "TREND TO SAME TREND (FAILURE OF TREND REVERSAL)", "page": 215 }, { "level": 3, "title": "SUMMARY", "page": 216 }, { "level": 1, "title": "Part III: Trading Strategies", "page": 219 }, { "level": 2, "title": "CHAPTER 6: Practical Trading Templates", "page": 220 }, { "level": 3, "title": "FAILURE TEST", "page": 221 }, { "level": 3, "title": "PULLBACK, BUYING SUPPORT OR SHORTING RESISTANCE", "page": 227 }, { "level": 3, "title": "PULLBACK, ENTERING LOWER TIME FRAME BREAKOUT", "page": 239 }, { "level": 3, "title": "TRADING COMPLEX PULLBACKS", "page": 244 }, { "level": 3, "title": "THE ANTI", "page": 251 }, { "level": 3, "title": "BREAKOUTS, ENTERING IN THE PRECEDING BASE", "page": 256 }, { "level": 3, "title": "BREAKOUTS, ENTERING ON FIRST PULLBACK FOLLOWING", "page": 267 }, { "level": 3, "title": "FAILED BREAKOUTS", "page": 270 }, { "level": 3, "title": "SUMMARY", "page": 275 }, { "level": 2, "title": "CHAPTER 7: Tools for Confirmation", "page": 278 }, { "level": 3, "title": "THE MOVING AVERAGE—THE STILL CENTER", "page": 279 }, { "level": 3, "title": "CHANNELS: EMOTIONAL EXTREMES", "page": 286 }, { "level": 3, "title": "INDICATORS: MACD", "page": 295 }, { "level": 3, "title": "MULTIPLE TIME FRAME ANALYSIS", "page": 311 }, { "level": 2, "title": "CHAPTER 8: Trade Management", "page": 334 }, { "level": 3, "title": "PLACING THE INITIAL STOP", "page": 336 }, { "level": 3, "title": "SETTING PRICE TARGETS", "page": 339 }, { "level": 3, "title": "ACTIVE MANAGEMENT", "page": 345 }, { "level": 3, "title": "PORTFOLIO CONSIDERATIONS", "page": 361 }, { "level": 3, "title": "PRACTICAL ISSUES", "page": 364 }, { "level": 2, "title": "CHAPTER 9: Risk Management", "page": 376 }, { "level": 3, "title": "RISK AND POSITION SIZING", "page": 376 }, { "level": 3, "title": "THEORETICAL PERSPECTIVES ON RISK", "page": 397 }, { "level": 3, "title": "MISUNDERSTOOD RISK", "page": 401 }, { "level": 3, "title": "PRACTICAL RISKS IN TRADING", "page": 403 }, { "level": 3, "title": "SUMMARY", "page": 412 }, { "level": 2, "title": "CHAPTER 10: Trade Examples", "page": 413 }, { "level": 3, "title": "TREND CONTINUATION", "page": 415 }, { "level": 3, "title": "TREND TERMINATION", "page": 442 }, { "level": 3, "title": "FAILURE TEST FAILURES", "page": 449 }, { "level": 3, "title": "TRADING PARABOLIC CLIMAXES", "page": 454 }, { "level": 3, "title": "THE ANTI", "page": 460 }, { "level": 3, "title": "TRADING AT SUPPORT AND RESISTANCE", "page": 471 }, { "level": 3, "title": "SUMMARY", "page": 481 }, { "level": 1, "title": "Part IV: The Individual, Self-Directed Trader", "page": 482 }, { "level": 2, "title": "CHAPTER 11: The Trader’s Mind", "page": 483 }, { "level": 3, "title": "PSYCHOLOGICAL CHALLENGES OF THE MARKETPLACE", "page": 485 }, { "level": 3, "title": "EVOLUTIONARY ADAPTATIONS", "page": 485 }, { "level": 3, "title": "COGNITIVE BIASES", "page": 491 }, { "level": 3, "title": "THE RANDOM REINFORCEMENT PROBLEM", "page": 496 }, { "level": 3, "title": "EMOTIONS: THE ENEMY WITHIN", "page": 498 }, { "level": 3, "title": "INTUITION", "page": 501 }, { "level": 3, "title": "FLOW", "page": 506 }, { "level": 3, "title": "PRACTICAL PSYCHOLOGY", "page": 511 }, { "level": 3, "title": "SUMMARY", "page": 518 }, { "level": 2, "title": "CHAPTER 12: Becoming a Trader", "page": 520 }, { "level": 3, "title": "THE PROCESS", "page": 521 }, { "level": 3, "title": "RECORD KEEPING", "page": 534 }, { "level": 3, "title": "STATISTICAL ANALYSIS OF TRADING RESULTS", "page": 539 }, { "level": 3, "title": "SUMMARY", "page": 550 }, { "level": 1, "title": "Appendix A: Trading Primer", "page": 552 }, { "level": 2, "title": "THE SPREAD", "page": 553 }, { "level": 2, "title": "TWO TYPES OF ORDERS", "page": 556 }, { "level": 2, "title": "CHARTS", "page": 558 }, { "level": 1, "title": "Appendix B: A Deeper Look at Moving Averages and the MACD", "page": 565 }, { "level": 2, "title": "MOVING AVERAGES", "page": 565 }, { "level": 2, "title": "THE MACD", "page": 574 }, { "level": 1, "title": "Appendix C: Sample Trade Data", "page": 586 }, { "level": 1, "title": "Glossary", "page": 589 }, { "level": 1, "title": "Bibliography", "page": 618 }, { "level": 1, "title": "About the Author", "page": 622 }, { "level": 1, "title": "Index", "page": 623 } ], "category": "Trading", "tags": [ "Market Structure", "Price Action", "Trading Strategy" ] }, { "id": "trade_your_way_to_financial_freedom_van_k_tharp", "title": "Trade Your Way to Financial Freedom", "author": "Van K. Tharp", "totalPages": 181, "fileSize": 3463257, "pdfUrl": "data/pdfs/trade_your_way_to_financial_freedom_van_k_tharp.pdf", "coverUrl": "data/covers/trade_your_way_to_financial_freedom_van_k_tharp.jpg", "layoutUrl": "data/layouts/trade_your_way_to_financial_freedom_van_k_tharp.json", "toc": [], "category": "Trading", "tags": [ "Psychology", "Position Sizing", "Risk Management" ] }, { "id": "trades_about_to_happen_david_h_weis", "title": "Trades About to Happen: A Modern Adaptation of the Wyckoff Method", "author": "David H. Weis", "totalPages": 258, "fileSize": 6556959, "pdfUrl": "data/pdfs/trades_about_to_happen_david_h_weis.pdf", "coverUrl": "data/covers/trades_about_to_happen_david_h_weis.jpg", "layoutUrl": "data/layouts/trades_about_to_happen_david_h_weis.json", "toc": [ { "level": 1, "title": "Half Title", "page": 2 }, { "level": 1, "title": "Series Page", "page": 3 }, { "level": 1, "title": "Title Page", "page": 4 }, { "level": 1, "title": "Copyright Page", "page": 6 }, { "level": 1, "title": "Dedication", "page": 8 }, { "level": 1, "title": "Epigraph", "page": 9 }, { "level": 1, "title": "Table of Contents", "page": 10 }, { "level": 1, "title": "Foreword", "page": 12 }, { "level": 1, "title": "Acknowledgments", "page": 14 }, { "level": 1, "title": "Introduction", "page": 15 }, { "level": 1, "title": "Chapter 1: Where to Find Trades", "page": 20 }, { "level": 1, "title": "Chapter 2: Drawing Lines", "page": 23 }, { "level": 1, "title": "Chapter 3: The Story of the Lines", "page": 41 }, { "level": 1, "title": "Chapter 4: The Logic of Reading Bar Charts", "page": 66 }, { "level": 1, "title": "Chapter 5: Springs", "page": 98 }, { "level": 1, "title": "Chapter 6: Upthrusts", "page": 124 }, { "level": 1, "title": "Chapter 7: Absorption", "page": 138 }, { "level": 1, "title": "Chapter 8: Chart Studies", "page": 149 }, { "level": 1, "title": "Chapter 9: Tape ReadingPart I", "page": 159 }, { "level": 1, "title": "Chapter 10: Tape Reading Part II", "page": 202 }, { "level": 1, "title": "Chapter 11: Point-and-Figure and Renko", "page": 221 }, { "level": 1, "title": "About the Author", "page": 245 }, { "level": 1, "title": "Index", "page": 246 } ], "category": "Trading", "tags": [ "Wyckoff Method", "Price Action", "Tape Reading" ] }, { "id": "trading_systems_and_methods_website_perry_j_kaufman", "title": "Trading Systems and Methods", "author": "Perry J. Kaufman", "totalPages": 1232, "fileSize": 26731739, "pdfUrl": "data/pdfs/trading_systems_and_methods_website_perry_j_kaufman.pdf", "coverUrl": "data/covers/trading_systems_and_methods_website_perry_j_kaufman.jpg", "layoutUrl": "data/layouts/trading_systems_and_methods_website_perry_j_kaufman.json", "toc": [ { "level": 1, "title": "Trading Systems and Methods", "page": 3 }, { "level": 1, "title": "Contents", "page": 9 }, { "level": 1, "title": "Preface to the Fifth Edition", "page": 17 }, { "level": 1, "title": "CHAPTER 1 Introduction", "page": 21 }, { "level": 2, "title": "THE EXPANDING ROLE OF TECHNICAL ANALYSIS", "page": 21 }, { "level": 2, "title": "CONVERGENCE OF TRADING STYLES IN STOCKS AND FUTURES", "page": 22 }, { "level": 2, "title": "A LINE IN THE SAND BETWEEN FUNDAMENTALS AND TECHNICAL ANALYSIS", "page": 24 }, { "level": 2, "title": "PROFESSIONAL AND AMATEUR", "page": 25 }, { "level": 2, "title": "RANDOM WALK", "page": 26 }, { "level": 2, "title": "DECIDING ON A TRADING STYLE", "page": 28 }, { "level": 2, "title": "MEASURING NOISE", "page": 30 }, { "level": 3, "title": "Other Measurements of Noise", "page": 31 }, { "level": 3, "title": "Impact on Trading", "page": 33 }, { "level": 2, "title": "MATURING MARKETS AND GLOBALIZATION", "page": 34 }, { "level": 2, "title": "BACKGROUND MATERIAL", "page": 36 }, { "level": 2, "title": "RESEARCH GUIDELINES", "page": 38 }, { "level": 2, "title": "OBJECTIVES OF THIS BOOK", "page": 39 }, { "level": 2, "title": "PROFILE OF A TRADING SYSTEM", "page": 40 }, { "level": 3, "title": "Changing Markets and System Longevity", "page": 40 }, { "level": 3, "title": "The Choice of Data", "page": 41 }, { "level": 3, "title": "Diversifi cation", "page": 41 }, { "level": 3, "title": "Trade Selection", "page": 41 }, { "level": 3, "title": "Testing", "page": 42 }, { "level": 3, "title": "Risk Control", "page": 42 }, { "level": 3, "title": "Transaction Costs", "page": 42 }, { "level": 3, "title": "Performance Monitoring and Feedback", "page": 42 }, { "level": 2, "title": "A WORD ABOUT THE NOTATION USED IN THIS BOOK", "page": 43 }, { "level": 2, "title": "AND FINALLY . . .", "page": 43 }, { "level": 1, "title": "CHAPTER 2 Basic Concepts and Calculations", "page": 45 }, { "level": 2, "title": "Helpful Software", "page": 46 }, { "level": 2, "title": "ABOUT DATA AND AVERAGING", "page": 46 }, { "level": 3, "title": "The Law of Averages", "page": 46 }, { "level": 3, "title": "In-Sample and Out-of-Sample Data", "page": 47 }, { "level": 3, "title": "How Much Data Is Enough?", "page": 47 }, { "level": 2, "title": "ON AVERAGE", "page": 50 }, { "level": 3, "title": "Geometric Mean", "page": 51 }, { "level": 3, "title": "Quadratic Mean", "page": 52 }, { "level": 3, "title": "Harmonic Mean", "page": 52 }, { "level": 2, "title": "PRICE DISTRIBUTION", "page": 53 }, { "level": 3, "title": "Frequency Distributions", "page": 53 }, { "level": 3, "title": "Median and Mode", "page": 56 }, { "level": 3, "title": "Characteristics of the Principal Averages", "page": 57 }, { "level": 2, "title": "MOMENTS OF THE DISTRIBUTION: VARIANCE, SKEWNESS, AND KURTOSIS", "page": 57 }, { "level": 3, "title": "Variance (2nd Moment)", "page": 58 }, { "level": 3, "title": "Skewness (3rd moment", "page": 59 }, { "level": 3, "title": "Kurtosis (4th Moment)", "page": 62 }, { "level": 3, "title": "Choosing between Frequency Distribution and Standard Deviation", "page": 63 }, { "level": 3, "title": "Probability of Achieving a Return", "page": 64 }, { "level": 3, "title": "Standard Error", "page": 66 }, { "level": 3, "title": "t-Statistic and Degrees of Freedom", "page": 67 }, { "level": 2, "title": "STANDARDIZING RISK AND RETURN", "page": 68 }, { "level": 3, "title": "Calculating Returns", "page": 69 }, { "level": 3, "title": "Risk and Volatility", "page": 71 }, { "level": 2, "title": "THE INDEX", "page": 74 }, { "level": 3, "title": "Constructing an Index", "page": 75 }, { "level": 3, "title": "Calculating the Net Asset Value—Indexing Returns", "page": 75 }, { "level": 3, "title": "Leveraged Long or Short Index Funds", "page": 76 }, { "level": 3, "title": "Cross-Market and Weighted Index", "page": 77 }, { "level": 3, "title": "U.S. Dollar Index", "page": 77 }, { "level": 2, "title": "STANDARD MEASUREMENTS OF PERFORMANCE", "page": 78 }, { "level": 2, "title": "PROBABILITY", "page": 79 }, { "level": 3, "title": "Laws of Probability", "page": 80 }, { "level": 3, "title": "Joint and Marginal Probability", "page": 81 }, { "level": 3, "title": "Contingent Probability", "page": 81 }, { "level": 3, "title": "Markov Chains", "page": 82 }, { "level": 3, "title": "Bayes’ Theorem", "page": 85 }, { "level": 2, "title": "SUPPLY AND DEMAND", "page": 86 }, { "level": 3, "title": "Demand", "page": 86 }, { "level": 3, "title": "Supply", "page": 88 }, { "level": 3, "title": "Equilibrium", "page": 89 }, { "level": 3, "title": "Cobweb Charts", "page": 90 }, { "level": 3, "title": "Building a Model", "page": 91 }, { "level": 3, "title": "Changing Factors", "page": 94 }, { "level": 3, "title": "Economic Reports", "page": 96 }, { "level": 1, "title": "CHAPTER 3 Charting", "page": 99 }, { "level": 2, "title": "FINDING CONSISTENT PATTERNS", "page": 100 }, { "level": 3, "title": "What Causes Chart Patterns?", "page": 101 }, { "level": 2, "title": "WHAT CAUSES THE MAJOR PRICE MOVES AND TRENDS?", "page": 102 }, { "level": 2, "title": "THE BAR CHART AND ITS INTERPRETATION BY CHARLES DOW", "page": 103 }, { "level": 3, "title": "The Dow Theory", "page": 104 }, { "level": 3, "title": "The Basic Tenets of the Dow Theory", "page": 105 }, { "level": 3, "title": "Interpreting Today’s S&P Using Dow Theory", "page": 110 }, { "level": 3, "title": "Dow Theory and Futures Markets", "page": 112 }, { "level": 2, "title": "CHART FORMATIONS", "page": 112 }, { "level": 3, "title": "The Trend in Retrospect", "page": 113 }, { "level": 2, "title": "TRENDLINES", "page": 114 }, { "level": 3, "title": "Redrawing Trendlines", "page": 114 }, { "level": 3, "title": "Support and Resistance Lines", "page": 115 }, { "level": 3, "title": "Rules for Trading Using Trendlines", "page": 117 }, { "level": 3, "title": "Trading Rules for Horizontal Support and Resistance Levels", "page": 118 }, { "level": 3, "title": "Creating a Channel with Trendlines", "page": 120 }, { "level": 2, "title": "ONE-DAY PATTERNS", "page": 122 }, { "level": 3, "title": "Gaps", "page": 122 }, { "level": 3, "title": "Trading Rules for Gaps", "page": 125 }, { "level": 3, "title": "Spikes", "page": 125 }, { "level": 3, "title": "Island Reversals", "page": 127 }, { "level": 3, "title": "Reversal Days and Key Reversal Days", "page": 129 }, { "level": 3, "title": "Wide-Ranging Days, Inside Days, and Outside Days", "page": 132 }, { "level": 2, "title": "CONTINUATION PATTERNS", "page": 133 }, { "level": 3, "title": "Symmetric, Descending, and Ascending Triangles", "page": 134 }, { "level": 3, "title": "Formation of a Descending Triangle", "page": 134 }, { "level": 3, "title": "Flags", "page": 135 }, { "level": 3, "title": "Pennants", "page": 135 }, { "level": 3, "title": "Wedges", "page": 135 }, { "level": 2, "title": "BASIC CONCEPTS IN CHART TRADING", "page": 137 }, { "level": 3, "title": "Major and Minor Formations", "page": 137 }, { "level": 3, "title": "Market Noise", "page": 138 }, { "level": 2, "title": "ACCUMULATION AND DISTRIBUTION—BOTTOMS AND TOPS", "page": 138 }, { "level": 3, "title": "V-Tops and V-Bottoms", "page": 139 }, { "level": 3, "title": "Double and Triple Tops and Bottoms", "page": 142 }, { "level": 3, "title": "Extended Rectangle Bottom", "page": 146 }, { "level": 3, "title": "Rounded Tops and Bottoms", "page": 148 }, { "level": 3, "title": "Wedge Top and Bottom Patterns", "page": 149 }, { "level": 3, "title": "Head-and-Shoulders Formation", "page": 149 }, { "level": 2, "title": "EPISODIC PATTERNS", "page": 152 }, { "level": 2, "title": "PRICE OBJECTIVES FOR BAR CHARTING", "page": 153 }, { "level": 3, "title": "Common Elements of Profit Objectives", "page": 154 }, { "level": 3, "title": "Profit Targets for Consolidation Areas and Channels", "page": 154 }, { "level": 3, "title": "Targeting Profits after Tops and Bottoms", "page": 156 }, { "level": 2, "title": "IMPLIED STRATEGIES IN CANDLESTICK CHARTS", "page": 159 }, { "level": 3, "title": "Quantifying Candle Formations", "page": 162 }, { "level": 3, "title": "Qstick", "page": 163 }, { "level": 3, "title": "Pivot Points and Candle Charts", "page": 163 }, { "level": 3, "title": "The Best of the Candles", "page": 164 }, { "level": 2, "title": "PRACTICAL USE OF THE BAR CHART", "page": 164 }, { "level": 3, "title": "Trends Are Easier to See in Retrospect", "page": 164 }, { "level": 3, "title": "Long-Term Trends Are More Reliable than Short-Term Trends", "page": 164 }, { "level": 3, "title": "Multiple Signals", "page": 165 }, { "level": 3, "title": "Pattern Failures", "page": 166 }, { "level": 3, "title": "Testing Your Skill", "page": 167 }, { "level": 2, "title": "EVOLUTION IN PRICE PATTERNS", "page": 168 }, { "level": 3, "title": "Globalization: The Similarity of Asian Markets", "page": 169 }, { "level": 1, "title": "CHAPTER 4 Charting Systems and Techniques", "page": 171 }, { "level": 2, "title": "DUNNIGAN AND THE THRUST METHOD", "page": 172 }, { "level": 3, "title": "The Thrust Method", "page": 172 }, { "level": 3, "title": "One-Way Formula", "page": 174 }, { "level": 3, "title": "The Square Root Theory", "page": 175 }, { "level": 2, "title": "NOFRI’S CONGESTION-PHASE SYSTEM", "page": 175 }, { "level": 3, "title": "Implementing the Congestion-Phase System", "page": 176 }, { "level": 2, "title": "OUTSIDE DAYS WITH AN OUTSIDE CLOSE", "page": 177 }, { "level": 2, "title": "INSIDE DAYS", "page": 178 }, { "level": 2, "title": "PIVOT POINTS", "page": 178 }, { "level": 2, "title": "ACTION AND REACTION", "page": 179 }, { "level": 3, "title": "Fibonacci Ratios", "page": 180 }, { "level": 3, "title": "Tubbs’ Law of Proportion", "page": 180 }, { "level": 3, "title": "Trident", "page": 182 }, { "level": 3, "title": "An Overview of Percentage Retracements", "page": 183 }, { "level": 3, "title": "Clustering", "page": 186 }, { "level": 2, "title": "CHANNEL BREAKOUT", "page": 187 }, { "level": 2, "title": "MOVING CHANNELS", "page": 190 }, { "level": 2, "title": "COMMODITY CHANNEL INDEX", "page": 191 }, { "level": 2, "title": "WYCKOFF’S COMBINED TECHNIQUES", "page": 192 }, { "level": 2, "title": "COMPLEX PATTERNS", "page": 193 }, { "level": 3, "title": "DeMark’s Sequential™", "page": 193 }, { "level": 3, "title": "Thinking about Complex Patterns", "page": 195 }, { "level": 2, "title": "A STUDY OF CHARTING PATTERNS", "page": 196 }, { "level": 3, "title": "Computer Recognition of Chart Patterns", "page": 196 }, { "level": 3, "title": "Results of the Study", "page": 197 }, { "level": 2, "title": "BULKOWSKI’S CHART PATTERN RANKINGS", "page": 198 }, { "level": 1, "title": "CHAPTER 5 Event-DrivenT rends", "page": 201 }, { "level": 2, "title": "SWING TRADING", "page": 202 }, { "level": 3, "title": "Constructing a Classic Swing Chart", "page": 202 }, { "level": 2, "title": "CONSTRUCTING A SWING CHART USING A SWING FILTER", "page": 204 }, { "level": 3, "title": "S&P Example", "page": 205 }, { "level": 3, "title": "Percentage Swings", "page": 207 }, { "level": 3, "title": "Rules for Swing Trading", "page": 208 }, { "level": 3, "title": "The Swing Philosophy", "page": 209 }, { "level": 3, "title": "The Livermore System", "page": 209 }, { "level": 3, "title": "Programming the Swing High and Low Points", "page": 211 }, { "level": 3, "title": "Keltner’s Minor Trend Rule", "page": 211 }, { "level": 3, "title": "Pivot Points", "page": 212 }, { "level": 3, "title": "Wilder’s Swing Index", "page": 212 }, { "level": 2, "title": "POINT-AND-FIGURE CHARTING", "page": 215 }, { "level": 3, "title": "Plotting Prices Using the Point-and-Figure Method", "page": 217 }, { "level": 3, "title": "Point-and-Figure Chart Formations", "page": 219 }, { "level": 3, "title": "Point-and-Figure Trendlines", "page": 221 }, { "level": 3, "title": "Point-and-Figure Trading Techniques", "page": 227 }, { "level": 3, "title": "Selecting Trades", "page": 233 }, { "level": 3, "title": "Price Objectives", "page": 233 }, { "level": 3, "title": "Point-and-Figure with Variable Box Sizes", "page": 238 }, { "level": 3, "title": "Recent Applications of Point-and-Figure", "page": 241 }, { "level": 2, "title": "THE N-DAY BREAKOUT", "page": 242 }, { "level": 3, "title": "Donchian’s 4-Week Rule", "page": 243 }, { "level": 3, "title": "Modifying the N-Day Rule", "page": 244 }, { "level": 3, "title": "Testing the N-Day Rule", "page": 245 }, { "level": 3, "title": "The N-Day Breakout Applied to Stocks", "page": 248 }, { "level": 3, "title": "The Turtles", "page": 249 }, { "level": 1, "title": "CHAPTER 6 Regression Analysis", "page": 255 }, { "level": 2, "title": "COMPONENTS OF A TIME SERIES", "page": 255 }, { "level": 2, "title": "CHARACTERISTICS OF THE PRICE DATA", "page": 256 }, { "level": 3, "title": "Selection of the Calculation Period", "page": 257 }, { "level": 2, "title": "LINEAR REGRESSION", "page": 258 }, { "level": 3, "title": "Explaining, Not Predicting", "page": 258 }, { "level": 3, "title": "Calculating the Best Straight-Line Fit", "page": 259 }, { "level": 3, "title": "Excel Regression", "page": 262 }, { "level": 3, "title": "Corn Explained by Soybeans", "page": 262 }, { "level": 3, "title": "Gold Bullion and Barrick Gold Corporation", "page": 264 }, { "level": 2, "title": "LINEAR CORRELATION", "page": 268 }, { "level": 3, "title": "Correlation Adjustments When Using a Time Series", "page": 269 }, { "level": 3, "title": "Forecasting Using Regression", "page": 270 }, { "level": 2, "title": "NONLINEAR APPROXIMATIONS FOR TWO VARIABLES", "page": 272 }, { "level": 3, "title": "Second-Order Least-Squares Solution", "page": 273 }, { "level": 2, "title": "TRANSFORMING NONLINEAR TO LINEAR", "page": 276 }, { "level": 2, "title": "EVALUATION OF TWO-VARIABLE TECHNIQUES", "page": 277 }, { "level": 3, "title": "Direct Relationships", "page": 278 }, { "level": 2, "title": "MULTIVARIATE APPROXIMATIONS", "page": 279 }, { "level": 3, "title": "Selecting Data for an S&P Model", "page": 283 }, { "level": 3, "title": "Generalized Multivariate Solution", "page": 285 }, { "level": 3, "title": "Least-Squares Sinusoidal", "page": 286 }, { "level": 2, "title": "ARIMA", "page": 287 }, { "level": 3, "title": "Forecast Results", "page": 290 }, { "level": 3, "title": "ARIMA Trading Strategies", "page": 291 }, { "level": 3, "title": "Kalman Filters", "page": 292 }, { "level": 2, "title": "BASIC TRADING SIGNALS USING A LINEAR REGRESSION MODEL", "page": 293 }, { "level": 3, "title": "Adding Confidence Bands", "page": 293 }, { "level": 3, "title": "Using the Linear Regression Slope", "page": 295 }, { "level": 3, "title": "Adding Correlations", "page": 295 }, { "level": 3, "title": "Forecast Oscillator", "page": 296 }, { "level": 2, "title": "MEASURING MARKET STRENGTH", "page": 296 }, { "level": 1, "title": "CHAPTER 7 Time-Based Trend Calculations", "page": 299 }, { "level": 2, "title": "FORECASTING AND FOLLOWING", "page": 299 }, { "level": 3, "title": "Least-Squares Model", "page": 301 }, { "level": 3, "title": "Error Analysis", "page": 301 }, { "level": 3, "title": "Limiting the Forecast to Direction", "page": 303 }, { "level": 2, "title": "PRICE CHANGE OVER TIME", "page": 304 }, { "level": 2, "title": "THE MOVING AVERAGE", "page": 304 }, { "level": 3, "title": "User-Friendly Software", "page": 306 }, { "level": 3, "title": "What Do You Average?", "page": 306 }, { "level": 3, "title": "Types of Moving Averages", "page": 307 }, { "level": 3, "title": "Triangular Weighting", "page": 309 }, { "level": 3, "title": "Pivot-Point Weighting", "page": 310 }, { "level": 3, "title": "Standard Deviation Moving Average", "page": 311 }, { "level": 2, "title": "GEOMETRIC MOVING AVERAGE", "page": 312 }, { "level": 2, "title": "ACCUMULATIVE AVERAGE", "page": 313 }, { "level": 2, "title": "RESET ACCUMULATIVE AVERAGE", "page": 313 }, { "level": 2, "title": "DROP-OFF EFFECT", "page": 313 }, { "level": 2, "title": "EXPONENTIAL SMOOTHING", "page": 313 }, { "level": 3, "title": "The Common Form of Exponential Smoothing", "page": 314 }, { "level": 3, "title": "The Smoothing Constant Expressed in Days", "page": 315 }, { "level": 3, "title": "Estimating Residual Impact", "page": 316 }, { "level": 3, "title": "Relating Exponential and Standard Averages", "page": 318 }, { "level": 3, "title": "Correcting for the Lag", "page": 321 }, { "level": 3, "title": "Double Smoothing", "page": 321 }, { "level": 3, "title": "Double Smoothing of Price Changes", "page": 323 }, { "level": 3, "title": "Comparison of Exponential Smoothing Methods", "page": 324 }, { "level": 3, "title": "Regularization", "page": 325 }, { "level": 3, "title": "Hull Moving Average", "page": 326 }, { "level": 2, "title": "PLOTTING LAGS AND LEADS", "page": 327 }, { "level": 1, "title": "CHAPTER 8 Trend Systems", "page": 329 }, { "level": 2, "title": "WHY TREND SYSTEMS WORK", "page": 329 }, { "level": 3, "title": "How Often Do Markets Trend?", "page": 330 }, { "level": 3, "title": "The Fat Tail", "page": 330 }, { "level": 3, "title": "Distribution of Profits and Losses", "page": 331 }, { "level": 3, "title": "Time Intervals, Market Maturity, and Trends", "page": 333 }, { "level": 2, "title": "BASIC BUY AND SELL SIGNALS", "page": 334 }, { "level": 3, "title": "Using the Trendline for Signals", "page": 335 }, { "level": 3, "title": "Comparing Basic Trading Signals", "page": 335 }, { "level": 3, "title": "Anticipating the Trend Signal", "page": 336 }, { "level": 3, "title": "Profile of a Simple Moving Average System", "page": 337 }, { "level": 2, "title": "BANDS AND CHANNELS", "page": 340 }, { "level": 3, "title": "Bands Formed by Highs and Lows", "page": 340 }, { "level": 3, "title": "Keltner Channels", "page": 341 }, { "level": 3, "title": "Percentage Bands", "page": 341 }, { "level": 3, "title": "Volatility Bands", "page": 342 }, { "level": 3, "title": "Bollinger Bands", "page": 343 }, { "level": 3, "title": "Rules for Using Bands", "page": 346 }, { "level": 3, "title": "Timing the Order", "page": 348 }, { "level": 3, "title": "The Compromise between Reliability and Delay", "page": 349 }, { "level": 3, "title": "Bollinger on Bollinger Bands", "page": 349 }, { "level": 3, "title": "Combining Bollinger with Other Indicators", "page": 350 }, { "level": 2, "title": "APPLICATIONS OF A SINGLE TREND", "page": 350 }, { "level": 3, "title": "A Simple Momentum System", "page": 351 }, { "level": 3, "title": "A Step-Weighted Moving Average", "page": 351 }, { "level": 3, "title": "The Volatility System", "page": 353 }, { "level": 3, "title": "The 10-Day Moving Average Rule", "page": 353 }, { "level": 3, "title": "TRIX, Triple Exponential Smoothing", "page": 354 }, { "level": 3, "title": "Raschke’s First Cross", "page": 355 }, { "level": 2, "title": "COMPARISON OF MAJOR TREND SYSTEMS", "page": 356 }, { "level": 3, "title": "Trading Rules", "page": 357 }, { "level": 3, "title": "Spreadsheet Example", "page": 358 }, { "level": 3, "title": "Comparative Results", "page": 360 }, { "level": 3, "title": "Different Trend Philosophies", "page": 362 }, { "level": 3, "title": "Different Risk Profiles", "page": 362 }, { "level": 3, "title": "Expectations", "page": 366 }, { "level": 3, "title": "Robust Testing", "page": 368 }, { "level": 3, "title": "Which System Is Best?", "page": 369 }, { "level": 3, "title": "Programs for the Six Systems", "page": 369 }, { "level": 2, "title": "TECHNIQUES USING TWO TRENDLINES", "page": 370 }, { "level": 3, "title": "Donchian’s 5- and 20-Day Moving Average System", "page": 372 }, { "level": 3, "title": "Donchian’s 20- and 40-Day Breakout", "page": 373 }, { "level": 3, "title": "The Golden Cross and the Death Cross", "page": 374 }, { "level": 3, "title": "Staying Ahead of the Crowd", "page": 375 }, { "level": 2, "title": "MULTIPLE TRENDS AND COMMON SENSE", "page": 376 }, { "level": 3, "title": "Three Trends", "page": 377 }, { "level": 3, "title": "Modified 3-Crossover Model", "page": 378 }, { "level": 3, "title": "4-9-18 Crossover Model", "page": 378 }, { "level": 2, "title": "COMPREHENSIVE STUDIES", "page": 379 }, { "level": 2, "title": "SELECTING THE RIGHT TREND METHOD AND SPEED", "page": 379 }, { "level": 3, "title": "Selecting the Trend Speed", "page": 380 }, { "level": 2, "title": "MOVING AVERAGE SEQUENCES: SIGNAL PROGRESSION", "page": 383 }, { "level": 3, "title": "Averaging the Sequences", "page": 384 }, { "level": 2, "title": "EARLY EXITS FROM A TREND", "page": 386 }, { "level": 2, "title": "MOVING AVERAGE PROJECTED CROSSOVERS", "page": 386 }, { "level": 1, "title": "CHAPTER 9 Momentum and Oscillators", "page": 389 }, { "level": 2, "title": "MOMENTUM", "page": 390 }, { "level": 3, "title": "Characteristics of Momentum", "page": 392 }, { "level": 3, "title": "Momentum as a Percentage", "page": 393 }, { "level": 3, "title": "Momentum as the Difference between Price and Trend", "page": 394 }, { "level": 3, "title": "Momentum as a Trend Indicator", "page": 394 }, { "level": 3, "title": "Timing an Entry", "page": 396 }, { "level": 3, "title": "Identifying and Fading Price Extremes", "page": 397 }, { "level": 3, "title": "High-Momentum Trading", "page": 401 }, { "level": 3, "title": "Moving Average Convergence/Divergence (MACD)", "page": 402 }, { "level": 2, "title": "DIVERGENCE INDEX", "page": 404 }, { "level": 2, "title": "OSCILLATORS", "page": 405 }, { "level": 3, "title": "Relative Strength Index", "page": 406 }, { "level": 3, "title": "Stochastics", "page": 412 }, { "level": 3, "title": "Left and Right Crossovers", "page": 415 }, { "level": 3, "title": "Creating a Stochastic from the RSI", "page": 416 }, { "level": 3, "title": "Williams’s Oscillators", "page": 417 }, { "level": 3, "title": "Relative Vigor Index", "page": 423 }, { "level": 2, "title": "DOUBLE-SMOOTHED MOMENTUM", "page": 424 }, { "level": 3, "title": "True Strength Index", "page": 424 }, { "level": 3, "title": "Double-Smoothed Stochastics", "page": 426 }, { "level": 3, "title": "TRIX", "page": 426 }, { "level": 3, "title": "Changing the Divisor", "page": 428 }, { "level": 3, "title": "An Oscillator to Distinguish between Trending and Sideways Markets", "page": 428 }, { "level": 3, "title": "Adding Volume to Momentum", "page": 428 }, { "level": 3, "title": "Scaling by a Percentage or Volatility", "page": 429 }, { "level": 3, "title": "Volume-Weighted RSI", "page": 429 }, { "level": 3, "title": "Herrick Payoff Index", "page": 430 }, { "level": 3, "title": "Comments on the Use of Volume", "page": 431 }, { "level": 2, "title": "VELOCITY AND ACCELERATION", "page": 432 }, { "level": 3, "title": "Finding the Velocity and Acceleration of Different Techniques", "page": 434 }, { "level": 3, "title": "Using Velocity and Acceleration to Identify a Sideways Market", "page": 435 }, { "level": 3, "title": "Quick Calculation of Velocity and Acceleration", "page": 435 }, { "level": 2, "title": "HYBRID MOMENTUM TECHNIQUES", "page": 436 }, { "level": 3, "title": "Combining a Trend and an Oscillator", "page": 436 }, { "level": 3, "title": "Cambridge Hook", "page": 438 }, { "level": 2, "title": "MOMENTUM DIVERGENCE", "page": 438 }, { "level": 3, "title": "An Amazon.com Example Using Momentum Peaks", "page": 440 }, { "level": 3, "title": "Trading Rules for Divergence", "page": 441 }, { "level": 3, "title": "Programming Divergence", "page": 443 }, { "level": 3, "title": "Slope Divergence", "page": 444 }, { "level": 2, "title": "SOME FINAL COMMENTS ON MOMENTUM", "page": 446 }, { "level": 1, "title": "CHAPTER 10 Seasonality and Calendar Patterns", "page": 447 }, { "level": 2, "title": "A CONSISTENT FACTOR", "page": 448 }, { "level": 2, "title": "THE SEASONAL PATTERN", "page": 449 }, { "level": 2, "title": "POPULAR METHODS FOR CALCULATING SEASONALITY", "page": 450 }, { "level": 3, "title": "An Important Note about the Data", "page": 450 }, { "level": 3, "title": "Seasonal Decomposition", "page": 450 }, { "level": 3, "title": "Detrending", "page": 451 }, { "level": 3, "title": "Basic Calculation Components", "page": 451 }, { "level": 3, "title": "A Program to Create a Table of Monthly Price Changes", "page": 453 }, { "level": 3, "title": "Removing the Trend with First Differences", "page": 458 }, { "level": 3, "title": "Effects of a Few Volatile Years", "page": 460 }, { "level": 3, "title": "Method of Yearly Averages", "page": 461 }, { "level": 3, "title": "The Method of Link Relatives", "page": 464 }, { "level": 3, "title": "The Moving Average Method", "page": 467 }, { "level": 3, "title": "X-11 and X-12 ARIMA Methods", "page": 467 }, { "level": 3, "title": "Winter’s Method", "page": 471 }, { "level": 3, "title": "Changes in Seasonal Patterns", "page": 472 }, { "level": 3, "title": "Seasonal Volatility", "page": 473 }, { "level": 3, "title": "Weather Sensitivity", "page": 474 }, { "level": 3, "title": "Measuring Weather Sensitivity", "page": 475 }, { "level": 2, "title": "SEASONAL FILTERS", "page": 476 }, { "level": 3, "title": "Years with Similar Characteristics", "page": 479 }, { "level": 3, "title": "Seasonal and Nonseasonal Market Patterns", "page": 480 }, { "level": 3, "title": "Seasonal Patterns in Stocks", "page": 489 }, { "level": 3, "title": "Seasonality for Trading", "page": 490 }, { "level": 3, "title": "Seasonal Studies and Key Dates", "page": 491 }, { "level": 2, "title": "SEASONALITY AND THE STOCK MARKET", "page": 498 }, { "level": 3, "title": "The Holiday Effect for Stocks", "page": 499 }, { "level": 3, "title": "The Month-End Effect", "page": 500 }, { "level": 3, "title": "The Hirsch Strategy", "page": 500 }, { "level": 3, "title": "The January Effect", "page": 501 }, { "level": 3, "title": "Risks of September and October", "page": 503 }, { "level": 2, "title": "COMMON SENSE AND SEASONALITY", "page": 503 }, { "level": 3, "title": "Being Too Specific about Targets", "page": 504 }, { "level": 1, "title": "CHAPTER 11 Cycle Analysis", "page": 505 }, { "level": 2, "title": "CYCLE BASICS", "page": 505 }, { "level": 3, "title": "Observing the Cycle", "page": 506 }, { "level": 3, "title": "Basic Cycle Identification", "page": 507 }, { "level": 3, "title": "The Business Cycle", "page": 510 }, { "level": 3, "title": "The Kondratieff Wave", "page": 510 }, { "level": 3, "title": "Presidential Election Cycle", "page": 512 }, { "level": 2, "title": "UNCOVERING THE CYCLE", "page": 514 }, { "level": 3, "title": "Removing the Trend", "page": 514 }, { "level": 3, "title": "Terminology", "page": 516 }, { "level": 3, "title": "Trigonometric Price Analysis", "page": 517 }, { "level": 3, "title": "2-Frequency Trigonometric Regression", "page": 522 }, { "level": 3, "title": "Fourier Analysis: Complex Trigonometric Regression", "page": 525 }, { "level": 3, "title": "Using Excel’s Fourier Analysis", "page": 531 }, { "level": 2, "title": "MAXIMUM ENTROPY", "page": 534 }, { "level": 3, "title": "Using the Phase Angle", "page": 534 }, { "level": 3, "title": "Finding the Cycle Using the Hilbert Transform", "page": 536 }, { "level": 3, "title": "The Fisher Transform", "page": 538 }, { "level": 2, "title": "CYCLE CHANNEL INDEX", "page": 540 }, { "level": 2, "title": "SHORT CYCLE INDICATOR", "page": 541 }, { "level": 2, "title": "PHASING", "page": 543 }, { "level": 1, "title": "CHAPTER 12 Volume, Open Interest, and Breadth", "page": 547 }, { "level": 2, "title": "A SPECIAL CASE FOR FUTURES VOLUME", "page": 547 }, { "level": 3, "title": "Tick Volume", "page": 548 }, { "level": 2, "title": "VARIATIONS FROM THE NORMAL PATTERNS", "page": 549 }, { "level": 3, "title": "The W Intraday Pattern", "page": 549 }, { "level": 3, "title": "Variance in Volume", "page": 549 }, { "level": 3, "title": "Volume Spikes", "page": 550 }, { "level": 3, "title": "Drop in Volume", "page": 550 }, { "level": 2, "title": "STANDARD INTERPRETATION", "page": 551 }, { "level": 3, "title": "Volume and Open Interest", "page": 552 }, { "level": 3, "title": "Exceptions", "page": 553 }, { "level": 3, "title": "Richard Arms’ Equivolume", "page": 554 }, { "level": 3, "title": "Herrick Payoff Index", "page": 554 }, { "level": 3, "title": "Volume Is a Predictor of Volatility", "page": 554 }, { "level": 2, "title": "VOLUME INDICATORS", "page": 555 }, { "level": 3, "title": "Average Volume", "page": 555 }, { "level": 3, "title": "Normalizing the Volume", "page": 555 }, { "level": 3, "title": "Volume Momentum and Percentage Change", "page": 555 }, { "level": 3, "title": "Force Index", "page": 556 }, { "level": 3, "title": "Volume Oscillator", "page": 556 }, { "level": 3, "title": "On-Balance Volume", "page": 557 }, { "level": 3, "title": "Volume Accumulator", "page": 560 }, { "level": 3, "title": "Accumulation Distribution", "page": 561 }, { "level": 3, "title": "Intraday Intensity", "page": 561 }, { "level": 3, "title": "Price and Volume Trend, the Positive Volume Index, and the Negative Volume Index", "page": 561 }, { "level": 3, "title": "Aspray’s Demand Oscillator", "page": 562 }, { "level": 3, "title": "Tick Volume Indicator", "page": 563 }, { "level": 3, "title": "Volume-Weighted MACD", "page": 563 }, { "level": 3, "title": "Variably Weighted Moving Average Using Volume", "page": 564 }, { "level": 3, "title": "Substituting Open Interest for Volume Using Futures", "page": 565 }, { "level": 3, "title": "VWAP", "page": 566 }, { "level": 2, "title": "BREADTH INDICATORS", "page": 566 }, { "level": 3, "title": "Separating Advancing from Declining Volume", "page": 567 }, { "level": 3, "title": "Sibbett’s Demand Index", "page": 568 }, { "level": 3, "title": "Bolton-Tremblay", "page": 568 }, { "level": 3, "title": "Schultz", "page": 568 }, { "level": 3, "title": "McClellan Oscillator", "page": 569 }, { "level": 3, "title": "Upside/Downside Ratio", "page": 570 }, { "level": 3, "title": "Arms Index (TRIN)", "page": 570 }, { "level": 3, "title": "Thrust Oscillator", "page": 570 }, { "level": 3, "title": "New Highs and Lows", "page": 571 }, { "level": 3, "title": "Baskets of New Highs and Lows", "page": 572 }, { "level": 3, "title": "Is One Volume or Breadth Indicator Better than Another?", "page": 572 }, { "level": 3, "title": "Breadth as a Countertrend Indicator", "page": 573 }, { "level": 2, "title": "INTERPRETING VOLUME AND BREADTH SYSTEMATICALLY", "page": 574 }, { "level": 3, "title": "Identifying a Volume Spike", "page": 574 }, { "level": 3, "title": "Moving Average Approaches", "page": 576 }, { "level": 3, "title": "Advance-Decline System", "page": 577 }, { "level": 3, "title": "Breadth as a Counter-Trend Indicator", "page": 578 }, { "level": 2, "title": "AN INTEGRATED PROBABILITY MODEL", "page": 578 }, { "level": 2, "title": "INTRADAY VOLUME PATTERNS", "page": 579 }, { "level": 3, "title": "Time Stamps", "page": 580 }, { "level": 3, "title": "Intraday Patterns", "page": 580 }, { "level": 3, "title": "Relative Changes in Volume", "page": 582 }, { "level": 2, "title": "FILTERING LOW VOLUME", "page": 582 }, { "level": 3, "title": "Removing Low-Volume Periods", "page": 583 }, { "level": 3, "title": "Removing Volume Associated with Small Price Moves", "page": 583 }, { "level": 2, "title": "MARKET FACILITATION INDEX", "page": 584 }, { "level": 1, "title": "CHAPTER 13 Spreads and Arbitrage", "page": 585 }, { "level": 2, "title": "DYNAMICS OF FUTURES INTRAMARKET SPREADS", "page": 586 }, { "level": 2, "title": "CARRYING CHARGES", "page": 587 }, { "level": 2, "title": "SPREADS IN STOCKS", "page": 589 }, { "level": 3, "title": "Globalization", "page": 590 }, { "level": 2, "title": "SPREAD AND ARBITRAGE RELATIONSHIPS", "page": 590 }, { "level": 2, "title": "RISK REDUCTION IN SPREADS", "page": 591 }, { "level": 2, "title": "ARBITRAGE", "page": 592 }, { "level": 3, "title": "Pricing of Futures Contracts", "page": 592 }, { "level": 3, "title": "Interest Rate Parity", "page": 594 }, { "level": 3, "title": "Program Trading", "page": 596 }, { "level": 3, "title": "Merger Arbitrage", "page": 599 }, { "level": 3, "title": "Single Stock Futures and the Underlying Stock", "page": 600 }, { "level": 3, "title": "Intermarket Index Spreads", "page": 601 }, { "level": 3, "title": "Pairs Trading", "page": 603 }, { "level": 3, "title": "Stock and Futures Relationships", "page": 606 }, { "level": 3, "title": "Product Spreads", "page": 607 }, { "level": 3, "title": "Intercrop Spreads", "page": 609 }, { "level": 3, "title": "Butterfly Spreads", "page": 611 }, { "level": 3, "title": "The Yield Curve", "page": 612 }, { "level": 3, "title": "Implied Interest Rates", "page": 615 }, { "level": 2, "title": "THE CARRY TRADE", "page": 616 }, { "level": 3, "title": "The Basic Carry Trade", "page": 617 }, { "level": 2, "title": "CHANGING SPREAD RELATIONSHIPS", "page": 620 }, { "level": 3, "title": "Gold/Silver and Platinum/Gold Ratios", "page": 620 }, { "level": 2, "title": "INTERMARKET SPREADS", "page": 622 }, { "level": 3, "title": "Increased Spread Risk", "page": 624 }, { "level": 3, "title": "Creating New Markets to Trade", "page": 624 }, { "level": 3, "title": "Trending or Mean Reverting?", "page": 628 }, { "level": 3, "title": "Timing the Relative-Value Trade", "page": 632 }, { "level": 3, "title": "Rating Services", "page": 632 }, { "level": 3, "title": "Generalized Market Neutral Strategies", "page": 633 }, { "level": 3, "title": "Other Spread Issues", "page": 634 }, { "level": 1, "title": "CHAPTER 14 Behavioral Techniques", "page": 637 }, { "level": 2, "title": "MEASURING THE NEWS", "page": 638 }, { "level": 3, "title": "Ranking and Measuring", "page": 640 }, { "level": 3, "title": "Trading on the News", "page": 641 }, { "level": 3, "title": "Market Selectivity", "page": 642 }, { "level": 3, "title": "Media Indicators", "page": 642 }, { "level": 2, "title": "EVENT TRADING", "page": 643 }, { "level": 3, "title": "Market Reactions to Reports", "page": 644 }, { "level": 3, "title": "Measuring an Event", "page": 646 }, { "level": 3, "title": "Trading the Event Lag", "page": 646 }, { "level": 3, "title": "Results of Event Studies", "page": 647 }, { "level": 3, "title": "Raschke Trades the News", "page": 650 }, { "level": 3, "title": "Finding Recent Patterns", "page": 650 }, { "level": 3, "title": "Conditional Analysis of Shocks", "page": 654 }, { "level": 2, "title": "COMMITMENT OF TRADERS REPORT", "page": 655 }, { "level": 3, "title": "Creating an Oscillator for the COT Numbers", "page": 659 }, { "level": 2, "title": "OPINION AND CONTRARY OPINION", "page": 661 }, { "level": 3, "title": "Contrary Opinion", "page": 661 }, { "level": 3, "title": "Commitment of Traders Sentiment Index", "page": 665 }, { "level": 3, "title": "A Lesson from Put-Call Ratios", "page": 666 }, { "level": 3, "title": "Dogs of the Dow and the Small Dogs", "page": 666 }, { "level": 3, "title": "Watching the Big Block Transactions", "page": 667 }, { "level": 2, "title": "FIBONACCI AND HUMAN BEHAVIOR", "page": 668 }, { "level": 3, "title": "Application of Fibonacci Ratios", "page": 671 }, { "level": 2, "title": "ELLIOTT’S WAVE PRINCIPLE", "page": 671 }, { "level": 3, "title": "Elliott’s Sideways Markets", "page": 674 }, { "level": 3, "title": "Fitting the Market to the Patterns", "page": 674 }, { "level": 3, "title": "Elliott’s Use of the Fibonacci Series", "page": 674 }, { "level": 3, "title": "Trading Elliott", "page": 676 }, { "level": 3, "title": "The Super Cycle", "page": 676 }, { "level": 3, "title": "Automating Elliott’s Wave Analysis", "page": 678 }, { "level": 3, "title": "A Comment on Elliott Wave Theory", "page": 679 }, { "level": 2, "title": "PRICE TARGET CONSTRUCTIONS USING THE FIBONACCI RATIO", "page": 680 }, { "level": 3, "title": "Alternate Arc Measurement", "page": 682 }, { "level": 2, "title": "FISCHER’S GOLDEN SECTION COMPASS SYSTEM", "page": 682 }, { "level": 3, "title": "Price Goals", "page": 684 }, { "level": 3, "title": "Filtering Highs and Lows", "page": 685 }, { "level": 2, "title": "W. D. GANN—TIME AND SPACE", "page": 686 }, { "level": 3, "title": "Time and Price", "page": 686 }, { "level": 3, "title": "Geometric Angles", "page": 687 }, { "level": 3, "title": "The Hexagon Chart", "page": 689 }, { "level": 3, "title": "Gann Software", "page": 691 }, { "level": 2, "title": "FINANCIAL ASTROLOGY", "page": 691 }, { "level": 3, "title": "The Jupiter-Saturn Cycle", "page": 692 }, { "level": 3, "title": "Major Physical Events", "page": 694 }, { "level": 3, "title": "The Moon: Buy Full, Sell New", "page": 697 }, { "level": 3, "title": "Calculation of a New Moon, Full Moon, Solar and Lunar Eclipse", "page": 697 }, { "level": 3, "title": "Example: Solar Eclipse of May 21, 1993", "page": 702 }, { "level": 1, "title": "CHAPTER 15 Pattern Recognition", "page": 705 }, { "level": 2, "title": "PROJECTING DAILY HIGHS AND LOWS", "page": 707 }, { "level": 3, "title": "Pivot Points", "page": 707 }, { "level": 3, "title": "DeMark’s Projected Ranges", "page": 708 }, { "level": 3, "title": "Comparing the Two Ranges", "page": 708 }, { "level": 2, "title": "TIME OF DAY", "page": 709 }, { "level": 3, "title": "Trading Habits Form Lasting Patterns", "page": 709 }, { "level": 3, "title": "Tubbs’ Intraday Patterns", "page": 710 }, { "level": 3, "title": "Merrill’s Intraday Patterns", "page": 711 }, { "level": 3, "title": "Updating Intraday Time Patterns, 2000–2011", "page": 711 }, { "level": 3, "title": "Intraday Highs and Lows", "page": 716 }, { "level": 2, "title": "OPENING GAPS", "page": 719 }, { "level": 3, "title": "Gaps in Futures Markets", "page": 720 }, { "level": 3, "title": "Do Individual Stocks Show Unique Gap Patterns?", "page": 727 }, { "level": 3, "title": "A Simple Gap Trading Method for Stocks", "page": 727 }, { "level": 2, "title": "WEEKDAY, WEEKEND, AND REVERSAL PATTERNS", "page": 731 }, { "level": 3, "title": "Weekday Patterns", "page": 731 }, { "level": 3, "title": "emini S&P", "page": 733 }, { "level": 3, "title": "Bank of America and Intel", "page": 733 }, { "level": 3, "title": "Weekend Patterns", "page": 743 }, { "level": 3, "title": "Combining Weekend and Weekday Patterns", "page": 745 }, { "level": 3, "title": "A Comment on Testing and Holidays", "page": 745 }, { "level": 3, "title": "Day of the Month", "page": 746 }, { "level": 3, "title": "Days-of-the-Month Summary", "page": 749 }, { "level": 3, "title": "Reversal Patterns", "page": 749 }, { "level": 2, "title": "COMPUTER-BASED PATTERN RECOGNITION", "page": 752 }, { "level": 3, "title": "Repeated Patterns", "page": 754 }, { "level": 2, "title": "ARTIFICIAL INTELLIGENCE METHODS", "page": 755 }, { "level": 1, "title": "CHAPTER 16 Day Trading", "page": 757 }, { "level": 2, "title": "IMPACT OF TRANSACTION COSTS", "page": 758 }, { "level": 3, "title": "Costs and Volatility", "page": 758 }, { "level": 3, "title": "Costs and Trading Strategy", "page": 760 }, { "level": 3, "title": "Liquidity", "page": 761 }, { "level": 3, "title": "Estimating Slippage Costs", "page": 763 }, { "level": 3, "title": "Volatility-Adjusted Slippage", "page": 764 }, { "level": 2, "title": "KEY ELEMENTS OF DAY TRADING", "page": 764 }, { "level": 3, "title": "Migration of Trading Techniques", "page": 765 }, { "level": 3, "title": "Point-and-Figure for Short-Term Trading", "page": 765 }, { "level": 3, "title": "Moving Averages", "page": 766 }, { "level": 3, "title": "Choosing the Intraday Bar Size", "page": 767 }, { "level": 3, "title": "Time-of-Day Patterns", "page": 768 }, { "level": 3, "title": "Trading in the Wrong Time Zone", "page": 769 }, { "level": 2, "title": "TRADING USING PRICE PATTERNS", "page": 773 }, { "level": 3, "title": "Variations on Support and Resistance", "page": 773 }, { "level": 3, "title": "The Taylor Trading Technique", "page": 775 }, { "level": 2, "title": "INTRADAY BREAKOUT SYSTEMS", "page": 779 }, { "level": 3, "title": "Opening Range Breakout", "page": 779 }, { "level": 3, "title": "Fading the Opening Range", "page": 792 }, { "level": 2, "title": "INTRADAY VOLUME PATTERNS", "page": 794 }, { "level": 2, "title": "INTRADAY PRICE SHOCKS", "page": 795 }, { "level": 1, "title": "CHAPTER 17 Adaptive Techniques", "page": 799 }, { "level": 2, "title": "ADAPTIVE TREND CALCULATIONS", "page": 799 }, { "level": 3, "title": "Kaufman’s Adaptive Moving Average", "page": 799 }, { "level": 3, "title": "Chande’s Variable Index Dynamic Average (VIDYA)", "page": 804 }, { "level": 3, "title": "MESA Adaptive Moving Average", "page": 806 }, { "level": 3, "title": "Comparison of Adaptive Methods", "page": 806 }, { "level": 2, "title": "ADAPTIVE VARIATIONS", "page": 808 }, { "level": 3, "title": "Making Momentum Calculations Adaptive", "page": 808 }, { "level": 3, "title": "McGinley Dynamics", "page": 810 }, { "level": 3, "title": "The Parabolic Time/Price System", "page": 810 }, { "level": 3, "title": "The Master Trading Formula", "page": 812 }, { "level": 2, "title": "OTHER ADAPTIVE MOMENTUM CALCULATIONS", "page": 813 }, { "level": 3, "title": "Trend-Adjusted Oscillator", "page": 813 }, { "level": 3, "title": "Dynamic Momentum Index", "page": 815 }, { "level": 2, "title": "ADAPTIVE INTRADAY BREAKOUT SYSTEM", "page": 816 }, { "level": 2, "title": "AN ADAPTIVE PROCESS", "page": 817 }, { "level": 3, "title": "A Development Example", "page": 817 }, { "level": 2, "title": "CONSIDERING ADAPTIVE METHODS", "page": 818 }, { "level": 1, "title": "CHAPTER 18 Price Distribution Systems", "page": 821 }, { "level": 2, "title": "MEASURING DISTRIBUTION", "page": 821 }, { "level": 3, "title": "Standard Deviation Bands", "page": 822 }, { "level": 3, "title": "Avoiding the Lag Problem", "page": 823 }, { "level": 2, "title": "USE OF PRICE DISTRIBUTIONS AND PATTERNSTO ANTICIPATE MOVES", "page": 825 }, { "level": 3, "title": "Analysis of Zones", "page": 825 }, { "level": 3, "title": "Zones for Forecasting Range and Controlling Risk", "page": 827 }, { "level": 3, "title": "Zones Based on Daily Price Levels", "page": 828 }, { "level": 2, "title": "DISTRIBUTION OF PRICES", "page": 831 }, { "level": 3, "title": "Long-Term Price Distributions", "page": 831 }, { "level": 3, "title": "Short-Term Distributions", "page": 836 }, { "level": 3, "title": "Identifying Potential Price Moves", "page": 838 }, { "level": 3, "title": "Using Skewness to Identify a Trend", "page": 838 }, { "level": 3, "title": "Trading Using Kurtosis and Skew", "page": 839 }, { "level": 2, "title": "STEIDLMAYER’S MARKET PROFILE", "page": 842 }, { "level": 3, "title": "Construction of Market Profile", "page": 844 }, { "level": 3, "title": "Time/Price Opportunities", "page": 845 }, { "level": 3, "title": "Typical Patterns", "page": 846 }, { "level": 3, "title": "What Are the Buyers and Sellers Doing?", "page": 847 }, { "level": 3, "title": "Quantifying the Value Area", "page": 848 }, { "level": 3, "title": "Trending Markets", "page": 848 }, { "level": 3, "title": "Some Points to Remember about Market Profile", "page": 850 }, { "level": 3, "title": "Other Trading Platforms", "page": 850 }, { "level": 2, "title": "USING DAILY DISTRIBUTIONS TO IDENTIFY SUPPORT AND RESISTANCE", "page": 850 }, { "level": 1, "title": "CHAPTER 19 Multiple Time Frames", "page": 853 }, { "level": 2, "title": "TUNING TWO TIME FRAMES TO WORK TOGETHER", "page": 853 }, { "level": 2, "title": "ELDER’S TRIPLE-SCREEN TRADING SYSTEM", "page": 855 }, { "level": 3, "title": "Screen 1: The Major Move (Lowest Frequency Data)", "page": 856 }, { "level": 3, "title": "Screen 2: The Intermediate Move (Middle Frequency Data)", "page": 856 }, { "level": 3, "title": "Screen 3: Timing (High Frequency Data)", "page": 857 }, { "level": 3, "title": "Stop-Loss", "page": 858 }, { "level": 2, "title": "ROBERT KRAUSZ’S MULTIPLE TIME FRAMES", "page": 858 }, { "level": 3, "title": "Laws of Multiple Time Frames", "page": 859 }, { "level": 3, "title": "More on Selecting the Three Time Frames", "page": 861 }, { "level": 2, "title": "MARTIN PRING’S KST SYSTEM", "page": 862 }, { "level": 3, "title": "Creating a Composite Indicator", "page": 863 }, { "level": 1, "title": "CHAPTER 20 Advanced Techniques", "page": 865 }, { "level": 2, "title": "MEASURING VOLATILITY", "page": 865 }, { "level": 3, "title": "The Price-Volatility Relationship", "page": 866 }, { "level": 3, "title": "Adjusting for a Base Price", "page": 867 }, { "level": 3, "title": "Exceptions", "page": 867 }, { "level": 3, "title": "Determining the Base Price", "page": 867 }, { "level": 3, "title": "The Time Interval", "page": 869 }, { "level": 3, "title": "Volatility Measures", "page": 870 }, { "level": 3, "title": "Ratio Measurements", "page": 873 }, { "level": 3, "title": "Relative Volatility", "page": 874 }, { "level": 3, "title": "Implied Volatility, VIX", "page": 875 }, { "level": 2, "title": "USING VOLATILITY FOR TRADING", "page": 876 }, { "level": 3, "title": "Intraday Volatility and Volume", "page": 876 }, { "level": 3, "title": "Predicting Volatility with Trading Ranges", "page": 877 }, { "level": 3, "title": "Thomas Bierovic—On-Balance True Range", "page": 878 }, { "level": 3, "title": "VIX Trading Systems", "page": 878 }, { "level": 3, "title": "Volatility System", "page": 880 }, { "level": 3, "title": "Profit Targets and Stop-Loss Orders", "page": 881 }, { "level": 2, "title": "TRADE SELECTION USING VOLATILITY", "page": 881 }, { "level": 3, "title": "Eliminate or Delay?", "page": 882 }, { "level": 3, "title": "Trade Selection Summary", "page": 886 }, { "level": 2, "title": "LIQUIDITY", "page": 887 }, { "level": 2, "title": "TRENDS AND PRICE NOISE", "page": 888 }, { "level": 2, "title": "TRENDS AND INTEREST RATE CARRY", "page": 891 }, { "level": 2, "title": "EXPERT SYSTEMS", "page": 891 }, { "level": 3, "title": "Forward Chaining", "page": 893 }, { "level": 3, "title": "A Technical Expert System", "page": 893 }, { "level": 2, "title": "FUZZY LOGIC", "page": 895 }, { "level": 3, "title": "Fuzzy Reasoning", "page": 896 }, { "level": 3, "title": "Common Approach to Fuzzy Solutions", "page": 896 }, { "level": 3, "title": "A Candlestick Example", "page": 898 }, { "level": 2, "title": "FRACTALS, CHAOS, AND ENTROPY", "page": 900 }, { "level": 3, "title": "Fractal Dimension", "page": 900 }, { "level": 3, "title": "Using Fractal Efficiency", "page": 901 }, { "level": 3, "title": "Chaotic Patterns and Market Behavior", "page": 902 }, { "level": 3, "title": "Entropy—Predicting by Similar Situations", "page": 903 }, { "level": 2, "title": "NEURAL NETWORKS", "page": 906 }, { "level": 3, "title": "Terminology of Neural Networks", "page": 906 }, { "level": 3, "title": "Artificial Neural Networks", "page": 907 }, { "level": 3, "title": "Selecting and Preprocessing the Inputs", "page": 910 }, { "level": 3, "title": "Selecting the Success Criteria", "page": 910 }, { "level": 3, "title": "The Training Process", "page": 911 }, { "level": 3, "title": "A Training Example", "page": 911 }, { "level": 3, "title": "Success Criteria", "page": 913 }, { "level": 3, "title": "Reducing the Number of Decision Levels and Neurons", "page": 914 }, { "level": 3, "title": "Modeling Human Behavior", "page": 914 }, { "level": 3, "title": "A Final Comment about Neural Networks", "page": 915 }, { "level": 2, "title": "GENETIC ALGORITHMS", "page": 915 }, { "level": 3, "title": "Representation of a Genetic Algorithm", "page": 916 }, { "level": 3, "title": "Initial Chromosome Pool", "page": 917 }, { "level": 3, "title": "Fitness", "page": 918 }, { "level": 3, "title": "Propagation", "page": 919 }, { "level": 3, "title": "Mating", "page": 920 }, { "level": 3, "title": "Mutation", "page": 920 }, { "level": 3, "title": "Converging on a Solution", "page": 921 }, { "level": 3, "title": "Putting It into Practice: Simulated Performance", "page": 921 }, { "level": 3, "title": "Multiple Seeding", "page": 922 }, { "level": 2, "title": "REPLICATION OF HEDGE FUNDS", "page": 922 }, { "level": 1, "title": "CHAPTER 21 System Testing", "page": 925 }, { "level": 2, "title": "EXPECTATIONS", "page": 927 }, { "level": 3, "title": "Setting Your Objective and Measuring Success", "page": 927 }, { "level": 2, "title": "IDENTIFYING THE PARAMETERS", "page": 928 }, { "level": 3, "title": "Range of Parameter Settings", "page": 928 }, { "level": 3, "title": "Distribution of Values to Be Tested", "page": 929 }, { "level": 3, "title": "Types of Test Variables", "page": 930 }, { "level": 2, "title": "SELECTING THE TEST DATA", "page": 930 }, { "level": 3, "title": "Cash Data", "page": 933 }, { "level": 3, "title": "Problems with Adjusted Data Series", "page": 934 }, { "level": 3, "title": "Which Data Series Is Best?", "page": 934 }, { "level": 3, "title": "Synthetic Data", "page": 935 }, { "level": 2, "title": "TESTING INTEGRITY", "page": 936 }, { "level": 3, "title": "In-Sample and Out-of-Sample Data", "page": 936 }, { "level": 3, "title": "Out-of-Sample Testing", "page": 937 }, { "level": 3, "title": "Step-Forward Testing", "page": 938 }, { "level": 2, "title": "SEARCHING FOR THE BEST RESULT", "page": 939 }, { "level": 3, "title": "Mathematical Optimization", "page": 940 }, { "level": 3, "title": "More on Test Continuity", "page": 941 }, { "level": 2, "title": "VISUALIZING AND INTERPRETING TEST RESULTS", "page": 942 }, { "level": 3, "title": "Seeing Continuity in Test Results", "page": 944 }, { "level": 3, "title": "Two-Parameter Tests", "page": 945 }, { "level": 3, "title": "Alternate Ways of Visualizing Results", "page": 948 }, { "level": 3, "title": "Standardizing Test Results", "page": 950 }, { "level": 2, "title": "LARGE-SCALE TESTING", "page": 952 }, { "level": 3, "title": "Genetic Algorithms", "page": 952 }, { "level": 3, "title": "Monte Carlo Sampling", "page": 955 }, { "level": 2, "title": "REFINING THE STRATEGY RULES", "page": 957 }, { "level": 2, "title": "ARRIVING AT VALID TEST RESULTS", "page": 958 }, { "level": 3, "title": "Common Sense versus Statistics", "page": 958 }, { "level": 3, "title": "Searching for Robustness", "page": 959 }, { "level": 3, "title": "Performance Criteria", "page": 960 }, { "level": 3, "title": "Sensitivity Testing", "page": 963 }, { "level": 3, "title": "Reading between the Lines", "page": 964 }, { "level": 3, "title": "The Signifi cance of “Signifi cant”", "page": 965 }, { "level": 3, "title": "Systems That Work in Only One Market", "page": 965 }, { "level": 2, "title": "COMPARING THE RESULTS OF TWO SYSTEMS", "page": 966 }, { "level": 3, "title": "Which System Is Better?", "page": 966 }, { "level": 2, "title": "PROFITING FROM THE WORST RESULTS", "page": 970 }, { "level": 2, "title": "RETESTING FOR CHANGING PARAMETERS", "page": 971 }, { "level": 2, "title": "TESTING ACROSS A WIDE RANGE OF MARKETS", "page": 974 }, { "level": 3, "title": "Classic Tests by Davis and Thiel, Maxwell, and Hochheimer", "page": 974 }, { "level": 3, "title": "Davis and Thiel", "page": 974 }, { "level": 3, "title": "Maxwell", "page": 975 }, { "level": 3, "title": "Comparing Methods of Calculation across Selected Markets", "page": 976 }, { "level": 3, "title": "Comparing the Five Strategies", "page": 983 }, { "level": 3, "title": "Crossover Strategy", "page": 984 }, { "level": 3, "title": "More on Comparing Strategies and Markets", "page": 987 }, { "level": 2, "title": "PRICE SHOCKS", "page": 990 }, { "level": 3, "title": "Misinterpreting the Past", "page": 990 }, { "level": 2, "title": "ANATOMY OF AN OPTIMIZATION", "page": 992 }, { "level": 2, "title": "SUMMARIZING ROBUSTNESS", "page": 996 }, { "level": 3, "title": "A Final Comment on Testing", "page": 1001 }, { "level": 1, "title": "CHAPTER 22 Practical Considerations", "page": 1003 }, { "level": 2, "title": "USE AND ABUSE OF THE COMPUTER", "page": 1004 }, { "level": 3, "title": "Acquiring Data", "page": 1005 }, { "level": 3, "title": "Combining Standard Techniques into a System", "page": 1006 }, { "level": 3, "title": "Programming a New Idea", "page": 1007 }, { "level": 3, "title": "Too Much Power", "page": 1007 }, { "level": 3, "title": "Looking into the Past", "page": 1008 }, { "level": 3, "title": "Paper Trading", "page": 1008 }, { "level": 3, "title": "It Should Work, but It Doesn’t", "page": 1008 }, { "level": 3, "title": "Vertical or Integrated Solutions", "page": 1009 }, { "level": 3, "title": "Taking Control", "page": 1012 }, { "level": 2, "title": "EXTREME EVENTS", "page": 1012 }, { "level": 3, "title": "Money Moves the Markets", "page": 1012 }, { "level": 3, "title": "Fooling Yourself with Hindsight", "page": 1013 }, { "level": 3, "title": "Identifying Price Shocks", "page": 1017 }, { "level": 3, "title": "Crisis Management", "page": 1017 }, { "level": 2, "title": "GAMBLING TECHNIQUES—THE THEORY OF RUNS", "page": 1020 }, { "level": 3, "title": "Martingales and Anti-Martingales", "page": 1021 }, { "level": 3, "title": "Anti-Martingales", "page": 1023 }, { "level": 3, "title": "The Theory of Runs Applied to Trading", "page": 1024 }, { "level": 3, "title": "Fractional Martingales", "page": 1030 }, { "level": 2, "title": "SELECTIVE TRADING", "page": 1031 }, { "level": 3, "title": "Filtering Out the Losing Trades", "page": 1031 }, { "level": 2, "title": "SYSTEM TRADE-OFFS", "page": 1032 }, { "level": 3, "title": "Trend-Following Systems", "page": 1032 }, { "level": 3, "title": "Mean-Reverting Systems", "page": 1033 }, { "level": 3, "title": "Trade-Offs", "page": 1034 }, { "level": 3, "title": "The Commodex Method of Combining Elements", "page": 1035 }, { "level": 3, "title": "Combining Trends and Trading Ranges", "page": 1036 }, { "level": 2, "title": "TRADING LIMITS AND DISCONNECTED MARKETS", "page": 1038 }, { "level": 3, "title": "Effects of Limits on Trading Systems", "page": 1038 }, { "level": 3, "title": "Similar to Price Shocks", "page": 1040 }, { "level": 2, "title": "SILVER AND NASDAQ—TOO GOOD TO BE TRUE", "page": 1040 }, { "level": 2, "title": "SIMILARITY OF SYSTEMATIC TRADING SIGNALS", "page": 1041 }, { "level": 3, "title": "Comparison of Moving Average Systems", "page": 1043 }, { "level": 3, "title": "Similarity of Long-Term Performance", "page": 1045 }, { "level": 3, "title": "High Correlation at the Best and Worst Times", "page": 1046 }, { "level": 1, "title": "CHAPTER 23 Risk Control", "page": 1047 }, { "level": 2, "title": "MISTAKING LUCK FOR SKILL", "page": 1047 }, { "level": 2, "title": "RISK AVERSION", "page": 1048 }, { "level": 3, "title": "Risk Preference", "page": 1050 }, { "level": 3, "title": "The Efficient Frontier", "page": 1050 }, { "level": 3, "title": "Common Sense Management of Risk", "page": 1052 }, { "level": 2, "title": "LIQUIDITY", "page": 1053 }, { "level": 2, "title": "MEASURING RETURN AND RISK", "page": 1054 }, { "level": 3, "title": "Risk Characteristics of a Trading Model", "page": 1054 }, { "level": 3, "title": "The Sharpe Ratio and Information Ratio", "page": 1055 }, { "level": 3, "title": "Average Maximum Retracement", "page": 1056 }, { "level": 3, "title": "Largest Loss and the Calmar Ratio", "page": 1057 }, { "level": 3, "title": "Sortino Ratio", "page": 1058 }, { "level": 3, "title": "Ulcer Index", "page": 1058 }, { "level": 3, "title": "Potential Risk", "page": 1059 }, { "level": 3, "title": "Risk Characteristics of Systems", "page": 1065 }, { "level": 3, "title": "It’s Not the Markets, It’s the Money", "page": 1066 }, { "level": 2, "title": "LEVERAGE", "page": 1066 }, { "level": 3, "title": "Reserves and Targeted Risk Levels", "page": 1068 }, { "level": 2, "title": "LEVERAGE BASED ON EXPOSURE", "page": 1069 }, { "level": 2, "title": "INDIVIDUAL TRADE RISK", "page": 1070 }, { "level": 3, "title": "Position Sizing", "page": 1070 }, { "level": 3, "title": "Initial Position Risk", "page": 1074 }, { "level": 3, "title": "Stop-Losses", "page": 1074 }, { "level": 2, "title": "KAUFMAN ON STOPS AND PROFIT-TAKING", "page": 1079 }, { "level": 3, "title": "Managing Risk without Stops", "page": 1081 }, { "level": 2, "title": "RANKING OF MARKETS FOR SELECTION", "page": 1082 }, { "level": 3, "title": "Commodity Selection Index", "page": 1083 }, { "level": 3, "title": "Directional Movement", "page": 1083 }, { "level": 3, "title": "Retesting Directional Movement", "page": 1087 }, { "level": 3, "title": "Ranking Trends Using Prices", "page": 1089 }, { "level": 3, "title": "Kaufman’s Strategy Selection Indicator", "page": 1090 }, { "level": 2, "title": "PROBABILITY OF SUCCESS AND RUIN", "page": 1092 }, { "level": 3, "title": "Wins Not Equal to Losses", "page": 1093 }, { "level": 2, "title": "ENTERING A POSITION", "page": 1096 }, { "level": 3, "title": "Averaging into a Position", "page": 1096 }, { "level": 3, "title": "Waiting for a Better Price", "page": 1098 }, { "level": 3, "title": "Using Timing for a Better Price", "page": 1100 }, { "level": 2, "title": "COMPOUNDING A POSITION", "page": 1100 }, { "level": 3, "title": "Adding on Profits", "page": 1102 }, { "level": 3, "title": "Averaging Down", "page": 1104 }, { "level": 2, "title": "EQUITY TRENDS", "page": 1105 }, { "level": 3, "title": "Trading on Equity Trends", "page": 1106 }, { "level": 2, "title": "INVESTING AND REINVESTING: OPTIMAL f", "page": 1108 }, { "level": 3, "title": "Risk Assessment", "page": 1108 }, { "level": 3, "title": "Finding Optimal f", "page": 1109 }, { "level": 3, "title": "Observations of Optimal f", "page": 1111 }, { "level": 2, "title": "COMPARING EXPECTED AND ACTUAL RESULTS", "page": 1112 }, { "level": 3, "title": "Binomial Probability", "page": 1112 }, { "level": 3, "title": "χ2—Chi-Square Test", "page": 1114 }, { "level": 1, "title": "CHAPTER 24 Diversification and Portfolio Allocation", "page": 1119 }, { "level": 2, "title": "DIVERSIFICATION", "page": 1120 }, { "level": 3, "title": "Selecting Individual Assets from Unrelated Groups", "page": 1121 }, { "level": 2, "title": "CHANGING CORRELATIONS", "page": 1125 }, { "level": 2, "title": "TYPES OF PORTFOLIO MODELS", "page": 1125 }, { "level": 3, "title": "Equal-Dollar Weighting", "page": 1127 }, { "level": 3, "title": "Equal-Risk Weighting", "page": 1127 }, { "level": 3, "title": "Alpha-Driven Weighting", "page": 1127 }, { "level": 3, "title": "Decision-Tree Models", "page": 1127 }, { "level": 2, "title": "CLASSIC PORTFOLIO ALLOCATION CALCULATIONS", "page": 1127 }, { "level": 3, "title": "Spreadsheet Approach", "page": 1129 }, { "level": 2, "title": "FINDING OPTIMAL PORTFOLIO ALLOCATION USING EXCEL’S SOLVER", "page": 1129 }, { "level": 3, "title": "Solver Settings", "page": 1131 }, { "level": 2, "title": "KAUFMAN’S GENETIC ALGORITHM SOLUTION TO PORTFOLIO ALLOCATION (GASP)", "page": 1134 }, { "level": 3, "title": "Modern Portfolio Theory", "page": 1135 }, { "level": 3, "title": "A Special Case for Active Trading", "page": 1135 }, { "level": 3, "title": "The Objective Function and Target Risk Level", "page": 1137 }, { "level": 3, "title": "The Optimal Portfolio", "page": 1139 }, { "level": 3, "title": "Portfolio Constraints", "page": 1140 }, { "level": 3, "title": "Constraining Diversification", "page": 1140 }, { "level": 3, "title": "The Genetic Algorithm Solution", "page": 1141 }, { "level": 3, "title": "Initializing the Pool", "page": 1142 }, { "level": 3, "title": "Evaluating Each String in the Pool", "page": 1145 }, { "level": 3, "title": "Test for Completion", "page": 1146 }, { "level": 3, "title": "Propagation", "page": 1147 }, { "level": 3, "title": "Propagation of the Best Results", "page": 1148 }, { "level": 3, "title": "Mating Parents to Create Offspring", "page": 1149 }, { "level": 3, "title": "Mutating: Introducing New Genes into the Pool", "page": 1151 }, { "level": 3, "title": "Continue with the Evaluation Step", "page": 1151 }, { "level": 3, "title": "Optimal Subsets", "page": 1151 }, { "level": 3, "title": "Is It the Best Portfolio?", "page": 1153 }, { "level": 3, "title": "An Example of a GASP Solution", "page": 1154 }, { "level": 3, "title": "Test Interval for Portfolio Allocation", "page": 1161 }, { "level": 3, "title": "VOLATILITY STABILIZATION", "page": 1162 }, { "level": 3, "title": "Switching Costs", "page": 1164 }, { "level": 3, "title": "Capping Exposure", "page": 1164 }, { "level": 1, "title": "APPENDIX 1 Statistical Tables", "page": 1167 }, { "level": 1, "title": "APPENDIX 2 Matrix Solution to", "page": 1171 }, { "level": 1, "title": "APPENDIX 3 Trigonometric", "page": 1181 }, { "level": 1, "title": "Bibliography", "page": 1195 }, { "level": 1, "title": "About the Companion Website", "page": 1211 }, { "level": 1, "title": "Index", "page": 1213 } ], "category": "Trading", "tags": [ "Trading Systems", "Algorithms", "Reference" ] }, { "id": "trading_in_the_zone_mark_douglas", "title": "Trading in the Zone", "author": "Mark Douglas", "totalPages": 143, "fileSize": 750151, "pdfUrl": "data/pdfs/trading_in_the_zone_mark_douglas.pdf", "coverUrl": "data/covers/trading_in_the_zone_mark_douglas.jpg", "layoutUrl": "data/layouts/trading_in_the_zone_mark_douglas.json", "toc": [], "category": "Trading", "tags": [ "Psychology", "Mindset", "Discipline" ] }, { "id": "steve_nison_japanese_candlestick_charting_techniquespdf_pdf_", "title": "Japanese Candlestick Charting Techniques", "author": "Steve Nison", "totalPages": 71, "fileSize": 5178349, "pdfUrl": "data/pdfs/steve_nison_japanese_candlestick_charting_techniquespdf_pdf_.pdf", "coverUrl": "data/covers/steve_nison_japanese_candlestick_charting_techniquespdf_pdf_.jpg", "layoutUrl": "data/layouts/steve_nison_japanese_candlestick_charting_techniquespdf_pdf_.json", "toc": [], "category": "Trading", "tags": [ "Candlesticks", "Price Action", "Classic" ] }, { "id": "study_guide_for_technical_analysis_of_the_financial_markets", "title": "Study Guide for Technical Analysis of the Financial Markets", "author": "John J. Murphy", "totalPages": 83, "fileSize": 3041506, "pdfUrl": "data/pdfs/study_guide_for_technical_analysis_of_the_financial_markets.pdf", "coverUrl": "data/covers/study_guide_for_technical_analysis_of_the_financial_markets.jpg", "layoutUrl": "data/layouts/study_guide_for_technical_analysis_of_the_financial_markets.json", "toc": [], "category": "Trading", "tags": [ "Study Guide", "Technical Analysis", "Exercises" ] }, { "id": "designing_machine_learning_systems_chip_huyen", "title": "Designing Machine Learning Systems", "author": "Chip Huyen", "totalPages": 461, "fileSize": 10003687, "pdfUrl": "data/pdfs/designing_machine_learning_systems_chip_huyen.pdf", "coverUrl": "data/covers/designing_machine_learning_systems_chip_huyen.jpg", "layoutUrl": "data/layouts/designing_machine_learning_systems_chip_huyen.json", "category": "Machine Learning", "tags": [ "Machine Learning", "System Design", "MLOps" ], "toc": [ { "level": 1, "title": "Preface", "page": 7 }, { "level": 2, "title": "Who This Book Is For", "page": 8 }, { "level": 2, "title": "What This Book Is Not", "page": 10 }, { "level": 2, "title": "Navigating This Book", "page": 12 }, { "level": 2, "title": "GitHub Repository and Community", "page": 13 }, { "level": 2, "title": "Conventions Used in This Book", "page": 13 }, { "level": 2, "title": "Using Code Examples", "page": 14 }, { "level": 2, "title": "O’Reilly Online Learning", "page": 15 }, { "level": 2, "title": "How to Contact Us", "page": 15 }, { "level": 2, "title": "Acknowledgments", "page": 16 }, { "level": 1, "title": "1. Overview of Machine Learning Systems", "page": 18 }, { "level": 2, "title": "When to Use Machine Learning", "page": 20 }, { "level": 3, "title": "Machine Learning Use Cases", "page": 28 }, { "level": 2, "title": "Understanding Machine Learning Systems", "page": 32 }, { "level": 3, "title": "Machine Learning in Research Versus in Production", "page": 32 }, { "level": 3, "title": "Machine Learning Systems Versus Traditional Software", "page": 45 }, { "level": 2, "title": "Summary", "page": 46 }, { "level": 1, "title": "2. Introduction to Machine Learning Systems Design", "page": 50 }, { "level": 2, "title": "Business and ML Objectives", "page": 51 }, { "level": 2, "title": "Requirements for ML Systems", "page": 54 }, { "level": 3, "title": "Reliability", "page": 55 }, { "level": 3, "title": "Scalability", "page": 55 }, { "level": 3, "title": "Maintainability", "page": 57 }, { "level": 3, "title": "Adaptability", "page": 57 }, { "level": 2, "title": "Iterative Process", "page": 58 }, { "level": 2, "title": "Framing ML Problems", "page": 62 }, { "level": 3, "title": "Types of ML Tasks", "page": 62 }, { "level": 3, "title": "Objective Functions", "page": 68 }, { "level": 2, "title": "Mind Versus Data", "page": 71 }, { "level": 2, "title": "Summary", "page": 75 }, { "level": 1, "title": "3. Data Engineering Fundamentals", "page": 79 }, { "level": 2, "title": "Data Sources", "page": 80 }, { "level": 2, "title": "Data Formats", "page": 82 }, { "level": 3, "title": "JSON", "page": 84 }, { "level": 3, "title": "Row-Major Versus Column-Major Format", "page": 85 }, { "level": 3, "title": "Text Versus Binary Format", "page": 87 }, { "level": 2, "title": "Data Models", "page": 88 }, { "level": 3, "title": "Relational Model", "page": 89 }, { "level": 3, "title": "NoSQL", "page": 94 }, { "level": 3, "title": "Structured Versus Unstructured Data", "page": 97 }, { "level": 2, "title": "Data Storage Engines and Processing", "page": 100 }, { "level": 3, "title": "Transactional and Analytical Processing", "page": 101 }, { "level": 3, "title": "ETL: Extract, Transform, and Load", "page": 103 }, { "level": 2, "title": "Modes of Dataflow", "page": 104 }, { "level": 3, "title": "Data Passing Through Databases", "page": 104 }, { "level": 3, "title": "Data Passing Through Services", "page": 105 }, { "level": 3, "title": "Data Passing Through Real-Time Transport", "page": 106 }, { "level": 2, "title": "Batch Processing Versus Stream Processing", "page": 109 }, { "level": 2, "title": "Summary", "page": 110 }, { "level": 1, "title": "4. Training Data", "page": 114 }, { "level": 2, "title": "Sampling", "page": 114 }, { "level": 3, "title": "Nonprobability Sampling", "page": 115 }, { "level": 3, "title": "Simple Random Sampling", "page": 116 }, { "level": 3, "title": "Stratified Sampling", "page": 116 }, { "level": 3, "title": "Weighted Sampling", "page": 116 }, { "level": 3, "title": "Reservoir Sampling", "page": 117 }, { "level": 3, "title": "Importance Sampling", "page": 117 }, { "level": 2, "title": "Labeling", "page": 118 }, { "level": 3, "title": "Hand Labels", "page": 118 }, { "level": 3, "title": "Natural Labels", "page": 121 }, { "level": 3, "title": "Handling the Lack of Labels", "page": 124 }, { "level": 2, "title": "Class Imbalance", "page": 132 }, { "level": 3, "title": "Challenges of Class Imbalance", "page": 132 }, { "level": 3, "title": "Handling Class Imbalance", "page": 134 }, { "level": 2, "title": "Data Augmentation", "page": 148 }, { "level": 3, "title": "Simple Label-Preserving Transformations", "page": 149 }, { "level": 3, "title": "Perturbation", "page": 151 }, { "level": 3, "title": "Data Synthesis", "page": 152 }, { "level": 2, "title": "Summary", "page": 154 }, { "level": 1, "title": "5. Feature Engineering", "page": 157 }, { "level": 2, "title": "Learned Features Versus Engineered Features", "page": 157 }, { "level": 2, "title": "Common Feature Engineering Operations", "page": 160 }, { "level": 3, "title": "Handling Missing Values", "page": 161 }, { "level": 3, "title": "Scaling", "page": 164 }, { "level": 3, "title": "Discretization", "page": 165 }, { "level": 3, "title": "Encoding Categorical Features", "page": 166 }, { "level": 3, "title": "Feature Crossing", "page": 168 }, { "level": 3, "title": "Discrete and Continuous Positional Embeddings", "page": 170 }, { "level": 2, "title": "Data Leakage", "page": 172 }, { "level": 3, "title": "Common Causes for Data Leakage", "page": 173 }, { "level": 3, "title": "Detecting Data Leakage", "page": 174 }, { "level": 2, "title": "Engineering Good Features", "page": 175 }, { "level": 3, "title": "Feature Importance", "page": 175 }, { "level": 3, "title": "Feature Generalization", "page": 177 }, { "level": 2, "title": "Summary", "page": 178 }, { "level": 1, "title": "6. Model Development and Offline Evaluation", "page": 180 }, { "level": 2, "title": "Model Development and Training", "page": 180 }, { "level": 3, "title": "Evaluating ML Models", "page": 180 }, { "level": 3, "title": "Ensembles", "page": 184 }, { "level": 3, "title": "Experiment Tracking and Versioning", "page": 190 }, { "level": 3, "title": "Distributed Training", "page": 194 }, { "level": 3, "title": "AutoML", "page": 197 }, { "level": 2, "title": "Model Offline Evaluation", "page": 201 }, { "level": 3, "title": "Baselines", "page": 201 }, { "level": 3, "title": "Evaluation Methods", "page": 205 }, { "level": 2, "title": "Summary", "page": 214 }, { "level": 1, "title": "7. Model Deployment and Prediction Service", "page": 217 }, { "level": 2, "title": "Machine Learning Deployment Myths", "page": 221 }, { "level": 3, "title": "Myth 1: You Only Deploy One or Two ML Models at a Time", "page": 221 }, { "level": 3, "title": "Myth 2: If We Don’t Do Anything, Model Performance Remains the Same", "page": 222 }, { "level": 3, "title": "Myth 3: You Won’t Need to Update Your Models as Much", "page": 223 }, { "level": 3, "title": "Myth 4: Most ML Engineers Don’t Need to Worry About Scale", "page": 223 }, { "level": 2, "title": "Batch Prediction Versus Online Prediction", "page": 224 }, { "level": 3, "title": "From Batch Prediction to Online Prediction", "page": 231 }, { "level": 3, "title": "Unifying Batch Pipeline and Streaming Pipeline", "page": 234 }, { "level": 2, "title": "Model Compression", "page": 237 }, { "level": 3, "title": "Low-Rank Factorization", "page": 238 }, { "level": 3, "title": "Knowledge Distillation", "page": 240 }, { "level": 3, "title": "Pruning", "page": 240 }, { "level": 3, "title": "Quantization", "page": 241 }, { "level": 2, "title": "ML on the Cloud and on the Edge", "page": 245 }, { "level": 3, "title": "Compiling and Optimizing Models for Edge Devices", "page": 247 }, { "level": 3, "title": "ML in Browsers", "page": 256 }, { "level": 2, "title": "Summary", "page": 257 }, { "level": 1, "title": "8. Data Distribution Shifts and Monitoring", "page": 264 }, { "level": 2, "title": "Causes of ML System Failures", "page": 264 }, { "level": 3, "title": "Software System Failures", "page": 265 }, { "level": 3, "title": "ML-Specific Failures", "page": 266 }, { "level": 2, "title": "Data Distribution Shifts", "page": 272 }, { "level": 3, "title": "Types of Data Distribution Shifts", "page": 273 }, { "level": 3, "title": "General Data Distribution Shifts", "page": 275 }, { "level": 3, "title": "Detecting Data Distribution Shifts", "page": 275 }, { "level": 3, "title": "Addressing Data Distribution Shifts", "page": 279 }, { "level": 2, "title": "Monitoring and Observability", "page": 280 }, { "level": 3, "title": "ML-Specific Metrics", "page": 281 }, { "level": 3, "title": "Monitoring Toolbox", "page": 283 }, { "level": 3, "title": "Observability", "page": 286 }, { "level": 2, "title": "Summary", "page": 287 }, { "level": 1, "title": "9. Continual Learning and Test in Production", "page": 290 }, { "level": 2, "title": "Continual Learning", "page": 291 }, { "level": 3, "title": "Stateless Retraining Versus Stateful Training", "page": 292 }, { "level": 3, "title": "Why Continual Learning?", "page": 296 }, { "level": 3, "title": "Continual Learning Challenges", "page": 299 }, { "level": 3, "title": "Four Stages of Continual Learning", "page": 304 }, { "level": 3, "title": "How Often to Update Your Models", "page": 310 }, { "level": 2, "title": "Test in Production", "page": 313 }, { "level": 3, "title": "Shadow Deployment", "page": 314 }, { "level": 3, "title": "A/B Testing", "page": 314 }, { "level": 3, "title": "Canary Release", "page": 317 }, { "level": 3, "title": "Interleaving Experiments", "page": 318 }, { "level": 3, "title": "Bandits", "page": 320 }, { "level": 2, "title": "Summary", "page": 325 }, { "level": 1, "title": "10. Infrastructure and Tooling for MLOps", "page": 329 }, { "level": 2, "title": "Storage and Compute", "page": 333 }, { "level": 3, "title": "Public Cloud Versus Private Data Centers", "page": 336 }, { "level": 2, "title": "Development Environment", "page": 340 }, { "level": 3, "title": "Dev Environment Setup", "page": 341 }, { "level": 3, "title": "Standardizing Dev Environments", "page": 345 }, { "level": 3, "title": "From Dev to Prod: Containers", "page": 348 }, { "level": 2, "title": "Resource Management", "page": 351 }, { "level": 3, "title": "Cron, Schedulers, and Orchestrators", "page": 352 }, { "level": 3, "title": "Data Science Workflow Management", "page": 355 }, { "level": 2, "title": "ML Platform", "page": 362 }, { "level": 3, "title": "Model Deployment", "page": 363 }, { "level": 3, "title": "Model Store", "page": 364 }, { "level": 3, "title": "Feature Store", "page": 369 }, { "level": 2, "title": "Build Versus Buy", "page": 372 }, { "level": 2, "title": "Summary", "page": 374 }, { "level": 1, "title": "11. The Human Side of Machine Learning", "page": 379 }, { "level": 2, "title": "User Experience", "page": 379 }, { "level": 3, "title": "Ensuring User Experience Consistency", "page": 380 }, { "level": 3, "title": "Combatting “Mostly Correct” Predictions", "page": 381 }, { "level": 3, "title": "Smooth Failing", "page": 382 }, { "level": 2, "title": "Team Structure", "page": 383 }, { "level": 3, "title": "Cross-functional Teams Collaboration", "page": 384 }, { "level": 3, "title": "End-to-End Data Scientists", "page": 385 }, { "level": 2, "title": "Responsible AI", "page": 390 }, { "level": 3, "title": "Irresponsible AI: Case Studies", "page": 391 }, { "level": 3, "title": "A Framework for Responsible AI", "page": 399 }, { "level": 2, "title": "Summary", "page": 407 }, { "level": 1, "title": "Epilogue", "page": 411 }, { "level": 1, "title": "Index", "page": 412 }, { "level": 1, "title": "About the Author", "page": 460 } ] }, { "id": "hands_on_machine_learning_aurelien_geron", "title": "Hands-On Machine Learning with Scikit-Learn and TensorFlow", "author": "Aurélien Géron", "totalPages": 510, "fileSize": 8140749, "pdfUrl": "data/pdfs/hands_on_machine_learning_aurelien_geron.pdf", "coverUrl": "data/covers/hands_on_machine_learning_aurelien_geron.jpg", "layoutUrl": "data/layouts/hands_on_machine_learning_aurelien_geron.json", "category": "Machine Learning", "tags": [ "Machine Learning", "Deep Learning", "Scikit-Learn", "TensorFlow" ], "toc": [ { "level": 1, "title": "Cover", "page": 1 }, { "level": 1, "title": "Copyright", "page": 4 }, { "level": 1, "title": "Table of Contents", "page": 5 }, { "level": 1, "title": "Preface", "page": 13 }, { "level": 2, "title": "The Machine Learning Tsunami", "page": 13 }, { "level": 2, "title": "Machine Learning in Your Projects", "page": 13 }, { "level": 2, "title": "Objective and Approach", "page": 14 }, { "level": 2, "title": "Prerequisites", "page": 15 }, { "level": 2, "title": "Roadmap", "page": 15 }, { "level": 2, "title": "Other Resources", "page": 17 }, { "level": 2, "title": "Conventions Used in This Book", "page": 18 }, { "level": 2, "title": "Code Examples", "page": 19 }, { "level": 2, "title": "Using Code Examples", "page": 20 }, { "level": 2, "title": "O’Reilly Safari", "page": 20 }, { "level": 2, "title": "How to Contact Us", "page": 20 }, { "level": 2, "title": "Changes in the Second Edition", "page": 21 }, { "level": 2, "title": "Acknowledgments", "page": 25 }, { "level": 1, "title": "Part I. The Fundamentals of Machine Learning", "page": 27 }, { "level": 2, "title": "Chapter 1. The Machine Learning Landscape", "page": 29 }, { "level": 3, "title": "What Is Machine Learning?", "page": 30 }, { "level": 3, "title": "Why Use Machine Learning?", "page": 30 }, { "level": 3, "title": "Types of Machine Learning Systems", "page": 34 }, { "level": 4, "title": "Supervised/Unsupervised Learning", "page": 34 }, { "level": 4, "title": "Batch and Online Learning", "page": 41 }, { "level": 4, "title": "Instance-Based Versus Model-Based Learning", "page": 44 }, { "level": 3, "title": "Main Challenges of Machine Learning", "page": 50 }, { "level": 4, "title": "Insufficient Quantity of Training Data", "page": 50 }, { "level": 4, "title": "Nonrepresentative Training Data", "page": 52 }, { "level": 4, "title": "Poor-Quality Data", "page": 53 }, { "level": 4, "title": "Irrelevant Features", "page": 53 }, { "level": 4, "title": "Overfitting the Training Data", "page": 54 }, { "level": 4, "title": "Underfitting the Training Data", "page": 56 }, { "level": 4, "title": "Stepping Back", "page": 56 }, { "level": 3, "title": "Testing and Validating", "page": 57 }, { "level": 4, "title": "Hyperparameter Tuning and Model Selection", "page": 58 }, { "level": 4, "title": "Data Mismatch", "page": 59 }, { "level": 3, "title": "Exercises", "page": 60 }, { "level": 2, "title": "Chapter 2. End-to-End Machine Learning Project", "page": 63 }, { "level": 3, "title": "Working with Real Data", "page": 64 }, { "level": 3, "title": "Look at the Big Picture", "page": 65 }, { "level": 4, "title": "Frame the Problem", "page": 65 }, { "level": 4, "title": "Select a Performance Measure", "page": 68 }, { "level": 4, "title": "Check the Assumptions", "page": 71 }, { "level": 3, "title": "Get the Data", "page": 71 }, { "level": 4, "title": "Create the Workspace", "page": 71 }, { "level": 4, "title": "Download the Data", "page": 75 }, { "level": 4, "title": "Take a Quick Look at the Data Structure", "page": 76 }, { "level": 4, "title": "Create a Test Set", "page": 80 }, { "level": 3, "title": "Discover and Visualize the Data to Gain Insights", "page": 84 }, { "level": 4, "title": "Visualizing Geographical Data", "page": 85 }, { "level": 4, "title": "Looking for Correlations", "page": 88 }, { "level": 4, "title": "Experimenting with Attribute Combinations", "page": 91 }, { "level": 3, "title": "Prepare the Data for Machine Learning Algorithms", "page": 92 }, { "level": 4, "title": "Data Cleaning", "page": 93 }, { "level": 4, "title": "Handling Text and Categorical Attributes", "page": 95 }, { "level": 4, "title": "Custom Transformers", "page": 97 }, { "level": 4, "title": "Feature Scaling", "page": 98 }, { "level": 4, "title": "Transformation Pipelines", "page": 99 }, { "level": 3, "title": "Select and Train a Model", "page": 101 }, { "level": 4, "title": "Training and Evaluating on the Training Set", "page": 101 }, { "level": 4, "title": "Better Evaluation Using Cross-Validation", "page": 102 }, { "level": 3, "title": "Fine-Tune Your Model", "page": 105 }, { "level": 4, "title": "Grid Search", "page": 105 }, { "level": 4, "title": "Randomized Search", "page": 107 }, { "level": 4, "title": "Ensemble Methods", "page": 108 }, { "level": 4, "title": "Analyze the Best Models and Their Errors", "page": 108 }, { "level": 4, "title": "Evaluate Your System on the Test Set", "page": 109 }, { "level": 3, "title": "Launch, Monitor, and Maintain Your System", "page": 110 }, { "level": 3, "title": "Try It Out!", "page": 111 }, { "level": 3, "title": "Exercises", "page": 111 }, { "level": 2, "title": "Chapter 3. Classification", "page": 113 }, { "level": 3, "title": "MNIST", "page": 113 }, { "level": 3, "title": "Training a Binary Classifier", "page": 116 }, { "level": 3, "title": "Performance Measures", "page": 116 }, { "level": 4, "title": "Measuring Accuracy Using Cross-Validation", "page": 117 }, { "level": 4, "title": "Confusion Matrix", "page": 118 }, { "level": 4, "title": "Precision and Recall", "page": 120 }, { "level": 4, "title": "Precision/Recall Tradeoff", "page": 121 }, { "level": 4, "title": "The ROC Curve", "page": 125 }, { "level": 3, "title": "Multiclass Classification", "page": 128 }, { "level": 3, "title": "Error Analysis", "page": 130 }, { "level": 3, "title": "Multilabel Classification", "page": 134 }, { "level": 3, "title": "Multioutput Classification", "page": 135 }, { "level": 3, "title": "Exercises", "page": 136 }, { "level": 2, "title": "Chapter 4. Training Models", "page": 139 }, { "level": 3, "title": "Linear Regression", "page": 140 }, { "level": 4, "title": "The Normal Equation", "page": 142 }, { "level": 4, "title": "Computational Complexity", "page": 145 }, { "level": 3, "title": "Gradient Descent", "page": 145 }, { "level": 4, "title": "Batch Gradient Descent", "page": 149 }, { "level": 4, "title": "Stochastic Gradient Descent", "page": 152 }, { "level": 4, "title": "Mini-batch Gradient Descent", "page": 155 }, { "level": 3, "title": "Polynomial Regression", "page": 156 }, { "level": 3, "title": "Learning Curves", "page": 158 }, { "level": 3, "title": "Regularized Linear Models", "page": 162 }, { "level": 4, "title": "Ridge Regression", "page": 163 }, { "level": 4, "title": "Lasso Regression", "page": 165 }, { "level": 4, "title": "Elastic Net", "page": 168 }, { "level": 4, "title": "Early Stopping", "page": 168 }, { "level": 3, "title": "Logistic Regression", "page": 170 }, { "level": 4, "title": "Estimating Probabilities", "page": 170 }, { "level": 4, "title": "Training and Cost Function", "page": 171 }, { "level": 4, "title": "Decision Boundaries", "page": 172 }, { "level": 4, "title": "Softmax Regression", "page": 175 }, { "level": 3, "title": "Exercises", "page": 179 }, { "level": 2, "title": "Chapter 5. Support Vector Machines", "page": 181 }, { "level": 3, "title": "Linear SVM Classification", "page": 181 }, { "level": 4, "title": "Soft Margin Classification", "page": 182 }, { "level": 3, "title": "Nonlinear SVM Classification", "page": 185 }, { "level": 4, "title": "Polynomial Kernel", "page": 186 }, { "level": 4, "title": "Adding Similarity Features", "page": 187 }, { "level": 4, "title": "Gaussian RBF Kernel", "page": 188 }, { "level": 4, "title": "Computational Complexity", "page": 189 }, { "level": 3, "title": "SVM Regression", "page": 190 }, { "level": 3, "title": "Under the Hood", "page": 192 }, { "level": 4, "title": "Decision Function and Predictions", "page": 192 }, { "level": 4, "title": "Training Objective", "page": 193 }, { "level": 4, "title": "Quadratic Programming", "page": 195 }, { "level": 4, "title": "The Dual Problem", "page": 196 }, { "level": 4, "title": "Kernelized SVM", "page": 197 }, { "level": 4, "title": "Online SVMs", "page": 200 }, { "level": 3, "title": "Exercises", "page": 201 }, { "level": 2, "title": "Chapter 6. Decision Trees", "page": 203 }, { "level": 3, "title": "Training and Visualizing a Decision Tree", "page": 203 }, { "level": 3, "title": "Making Predictions", "page": 205 }, { "level": 3, "title": "Estimating Class Probabilities", "page": 207 }, { "level": 3, "title": "The CART Training Algorithm", "page": 208 }, { "level": 3, "title": "Computational Complexity", "page": 209 }, { "level": 3, "title": "Gini Impurity or Entropy?", "page": 209 }, { "level": 3, "title": "Regularization Hyperparameters", "page": 210 }, { "level": 3, "title": "Regression", "page": 211 }, { "level": 3, "title": "Instability", "page": 214 }, { "level": 3, "title": "Exercises", "page": 215 }, { "level": 2, "title": "Chapter 7. Ensemble Learning and Random Forests", "page": 217 }, { "level": 3, "title": "Voting Classifiers", "page": 218 }, { "level": 3, "title": "Bagging and Pasting", "page": 221 }, { "level": 4, "title": "Bagging and Pasting in Scikit-Learn", "page": 222 }, { "level": 4, "title": "Out-of-Bag Evaluation", "page": 223 }, { "level": 3, "title": "Random Patches and Random Subspaces", "page": 224 }, { "level": 3, "title": "Random Forests", "page": 225 }, { "level": 4, "title": "Extra-Trees", "page": 226 }, { "level": 4, "title": "Feature Importance", "page": 226 }, { "level": 3, "title": "Boosting", "page": 227 }, { "level": 4, "title": "AdaBoost", "page": 228 }, { "level": 4, "title": "Gradient Boosting", "page": 231 }, { "level": 3, "title": "Stacking", "page": 236 }, { "level": 3, "title": "Exercises", "page": 239 }, { "level": 2, "title": "Chapter 8. Dimensionality Reduction", "page": 241 }, { "level": 3, "title": "The Curse of Dimensionality", "page": 242 }, { "level": 3, "title": "Main Approaches for Dimensionality Reduction", "page": 244 }, { "level": 4, "title": "Projection", "page": 244 }, { "level": 4, "title": "Manifold Learning", "page": 246 }, { "level": 3, "title": "PCA", "page": 248 }, { "level": 4, "title": "Preserving the Variance", "page": 248 }, { "level": 4, "title": "Principal Components", "page": 249 }, { "level": 4, "title": "Projecting Down to d Dimensions", "page": 250 }, { "level": 4, "title": "Using Scikit-Learn", "page": 250 }, { "level": 4, "title": "Explained Variance Ratio", "page": 251 }, { "level": 4, "title": "Choosing the Right Number of Dimensions", "page": 251 }, { "level": 4, "title": "PCA for Compression", "page": 252 }, { "level": 4, "title": "Randomized PCA", "page": 253 }, { "level": 4, "title": "Incremental PCA", "page": 253 }, { "level": 3, "title": "Kernel PCA", "page": 254 }, { "level": 4, "title": "Selecting a Kernel and Tuning Hyperparameters", "page": 255 }, { "level": 3, "title": "LLE", "page": 258 }, { "level": 3, "title": "Other Dimensionality Reduction Techniques", "page": 260 }, { "level": 3, "title": "Exercises", "page": 261 }, { "level": 2, "title": "Chapter 9. Unsupervised Learning Techniques", "page": 263 }, { "level": 3, "title": "Clustering", "page": 264 }, { "level": 4, "title": "K-Means", "page": 266 }, { "level": 4, "title": "Limits of K-Means", "page": 276 }, { "level": 4, "title": "Using clustering for image segmentation", "page": 277 }, { "level": 4, "title": "Using Clustering for Preprocessing", "page": 278 }, { "level": 4, "title": "Using Clustering for Semi-Supervised Learning", "page": 280 }, { "level": 4, "title": "DBSCAN", "page": 282 }, { "level": 4, "title": "Other Clustering Algorithms", "page": 285 }, { "level": 3, "title": "Gaussian Mixtures", "page": 286 }, { "level": 4, "title": "Anomaly Detection using Gaussian Mixtures", "page": 292 }, { "level": 4, "title": "Selecting the Number of Clusters", "page": 293 }, { "level": 4, "title": "Bayesian Gaussian Mixture Models", "page": 296 }, { "level": 4, "title": "Other Anomaly Detection and Novelty Detection Algorithms", "page": 300 }, { "level": 1, "title": "Part II. Neural Networks and Deep Learning", "page": 301 }, { "level": 2, "title": "Chapter 10. Introduction to Artificial Neural Networks with Keras", "page": 303 }, { "level": 3, "title": "From Biological to Artificial Neurons", "page": 304 }, { "level": 4, "title": "Biological Neurons", "page": 305 }, { "level": 4, "title": "Logical Computations with Neurons", "page": 307 }, { "level": 4, "title": "The Perceptron", "page": 307 }, { "level": 4, "title": "Multi-Layer Perceptron and Backpropagation", "page": 312 }, { "level": 4, "title": "Regression MLPs", "page": 315 }, { "level": 4, "title": "Classification MLPs", "page": 316 }, { "level": 3, "title": "Implementing MLPs with Keras", "page": 318 }, { "level": 4, "title": "Installing TensorFlow 2", "page": 319 }, { "level": 4, "title": "Building an Image Classifier Using the Sequential API", "page": 320 }, { "level": 4, "title": "Building a Regression MLP Using the Sequential API", "page": 329 }, { "level": 4, "title": "Building Complex Models Using the Functional API", "page": 330 }, { "level": 4, "title": "Building Dynamic Models Using the Subclassing API", "page": 335 }, { "level": 4, "title": "Saving and Restoring a Model", "page": 337 }, { "level": 4, "title": "Using Callbacks", "page": 337 }, { "level": 4, "title": "Visualization Using TensorBoard", "page": 339 }, { "level": 3, "title": "Fine-Tuning Neural Network Hyperparameters", "page": 341 }, { "level": 4, "title": "Number of Hidden Layers", "page": 345 }, { "level": 4, "title": "Number of Neurons per Hidden Layer", "page": 346 }, { "level": 4, "title": "Learning Rate, Batch Size and Other Hyperparameters", "page": 346 }, { "level": 3, "title": "Exercises", "page": 348 }, { "level": 2, "title": "Chapter 11. Training Deep Neural Networks", "page": 351 }, { "level": 3, "title": "Vanishing/Exploding Gradients Problems", "page": 352 }, { "level": 4, "title": "Glorot and He Initialization", "page": 353 }, { "level": 4, "title": "Nonsaturating Activation Functions", "page": 355 }, { "level": 4, "title": "Batch Normalization", "page": 359 }, { "level": 4, "title": "Gradient Clipping", "page": 364 }, { "level": 3, "title": "Reusing Pretrained Layers", "page": 365 }, { "level": 4, "title": "Transfer Learning With Keras", "page": 367 }, { "level": 4, "title": "Unsupervised Pretraining", "page": 369 }, { "level": 4, "title": "Pretraining on an Auxiliary Task", "page": 370 }, { "level": 3, "title": "Faster Optimizers", "page": 370 }, { "level": 4, "title": "Momentum Optimization", "page": 371 }, { "level": 4, "title": "Nesterov Accelerated Gradient", "page": 372 }, { "level": 4, "title": "AdaGrad", "page": 373 }, { "level": 4, "title": "RMSProp", "page": 375 }, { "level": 4, "title": "Adam and Nadam Optimization", "page": 375 }, { "level": 4, "title": "Learning Rate Scheduling", "page": 378 }, { "level": 3, "title": "Avoiding Overfitting Through Regularization", "page": 382 }, { "level": 4, "title": "ℓ1 and ℓ2 Regularization", "page": 382 }, { "level": 4, "title": "Dropout", "page": 383 }, { "level": 4, "title": "Monte-Carlo (MC) Dropout", "page": 386 }, { "level": 4, "title": "Max-Norm Regularization", "page": 388 }, { "level": 3, "title": "Summary and Practical Guidelines", "page": 389 }, { "level": 3, "title": "Exercises", "page": 390 }, { "level": 2, "title": "Chapter 12. Custom Models and Training with TensorFlow", "page": 393 }, { "level": 3, "title": "A Quick Tour of TensorFlow", "page": 394 }, { "level": 3, "title": "Using TensorFlow like NumPy", "page": 397 }, { "level": 4, "title": "Tensors and Operations", "page": 397 }, { "level": 4, "title": "Tensors and NumPy", "page": 399 }, { "level": 4, "title": "Type Conversions", "page": 400 }, { "level": 4, "title": "Variables", "page": 400 }, { "level": 4, "title": "Other Data Structures", "page": 401 }, { "level": 3, "title": "Customizing Models and Training Algorithms", "page": 402 }, { "level": 4, "title": "Custom Loss Functions", "page": 402 }, { "level": 4, "title": "Saving and Loading Models That Contain Custom Components", "page": 403 }, { "level": 4, "title": "Custom Activation Functions, Initializers, Regularizers, and Constraints", "page": 405 }, { "level": 4, "title": "Custom Metrics", "page": 406 }, { "level": 4, "title": "Custom Layers", "page": 409 }, { "level": 4, "title": "Custom Models", "page": 412 }, { "level": 4, "title": "Losses and Metrics Based on Model Internals", "page": 414 }, { "level": 4, "title": "Computing Gradients Using Autodiff", "page": 415 }, { "level": 4, "title": "Custom Training Loops", "page": 419 }, { "level": 3, "title": "TensorFlow Functions and Graphs", "page": 422 }, { "level": 4, "title": "Autograph and Tracing", "page": 424 }, { "level": 4, "title": "TF Function Rules", "page": 426 }, { "level": 2, "title": "Chapter 13. Loading and Preprocessing Data with TensorFlow", "page": 429 }, { "level": 3, "title": "The Data API", "page": 430 }, { "level": 4, "title": "Chaining Transformations", "page": 431 }, { "level": 4, "title": "Shuffling the Data", "page": 432 }, { "level": 4, "title": "Preprocessing the Data", "page": 435 }, { "level": 4, "title": "Putting Everything Together", "page": 436 }, { "level": 4, "title": "Prefetching", "page": 437 }, { "level": 4, "title": "Using the Dataset With tf.keras", "page": 439 }, { "level": 3, "title": "The TFRecord Format", "page": 440 }, { "level": 4, "title": "Compressed TFRecord Files", "page": 441 }, { "level": 4, "title": "A Brief Introduction to Protocol Buffers", "page": 441 }, { "level": 4, "title": "TensorFlow Protobufs", "page": 442 }, { "level": 4, "title": "Loading and Parsing Examples", "page": 444 }, { "level": 4, "title": "Handling Lists of Lists Using the SequenceExample Protobuf", "page": 445 }, { "level": 3, "title": "The Features API", "page": 446 }, { "level": 4, "title": "Categorical Features", "page": 447 }, { "level": 4, "title": "Crossed Categorical Features", "page": 447 }, { "level": 4, "title": "Encoding Categorical Features Using One-Hot Vectors", "page": 448 }, { "level": 4, "title": "Encoding Categorical Features Using Embeddings", "page": 449 }, { "level": 4, "title": "Using Feature Columns for Parsing", "page": 452 }, { "level": 4, "title": "Using Feature Columns in Your Models", "page": 452 }, { "level": 3, "title": "TF Transform", "page": 454 }, { "level": 3, "title": "The TensorFlow Datasets (TFDS) Project", "page": 455 }, { "level": 2, "title": "Chapter 14. Deep Computer Vision Using Convolutional Neural Networks", "page": 457 }, { "level": 3, "title": "The Architecture of the Visual Cortex", "page": 458 }, { "level": 3, "title": "Convolutional Layer", "page": 460 }, { "level": 4, "title": "Filters", "page": 462 }, { "level": 4, "title": "Stacking Multiple Feature Maps", "page": 463 }, { "level": 4, "title": "TensorFlow Implementation", "page": 465 }, { "level": 4, "title": "Memory Requirements", "page": 467 }, { "level": 3, "title": "Pooling Layer", "page": 468 }, { "level": 4, "title": "TensorFlow Implementation", "page": 470 }, { "level": 3, "title": "CNN Architectures", "page": 472 }, { "level": 4, "title": "LeNet-5", "page": 475 }, { "level": 4, "title": "AlexNet", "page": 476 }, { "level": 4, "title": "GoogLeNet", "page": 478 }, { "level": 4, "title": "VGGNet", "page": 482 }, { "level": 4, "title": "ResNet", "page": 483 }, { "level": 4, "title": "Xception", "page": 485 }, { "level": 4, "title": "SENet", "page": 487 }, { "level": 3, "title": "Implementing a ResNet-34 CNN Using Keras", "page": 490 }, { "level": 3, "title": "Using Pretrained Models From Keras", "page": 491 }, { "level": 3, "title": "Pretrained Models for Transfer Learning", "page": 493 }, { "level": 3, "title": "Classification and Localization", "page": 495 }, { "level": 3, "title": "Object Detection", "page": 497 }, { "level": 4, "title": "Fully Convolutional Networks (FCNs)", "page": 499 }, { "level": 4, "title": "You Only Look Once (YOLO)", "page": 501 }, { "level": 3, "title": "Semantic Segmentation", "page": 504 }, { "level": 3, "title": "Exercises", "page": 508 }, { "level": 1, "title": "About the Author", "page": 510 }, { "level": 1, "title": "Colophon", "page": 510 } ] }, { "id": "an_introduction_to_statistical_learning_python", "title": "An Introduction to Statistical Learning with Applications in Python", "author": "Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani", "totalPages": 613, "fileSize": 20053984, "pdfUrl": "data/pdfs/an_introduction_to_statistical_learning_python.pdf", "coverUrl": "data/covers/an_introduction_to_statistical_learning_python.jpg", "layoutUrl": "data/layouts/an_introduction_to_statistical_learning_python.json", "category": "Machine Learning", "tags": [ "Statistical Learning", "Python", "Data Science" ], "toc": [ { "level": 1, "title": "Preface", "page": 3 }, { "level": 1, "title": "Contents", "page": 5 }, { "level": 1, "title": "1 Introduction", "page": 12 }, { "level": 2, "title": "An Overview of Statistical Learning", "page": 12 }, { "level": 3, "title": "Wage Data", "page": 12 }, { "level": 3, "title": "Stock Market Data", "page": 13 }, { "level": 3, "title": "Gene Expression Data", "page": 14 }, { "level": 2, "title": "A Brief History of Statistical Learning", "page": 16 }, { "level": 2, "title": "This Book", "page": 17 }, { "level": 2, "title": "Who Should Read This Book?", "page": 19 }, { "level": 2, "title": "Notation and Simple Matrix Algebra", "page": 19 }, { "level": 2, "title": "Organization of This Book", "page": 22 }, { "level": 2, "title": "Data Sets Used in Labs and Exercises", "page": 23 }, { "level": 2, "title": "Book Website", "page": 24 }, { "level": 2, "title": "Acknowledgements", "page": 24 }, { "level": 1, "title": "2 Statistical Learning", "page": 25 }, { "level": 2, "title": "2.1 What Is Statistical Learning?", "page": 25 }, { "level": 3, "title": "2.1.1 Why Estimate f?", "page": 27 }, { "level": 3, "title": "2.1.2 How Do We Estimate f?", "page": 30 }, { "level": 3, "title": "2.1.3 The Trade-Off Between Prediction Accuracy and Model Interpretability", "page": 33 }, { "level": 3, "title": "2.1.4 Supervised Versus Unsupervised Learning", "page": 35 }, { "level": 3, "title": "2.1.5 Regression Versus Classification Problems", "page": 37 }, { "level": 2, "title": "2.2 Assessing Model Accuracy", "page": 37 }, { "level": 3, "title": "2.2.1 Measuring the Quality of Fit", "page": 38 }, { "level": 3, "title": "2.2.2 The Bias-Variance Trade-Off", "page": 41 }, { "level": 3, "title": "2.2.3 The Classification Setting", "page": 44 }, { "level": 2, "title": "2.3 Lab: Introduction to Python", "page": 50 }, { "level": 3, "title": "2.3.1 Getting Started", "page": 50 }, { "level": 3, "title": "2.3.2 Basic Commands", "page": 50 }, { "level": 3, "title": "2.3.3 Introduction to Numerical Python", "page": 52 }, { "level": 3, "title": "2.3.4 Graphics", "page": 58 }, { "level": 3, "title": "2.3.5 Sequences and Slice Notation", "page": 61 }, { "level": 3, "title": "2.3.6 Indexing Data", "page": 61 }, { "level": 3, "title": "2.3.7 Loading Data", "page": 65 }, { "level": 3, "title": "2.3.8 For Loops", "page": 69 }, { "level": 3, "title": "2.3.9 Additional Graphical and Numerical Summaries", "page": 71 }, { "level": 2, "title": "2.4 Exercises", "page": 73 }, { "level": 3, "title": "Conceptual", "page": 73 }, { "level": 3, "title": "Applied", "page": 75 }, { "level": 1, "title": "3 Linear Regression", "page": 78 }, { "level": 2, "title": "3.1 Simple Linear Regression", "page": 79 }, { "level": 3, "title": "3.1.1 Estimating the Coefficients", "page": 80 }, { "level": 3, "title": "3.1.2 Assessing the Accuracy of the Coefficient Estimates", "page": 81 }, { "level": 3, "title": "3.1.3 Assessing the Accuracy of the Model", "page": 86 }, { "level": 2, "title": "3.2 Multiple Linear Regression", "page": 89 }, { "level": 3, "title": "3.2.1 Estimating the Regression Coefficients", "page": 90 }, { "level": 3, "title": "3.2.2 Some Important Questions", "page": 92 }, { "level": 2, "title": "3.3 Other Considerations in the Regression Model", "page": 100 }, { "level": 3, "title": "3.3.1 Qualitative Predictors", "page": 100 }, { "level": 3, "title": "3.3.2 Extensions of the Linear Model", "page": 103 }, { "level": 3, "title": "3.3.3 Potential Problems", "page": 109 }, { "level": 2, "title": "3.4 The Marketing Plan", "page": 118 }, { "level": 2, "title": "3.5 Comparison of Linear Regression with K-Nearest Neighbors", "page": 120 }, { "level": 2, "title": "3.6 Lab: Linear Regression", "page": 125 }, { "level": 3, "title": "3.6.1 Importing packages", "page": 125 }, { "level": 3, "title": "3.6.2 Simple Linear Regression", "page": 126 }, { "level": 3, "title": "3.6.3 Multiple Linear Regression", "page": 131 }, { "level": 3, "title": "3.6.4 Multivariate Goodness of Fit", "page": 132 }, { "level": 3, "title": "3.6.5 Interaction Terms", "page": 133 }, { "level": 3, "title": "3.6.6 Non-linear Transformations of the Predictors", "page": 134 }, { "level": 3, "title": "3.6.7 Qualitative Predictors", "page": 135 }, { "level": 2, "title": "3.7 Exercises", "page": 136 }, { "level": 3, "title": "Conceptual", "page": 136 }, { "level": 3, "title": "Applied", "page": 138 }, { "level": 1, "title": "4 Classification", "page": 144 }, { "level": 2, "title": "4.1 An Overview of Classification", "page": 144 }, { "level": 2, "title": "4.2 Why Not Linear Regression?", "page": 145 }, { "level": 2, "title": "4.3 Logistic Regression", "page": 147 }, { "level": 3, "title": "4.3.1 The Logistic Model", "page": 148 }, { "level": 3, "title": "4.3.2 Estimating the Regression Coefficients", "page": 149 }, { "level": 3, "title": "4.3.3 Making Predictions", "page": 150 }, { "level": 3, "title": "4.3.4 Multiple Logistic Regression", "page": 151 }, { "level": 3, "title": "4.3.5 Multinomial Logistic Regression", "page": 153 }, { "level": 2, "title": "4.4 Generative Models for Classification", "page": 155 }, { "level": 3, "title": "4.4.1 Linear Discriminant Analysis for p = 1", "page": 156 }, { "level": 3, "title": "4.4.2 Linear Discriminant Analysis for p >1", "page": 159 }, { "level": 3, "title": "4.4.3 Quadratic Discriminant Analysis", "page": 165 }, { "level": 3, "title": "4.4.4 Naive Bayes", "page": 167 }, { "level": 2, "title": "4.5 A Comparison of Classification Methods", "page": 170 }, { "level": 3, "title": "4.5.1 An Analytical Comparison", "page": 170 }, { "level": 3, "title": "4.5.2 An Empirical Comparison", "page": 173 }, { "level": 2, "title": "4.6 Generalized Linear Models", "page": 176 }, { "level": 3, "title": "4.6.1 Linear Regression on the Bikeshare Data", "page": 176 }, { "level": 3, "title": "4.6.2 Poisson Regression on the Bikeshare Data", "page": 178 }, { "level": 3, "title": "4.6.3 Generalized Linear Models in Greater Generality", "page": 181 }, { "level": 2, "title": "4.7 Lab: Logistic Regression, LDA, QDA, and KNN", "page": 182 }, { "level": 3, "title": "4.7.1 The Stock Market Data", "page": 182 }, { "level": 3, "title": "4.7.2 Logistic Regression", "page": 183 }, { "level": 3, "title": "4.7.3 Linear Discriminant Analysis", "page": 188 }, { "level": 3, "title": "4.7.4 Quadratic Discriminant Analysis", "page": 190 }, { "level": 3, "title": "4.7.5 Naive Bayes", "page": 191 }, { "level": 3, "title": "4.7.6 K-Nearest Neighbors", "page": 192 }, { "level": 3, "title": "4.7.7 Linear and Poisson Regression on the Bikeshare Data", "page": 197 }, { "level": 2, "title": "4.8 Exercises", "page": 202 }, { "level": 3, "title": "Conceptual", "page": 202 }, { "level": 3, "title": "Applied", "page": 205 }, { "level": 1, "title": "5 Resampling Methods", "page": 209 }, { "level": 2, "title": "5.1 Cross-Validation", "page": 210 }, { "level": 3, "title": "5.1.1 The Validation Set Approach", "page": 210 }, { "level": 3, "title": "5.1.2 Leave-One-Out Cross-Validation", "page": 212 }, { "level": 3, "title": "5.1.3 k-Fold Cross-Validation", "page": 214 }, { "level": 3, "title": "5.1.4 Bias-Variance Trade-Off for k-Fold Cross-Validation", "page": 216 }, { "level": 3, "title": "5.1.5 Cross-Validation on Classification Problems", "page": 217 }, { "level": 2, "title": "5.2 The Bootstrap", "page": 220 }, { "level": 2, "title": "5.3 Lab: Cross-Validation and the Bootstrap", "page": 223 }, { "level": 3, "title": "5.3.1 The Validation Set Approach", "page": 224 }, { "level": 3, "title": "5.3.2 Cross-Validation", "page": 225 }, { "level": 3, "title": "5.3.3 The Bootstrap", "page": 228 }, { "level": 2, "title": "5.4 Exercises", "page": 232 }, { "level": 3, "title": "Conceptual", "page": 232 }, { "level": 3, "title": "Applied", "page": 233 }, { "level": 1, "title": "6 Linear Model Selection and Regularization", "page": 237 }, { "level": 2, "title": "6.1 Subset Selection", "page": 239 }, { "level": 3, "title": "6.1.1 Best Subset Selection", "page": 239 }, { "level": 3, "title": "6.1.2 Stepwise Selection", "page": 241 }, { "level": 3, "title": "6.1.3 Choosing the Optimal Model", "page": 243 }, { "level": 2, "title": "6.2 Shrinkage Methods", "page": 248 }, { "level": 3, "title": "6.2.1 Ridge Regression", "page": 248 }, { "level": 3, "title": "6.2.2 The Lasso", "page": 252 }, { "level": 3, "title": "6.2.3 Selecting the Tuning Parameter", "page": 260 }, { "level": 2, "title": "6.3 Dimension Reduction Methods", "page": 261 }, { "level": 3, "title": "6.3.1 Principal Components Regression", "page": 262 }, { "level": 3, "title": "6.3.2 Partial Least Squares", "page": 268 }, { "level": 2, "title": "6.4 Considerations in High Dimensions", "page": 270 }, { "level": 3, "title": "6.4.1 High-Dimensional Data", "page": 270 }, { "level": 3, "title": "6.4.2 What Goes Wrong in High Dimensions?", "page": 271 }, { "level": 3, "title": "6.4.3 Regression in High Dimensions", "page": 273 }, { "level": 3, "title": "6.4.4 Interpreting Results in High Dimensions", "page": 274 }, { "level": 2, "title": "6.5 Lab: Linear Models and Regularization Methods", "page": 275 }, { "level": 3, "title": "6.5.1 Subset Selection Methods", "page": 276 }, { "level": 3, "title": "6.5.2 Ridge Regression and the Lasso", "page": 281 }, { "level": 3, "title": "6.5.3 PCR and PLS Regression", "page": 288 }, { "level": 2, "title": "6.6 Exercises", "page": 291 }, { "level": 3, "title": "Conceptual", "page": 291 }, { "level": 3, "title": "Applied", "page": 294 }, { "level": 1, "title": "7 Moving Beyond Linearity", "page": 297 }, { "level": 2, "title": "7.1 Polynomial Regression", "page": 298 }, { "level": 2, "title": "7.2 Step Functions", "page": 300 }, { "level": 2, "title": "7.3 Basis Functions", "page": 301 }, { "level": 2, "title": "7.4 Regression Splines", "page": 302 }, { "level": 3, "title": "7.4.1 Piecewise Polynomials", "page": 302 }, { "level": 3, "title": "7.4.2 Constraints and Splines", "page": 304 }, { "level": 3, "title": "7.4.3 The Spline Basis Representation", "page": 304 }, { "level": 3, "title": "7.4.4 Choosing the Number and Locations of the Knots", "page": 305 }, { "level": 3, "title": "7.4.5 Comparison to Polynomial Regression", "page": 307 }, { "level": 2, "title": "7.5 Smoothing Splines", "page": 308 }, { "level": 3, "title": "7.5.1 An Overview of Smoothing Splines", "page": 308 }, { "level": 3, "title": "7.5.2 Choosing the Smoothing Parameter λ", "page": 309 }, { "level": 2, "title": "7.6 Local Regression", "page": 311 }, { "level": 2, "title": "7.7 Generalized Additive Models", "page": 313 }, { "level": 3, "title": "7.7.1 GAMs for Regression Problems", "page": 314 }, { "level": 3, "title": "7.7.2 GAMs for Classification Problems", "page": 316 }, { "level": 2, "title": "7.8 Lab: Non-Linear Modeling", "page": 317 }, { "level": 3, "title": "7.8.1 Polynomial Regression and Step Functions", "page": 318 }, { "level": 3, "title": "7.8.2 Splines", "page": 323 }, { "level": 3, "title": "7.8.3 Smoothing Splines and GAMs", "page": 325 }, { "level": 3, "title": "7.8.4 Local Regression", "page": 332 }, { "level": 2, "title": "7.9 Exercises", "page": 333 }, { "level": 3, "title": "Conceptual", "page": 333 }, { "level": 3, "title": "Applied", "page": 335 }, { "level": 1, "title": "8 Tree-Based Methods", "page": 338 }, { "level": 2, "title": "8.1 The Basics of Decision Trees", "page": 338 }, { "level": 3, "title": "8.1.1 Regression Trees", "page": 338 }, { "level": 3, "title": "8.1.2 Classification Trees", "page": 344 }, { "level": 3, "title": "8.1.3 Trees Versus Linear Models", "page": 348 }, { "level": 3, "title": "8.1.4 Advantages and Disadvantages of Trees", "page": 348 }, { "level": 2, "title": "8.2 Bagging, Random Forests, Boosting, and Bayesian Additive Regression Trees", "page": 350 }, { "level": 3, "title": "8.2.1 Bagging", "page": 350 }, { "level": 3, "title": "8.2.2 Random Forests", "page": 353 }, { "level": 3, "title": "8.2.3 Boosting", "page": 354 }, { "level": 3, "title": "8.2.4 Bayesian Additive Regression Trees", "page": 357 }, { "level": 3, "title": "8.2.5 Summary of Tree Ensemble Methods", "page": 360 }, { "level": 2, "title": "8.3 Lab: Tree-Based Methods", "page": 361 }, { "level": 3, "title": "8.3.1 Fitting Classification Trees", "page": 362 }, { "level": 3, "title": "8.3.2 Fitting Regression Trees", "page": 365 }, { "level": 3, "title": "8.3.3 Bagging and Random Forests", "page": 367 }, { "level": 3, "title": "8.3.4 Boosting", "page": 368 }, { "level": 3, "title": "8.3.5 Bayesian Additive Regression Trees", "page": 369 }, { "level": 2, "title": "8.4 Exercises", "page": 370 }, { "level": 3, "title": "Conceptual", "page": 370 }, { "level": 3, "title": "Applied", "page": 371 }, { "level": 1, "title": "9 Support Vector Machines", "page": 374 }, { "level": 2, "title": "9.1 Maximal Margin Classifier", "page": 374 }, { "level": 3, "title": "9.1.1 What Is a Hyperplane?", "page": 375 }, { "level": 3, "title": "9.1.2 Classification Using a Separating Hyperplane", "page": 375 }, { "level": 3, "title": "9.1.3 The Maximal Margin Classifier", "page": 377 }, { "level": 3, "title": "9.1.4 Construction of the Maximal Margin Classifier", "page": 379 }, { "level": 3, "title": "9.1.5 The Non-separable Case", "page": 379 }, { "level": 2, "title": "9.2 Support Vector Classifiers", "page": 380 }, { "level": 3, "title": "9.2.1 Overview of the Support Vector Classifier", "page": 380 }, { "level": 3, "title": "9.2.2 Details of the Support Vector Classifier", "page": 381 }, { "level": 2, "title": "9.3 Support Vector Machines", "page": 384 }, { "level": 3, "title": "9.3.1 Classification with Non-Linear Decision Boundaries", "page": 385 }, { "level": 3, "title": "9.3.2 The Support Vector Machine", "page": 386 }, { "level": 3, "title": "9.3.3 An Application to the Heart Disease Data", "page": 389 }, { "level": 2, "title": "9.4 SVMs with More than Two Classes", "page": 390 }, { "level": 3, "title": "9.4.1 One-Versus-One Classification", "page": 391 }, { "level": 3, "title": "9.4.2 One-Versus-All Classification", "page": 391 }, { "level": 2, "title": "9.5 Relationship to Logistic Regression", "page": 391 }, { "level": 2, "title": "9.6 Lab: Support Vector Machines", "page": 394 }, { "level": 3, "title": "9.6.1 Support Vector Classifier", "page": 394 }, { "level": 3, "title": "9.6.2 Support Vector Machine", "page": 397 }, { "level": 3, "title": "9.6.3 ROC Curves", "page": 399 }, { "level": 3, "title": "9.6.4 SVM with Multiple Classes", "page": 400 }, { "level": 3, "title": "9.6.5 Application to Gene Expression Data", "page": 401 }, { "level": 2, "title": "9.7 Exercises", "page": 402 }, { "level": 3, "title": "Conceptual", "page": 402 }, { "level": 3, "title": "Applied", "page": 403 }, { "level": 1, "title": "10 Deep Learning", "page": 406 }, { "level": 2, "title": "10.1 Single Layer Neural Networks", "page": 407 }, { "level": 2, "title": "10.2 Multilayer Neural Networks", "page": 409 }, { "level": 2, "title": "10.3 Convolutional Neural Networks", "page": 413 }, { "level": 3, "title": "10.3.1 Convolution Layers", "page": 414 }, { "level": 3, "title": "10.3.2 Pooling Layers", "page": 417 }, { "level": 3, "title": "10.3.3 Architecture of a Convolutional Neural Network", "page": 417 }, { "level": 3, "title": "10.3.4 Data Augmentation", "page": 418 }, { "level": 3, "title": "10.3.5 Results Using a Pretrained Classifier", "page": 419 }, { "level": 2, "title": "10.4 Document Classification", "page": 420 }, { "level": 2, "title": "10.5 Recurrent Neural Networks", "page": 423 }, { "level": 3, "title": "10.5.1 Sequential Models for Document Classification", "page": 425 }, { "level": 3, "title": "10.5.2 Time Series Forecasting", "page": 427 }, { "level": 3, "title": "10.5.3 Summary of RNNs", "page": 431 }, { "level": 2, "title": "10.6 When to Use Deep Learning", "page": 432 }, { "level": 2, "title": "10.7 Fitting a Neural Network", "page": 434 }, { "level": 3, "title": "10.7.1 Backpropagation", "page": 435 }, { "level": 3, "title": "10.7.2 Regularization and Stochastic Gradient Descent", "page": 436 }, { "level": 3, "title": "10.7.3 Dropout Learning", "page": 438 }, { "level": 3, "title": "10.7.4 Network Tuning", "page": 438 }, { "level": 2, "title": "10.8 Interpolation and Double Descent", "page": 439 }, { "level": 2, "title": "10.9 Lab: Deep Learning", "page": 442 }, { "level": 3, "title": "10.9.1 Single Layer Network on Hitters Data", "page": 444 }, { "level": 3, "title": "10.9.2 Multilayer Network on the MNIST Digit Data", "page": 451 }, { "level": 3, "title": "10.9.3 Convolutional Neural Networks", "page": 455 }, { "level": 3, "title": "10.9.4 Using Pretrained CNN Models", "page": 459 }, { "level": 3, "title": "10.9.5 IMDB Document Classification", "page": 461 }, { "level": 3, "title": "10.9.6 Recurrent Neural Networks", "page": 465 }, { "level": 2, "title": "10.10 Exercises", "page": 472 }, { "level": 3, "title": "Conceptual", "page": 472 }, { "level": 3, "title": "Applied", "page": 473 }, { "level": 1, "title": "11 Survival Analysis and Censored Data", "page": 475 }, { "level": 2, "title": "11.1 Survival and Censoring Times", "page": 476 }, { "level": 2, "title": "11.2 A Closer Look at Censoring", "page": 476 }, { "level": 2, "title": "11.3 The Kaplan–Meier Survival Curve", "page": 478 }, { "level": 2, "title": "11.4 The Log-Rank Test", "page": 480 }, { "level": 2, "title": "11.5 Regression Models With a Survival Response", "page": 482 }, { "level": 3, "title": "11.5.1 The Hazard Function", "page": 482 }, { "level": 3, "title": "11.5.2 Proportional Hazards", "page": 484 }, { "level": 3, "title": "11.5.3 Example: Brain Cancer Data", "page": 488 }, { "level": 3, "title": "11.5.4 Example: Publication Data", "page": 488 }, { "level": 2, "title": "11.6 Shrinkage for the Cox Model", "page": 490 }, { "level": 2, "title": "11.7 Additional Topics", "page": 492 }, { "level": 3, "title": "11.7.1 Area Under the Curve for Survival Analysis", "page": 492 }, { "level": 3, "title": "11.7.2 Choice of Time Scale", "page": 493 }, { "level": 3, "title": "11.7.3 Time-Dependent Covariates", "page": 494 }, { "level": 3, "title": "11.7.4 Checking the Proportional Hazards Assumption", "page": 494 }, { "level": 3, "title": "11.7.5 Survival Trees", "page": 494 }, { "level": 2, "title": "11.8 Lab: Survival Analysis", "page": 495 }, { "level": 3, "title": "11.8.1 Brain Cancer Data", "page": 495 }, { "level": 3, "title": "11.8.2 Publication Data", "page": 499 }, { "level": 3, "title": "11.8.3 Call Center Data", "page": 500 }, { "level": 2, "title": "11.9 Exercises", "page": 504 }, { "level": 3, "title": "Conceptual", "page": 504 }, { "level": 3, "title": "Applied", "page": 508 }, { "level": 1, "title": "12 Unsupervised Learning", "page": 509 }, { "level": 2, "title": "12.1 The Challenge of Unsupervised Learning", "page": 509 }, { "level": 2, "title": "12.2 Principal Components Analysis", "page": 510 }, { "level": 3, "title": "12.2.1 What Are Principal Components?", "page": 511 }, { "level": 3, "title": "12.2.2 Another Interpretation of Principal Components", "page": 514 }, { "level": 3, "title": "12.2.3 The Proportion of Variance Explained", "page": 516 }, { "level": 3, "title": "12.2.4 More on PCA", "page": 518 }, { "level": 3, "title": "12.2.5 Other Uses for Principal Components", "page": 521 }, { "level": 2, "title": "12.3 Missing Values and Matrix Completion", "page": 521 }, { "level": 2, "title": "12.4 Clustering Methods", "page": 526 }, { "level": 3, "title": "12.4.1 K-Means Clustering", "page": 527 }, { "level": 3, "title": "12.4.2 Hierarchical Clustering", "page": 531 }, { "level": 3, "title": "12.4.3 Practical Issues in Clustering", "page": 538 }, { "level": 2, "title": "12.5 Lab: Unsupervised Learning", "page": 541 }, { "level": 3, "title": "12.5.1 Principal Components Analysis", "page": 541 }, { "level": 3, "title": "12.5.2 Matrix Completion", "page": 545 }, { "level": 3, "title": "12.5.3 Clustering", "page": 548 }, { "level": 3, "title": "12.5.4 NCI60 Data Example", "page": 552 }, { "level": 2, "title": "12.6 Exercises", "page": 558 }, { "level": 3, "title": "Conceptual", "page": 558 }, { "level": 3, "title": "Applied", "page": 560 }, { "level": 1, "title": "13 Multiple Testing", "page": 563 }, { "level": 2, "title": "13.1 A Quick Review of Hypothesis Testing", "page": 564 }, { "level": 3, "title": "13.1.1 Testing a Hypothesis", "page": 564 }, { "level": 3, "title": "13.1.2 Type I and Type II Errors", "page": 568 }, { "level": 2, "title": "13.2 The Challenge of Multiple Testing", "page": 569 }, { "level": 2, "title": "13.3 The Family-Wise Error Rate", "page": 571 }, { "level": 3, "title": "13.3.1 What is the Family-Wise Error Rate?", "page": 571 }, { "level": 3, "title": "13.3.2 Approaches to Control the Family-Wise Error Rate", "page": 573 }, { "level": 3, "title": "13.3.3 Trade-Off Between the FWER and Power", "page": 578 }, { "level": 2, "title": "13.4 The False Discovery Rate", "page": 579 }, { "level": 3, "title": "13.4.1 Intuition for the False Discovery Rate", "page": 579 }, { "level": 3, "title": "13.4.2 The Benjamini–Hochberg Procedure", "page": 581 }, { "level": 2, "title": "13.5 A Re-Sampling Approach to p-Values and False Discovery Rates", "page": 583 }, { "level": 3, "title": "13.5.1 A Re-Sampling Approach to the p-Value", "page": 584 }, { "level": 3, "title": "13.5.2 A Re-Sampling Approach to the False Discovery Rate", "page": 585 }, { "level": 3, "title": "13.5.3 When Are Re-Sampling Approaches Useful?", "page": 587 }, { "level": 2, "title": "13.6 Lab: Multiple Testing", "page": 589 }, { "level": 3, "title": "13.6.1 Review of Hypothesis Tests", "page": 589 }, { "level": 3, "title": "13.6.2 Family-Wise Error Rate", "page": 591 }, { "level": 3, "title": "13.6.3 False Discovery Rate", "page": 594 }, { "level": 3, "title": "13.6.4 A Re-Sampling Approach", "page": 596 }, { "level": 2, "title": "13.7 Exercises", "page": 599 }, { "level": 3, "title": "Conceptual", "page": 599 }, { "level": 3, "title": "Applied", "page": 601 }, { "level": 1, "title": "Index", "page": 603 } ] }, { "id": "machine_learning_engineering_andriy_burkov", "title": "Machine Learning Engineering", "author": "Andriy Burkov", "totalPages": 296, "fileSize": 50498504, "pdfUrl": "data/pdfs/machine_learning_engineering_andriy_burkov.pdf", "coverUrl": "data/covers/machine_learning_engineering_andriy_burkov.jpg", "layoutUrl": "data/layouts/machine_learning_engineering_andriy_burkov.json", "category": "Machine Learning", "tags": [ "Machine Learning", "ML Engineering", "Best Practices" ], "toc": [] }, { "id": "machine_learning_with_pytorch_and_scikit_learn_raschka", "title": "Machine Learning with PyTorch and Scikit-Learn", "author": "Sebastian Raschka, Yuxi Liu, Vahid Mirjalili", "totalPages": 771, "fileSize": 30745878, "pdfUrl": "data/pdfs/machine_learning_with_pytorch_and_scikit_learn_raschka.pdf", "coverUrl": "data/covers/machine_learning_with_pytorch_and_scikit_learn_raschka.jpg", "layoutUrl": "data/layouts/machine_learning_with_pytorch_and_scikit_learn_raschka.json", "category": "Machine Learning", "tags": [ "Machine Learning", "PyTorch", "Scikit-Learn", "Deep Learning" ], "toc": [ { "level": 1, "title": "Cover", "page": 1 }, { "level": 1, "title": "Copyright", "page": 3 }, { "level": 1, "title": "Foreword", "page": 4 }, { "level": 1, "title": "Contributors", "page": 6 }, { "level": 1, "title": "Table of Contents", "page": 10 }, { "level": 1, "title": "Preface", "page": 24 }, { "level": 1, "title": "Chapter 1: Giving Computers the Ability to Learn from Data", "page": 30 }, { "level": 2, "title": "Building intelligent machines to transform data into knowledge", "page": 30 }, { "level": 2, "title": "The three different types of machine learning", "page": 31 }, { "level": 3, "title": "Making predictions about the future with supervised learning", "page": 32 }, { "level": 4, "title": "Classification for predicting class labels", "page": 33 }, { "level": 4, "title": "Regression for predicting continuous outcomes", "page": 34 }, { "level": 3, "title": "Solving interactive problems with reinforcement learning", "page": 35 }, { "level": 3, "title": "Discovering hidden structures with unsupervised learning", "page": 36 }, { "level": 4, "title": "Finding subgroups with clustering", "page": 37 }, { "level": 4, "title": "Dimensionality reduction for data compression", "page": 37 }, { "level": 2, "title": "Introduction to the basic terminology and notations", "page": 38 }, { "level": 3, "title": "Notation and conventions used in this book", "page": 38 }, { "level": 3, "title": "Machine learning terminology", "page": 40 }, { "level": 2, "title": "A roadmap for building machine learning systems", "page": 41 }, { "level": 3, "title": "Preprocessing – getting data into shape", "page": 42 }, { "level": 3, "title": "Training and selecting a predictive model", "page": 42 }, { "level": 3, "title": "Evaluating models and predicting unseen data instances", "page": 43 }, { "level": 2, "title": "Using Python for machine learning", "page": 43 }, { "level": 3, "title": "Installing Python and packages from the Python Package Index", "page": 43 }, { "level": 3, "title": "Using the Anaconda Python distribution and package manager", "page": 44 }, { "level": 3, "title": "Packages for scientific computing, data science, and machine learning", "page": 45 }, { "level": 2, "title": "Summary", "page": 46 }, { "level": 1, "title": "Chapter 2: Training Simple Machine Learning Algorithms for Classification", "page": 48 }, { "level": 2, "title": "Artificial neurons – a brief glimpse into the early history of machine learning", "page": 48 }, { "level": 3, "title": "The formal definition of an artificial neuron", "page": 49 }, { "level": 3, "title": "The perceptron learning rule", "page": 51 }, { "level": 2, "title": "Implementing a perceptron learning algorithm in Python", "page": 54 }, { "level": 3, "title": "An object-oriented perceptron API", "page": 54 }, { "level": 3, "title": "Training a perceptron model on the Iris dataset", "page": 58 }, { "level": 2, "title": "Adaptive linear neurons and the convergence of learning", "page": 64 }, { "level": 3, "title": "Minimizing loss functions with gradient descent", "page": 66 }, { "level": 3, "title": "Implementing Adaline in Python", "page": 68 }, { "level": 3, "title": "Improving gradient descent through feature scaling", "page": 72 }, { "level": 3, "title": "Large-scale machine learning and stochastic gradient descent", "page": 74 }, { "level": 2, "title": "Summary", "page": 80 }, { "level": 1, "title": "Chapter 3: A Tour of Machine Learning Classifiers Using Scikit-Learn", "page": 82 }, { "level": 2, "title": "Choosing a classification algorithm", "page": 82 }, { "level": 2, "title": "First steps with scikit-learn – training a perceptron", "page": 83 }, { "level": 2, "title": "Modeling class probabilities via logistic regression", "page": 88 }, { "level": 3, "title": "Logistic regression and conditional probabilities", "page": 89 }, { "level": 3, "title": "Learning the model weights via the logistic loss function", "page": 92 }, { "level": 3, "title": "Converting an Adaline implementation into an algorithm for logistic regression", "page": 95 }, { "level": 3, "title": "Training a logistic regression model with scikit-learn", "page": 99 }, { "level": 3, "title": "Tackling overfitting via regularization", "page": 102 }, { "level": 2, "title": "Maximum margin classification with support vector machines", "page": 105 }, { "level": 3, "title": "Maximum margin intuition", "page": 106 }, { "level": 3, "title": "Dealing with a nonlinearly separable case using slack variables", "page": 106 }, { "level": 3, "title": "Alternative implementations in scikit-learn", "page": 108 }, { "level": 2, "title": "Solving nonlinear problems using a kernel SVM", "page": 109 }, { "level": 3, "title": "Kernel methods for linearly inseparable data", "page": 109 }, { "level": 3, "title": "Using the kernel trick to find separating hyperplanes in a high-dimensional space", "page": 111 }, { "level": 2, "title": "Decision tree learning", "page": 115 }, { "level": 3, "title": "Maximizing IG – getting the most bang for your buck", "page": 117 }, { "level": 3, "title": "Building a decision tree", "page": 121 }, { "level": 3, "title": "Combining multiple decision trees via random forests", "page": 124 }, { "level": 2, "title": "K-nearest neighbors – a lazy learning algorithm", "page": 127 }, { "level": 2, "title": "Summary", "page": 131 }, { "level": 1, "title": "Chapter 4: Building Good Training Datasets – Data Preprocessing", "page": 134 }, { "level": 2, "title": "Dealing with missing data", "page": 134 }, { "level": 3, "title": "Identifying missing values in tabular data", "page": 135 }, { "level": 3, "title": "Eliminating training examples or features with missing values", "page": 136 }, { "level": 3, "title": "Imputing missing values", "page": 137 }, { "level": 3, "title": "Understanding the scikit-learn estimator API", "page": 138 }, { "level": 2, "title": "Handling categorical data", "page": 140 }, { "level": 3, "title": "Categorical data encoding with pandas", "page": 140 }, { "level": 3, "title": "Mapping ordinal features", "page": 140 }, { "level": 3, "title": "Encoding class labels", "page": 141 }, { "level": 3, "title": "Performing one-hot encoding on nominal features", "page": 142 }, { "level": 4, "title": "Optional: encoding ordinal features", "page": 145 }, { "level": 2, "title": "Partitioning a dataset into separate training and test datasets", "page": 146 }, { "level": 2, "title": "Bringing features onto the same scale", "page": 148 }, { "level": 2, "title": "Selecting meaningful features", "page": 151 }, { "level": 3, "title": "L1 and L2 regularization as penalties against model complexity", "page": 151 }, { "level": 3, "title": "A geometric interpretation of L2 regularization", "page": 152 }, { "level": 3, "title": "Sparse solutions with L1 regularization", "page": 154 }, { "level": 3, "title": "Sequential feature selection algorithms", "page": 157 }, { "level": 2, "title": "Assessing feature importance with random forests", "page": 163 }, { "level": 2, "title": "Summary", "page": 166 }, { "level": 1, "title": "Chapter 5: Compressing Data via Dimensionality Reduction", "page": 168 }, { "level": 2, "title": "Unsupervised dimensionality reduction via principal component analysis", "page": 168 }, { "level": 3, "title": "The main steps in principal component analysis", "page": 169 }, { "level": 3, "title": "Extracting the principal components step by step", "page": 171 }, { "level": 3, "title": "Total and explained variance", "page": 173 }, { "level": 3, "title": "Feature transformation", "page": 175 }, { "level": 3, "title": "Principal component analysis in scikit-learn", "page": 178 }, { "level": 3, "title": "Assessing feature contributions", "page": 181 }, { "level": 2, "title": "Supervised data compression via linear discriminant analysis", "page": 183 }, { "level": 3, "title": "Principal component analysis versus linear discriminant analysis", "page": 183 }, { "level": 3, "title": "The inner workings of linear discriminant analysis", "page": 185 }, { "level": 3, "title": "Computing the scatter matrices", "page": 185 }, { "level": 3, "title": "Selecting linear discriminants for the new feature subspace", "page": 187 }, { "level": 3, "title": "Projecting examples onto the new feature space", "page": 190 }, { "level": 3, "title": "LDA via scikit-learn", "page": 191 }, { "level": 2, "title": "Nonlinear dimensionality reduction and visualization", "page": 192 }, { "level": 3, "title": "Why consider nonlinear dimensionality reduction?", "page": 193 }, { "level": 3, "title": "Visualizing data via t-distributed stochastic neighbor embedding", "page": 194 }, { "level": 2, "title": "Summary", "page": 198 }, { "level": 1, "title": "Chapter 6: Learning Best Practices for Model Evaluation and Hyperparameter Tuning", "page": 200 }, { "level": 2, "title": "Streamlining workflows with pipelines", "page": 200 }, { "level": 3, "title": "Loading the Breast Cancer Wisconsin dataset", "page": 201 }, { "level": 3, "title": "Combining transformers and estimators in a pipeline", "page": 202 }, { "level": 2, "title": "Using k-fold cross-validation to assess model performance", "page": 204 }, { "level": 3, "title": "The holdout method", "page": 204 }, { "level": 3, "title": "K-fold cross-validation", "page": 205 }, { "level": 2, "title": "Debugging algorithms with learning and validation curves", "page": 209 }, { "level": 3, "title": "Diagnosing bias and variance problems with learning curves", "page": 209 }, { "level": 3, "title": "Addressing over- and underfitting with validation curves", "page": 212 }, { "level": 2, "title": "Fine-tuning machine learning models via grid search", "page": 214 }, { "level": 3, "title": "Tuning hyperparameters via grid search", "page": 215 }, { "level": 3, "title": "Exploring hyperparameter configurations more widely with randomized search", "page": 216 }, { "level": 3, "title": "More resource-efficient hyperparameter search with successive halving", "page": 218 }, { "level": 3, "title": "Algorithm selection with nested cross-validation", "page": 220 }, { "level": 2, "title": "Looking at different performance evaluation metrics", "page": 222 }, { "level": 3, "title": "Reading a confusion matrix", "page": 222 }, { "level": 3, "title": "Optimizing the precision and recall of a classification model", "page": 224 }, { "level": 3, "title": "Plotting a receiver operating characteristic", "page": 227 }, { "level": 3, "title": "Scoring metrics for multiclass classification", "page": 229 }, { "level": 3, "title": "Dealing with class imbalance", "page": 230 }, { "level": 2, "title": "Summary", "page": 232 }, { "level": 1, "title": "Chapter 7: Combining Different Models for Ensemble Learning", "page": 234 }, { "level": 2, "title": "Learning with ensembles", "page": 234 }, { "level": 2, "title": "Combining classifiers via majority vote", "page": 238 }, { "level": 3, "title": "Implementing a simple majority vote classifier", "page": 238 }, { "level": 3, "title": "Using the majority voting principle to make predictions", "page": 243 }, { "level": 3, "title": "Evaluating and tuning the ensemble classifier", "page": 246 }, { "level": 2, "title": "Bagging – building an ensemble of classifiers from bootstrap samples", "page": 252 }, { "level": 3, "title": "Bagging in a nutshell", "page": 253 }, { "level": 3, "title": "Applying bagging to classify examples in the Wine dataset", "page": 254 }, { "level": 2, "title": "Leveraging weak learners via adaptive boosting", "page": 258 }, { "level": 3, "title": "How adaptive boosting works", "page": 258 }, { "level": 3, "title": "Applying AdaBoost using scikit-learn", "page": 262 }, { "level": 2, "title": "Gradient boosting – training an ensemble based on loss gradients", "page": 266 }, { "level": 3, "title": "Comparing AdaBoost with gradient boosting", "page": 266 }, { "level": 3, "title": "Outlining the general gradient boosting algorithm", "page": 266 }, { "level": 3, "title": "Explaining the gradient boosting algorithm for classification", "page": 268 }, { "level": 3, "title": "Illustrating gradient boosting for classification", "page": 270 }, { "level": 3, "title": "Using XGBoost", "page": 272 }, { "level": 2, "title": "Summary", "page": 274 }, { "level": 1, "title": "Chapter 8: Applying Machine Learning to Sentiment Analysis", "page": 276 }, { "level": 2, "title": "Preparing the IMDb movie review data for text processing", "page": 276 }, { "level": 3, "title": "Obtaining the movie review dataset", "page": 277 }, { "level": 3, "title": "Preprocessing the movie dataset into a more convenient format", "page": 277 }, { "level": 2, "title": "Introducing the bag-of-words model", "page": 279 }, { "level": 3, "title": "Transforming words into feature vectors", "page": 279 }, { "level": 3, "title": "Assessing word relevancy via term frequency-inverse document frequency", "page": 281 }, { "level": 3, "title": "Cleaning text data", "page": 283 }, { "level": 3, "title": "Processing documents into tokens", "page": 285 }, { "level": 2, "title": "Training a logistic regression model for document classification", "page": 287 }, { "level": 2, "title": "Working with bigger data – online algorithms and out-of-core learning", "page": 289 }, { "level": 2, "title": "Topic modeling with latent Dirichlet allocation", "page": 293 }, { "level": 3, "title": "Decomposing text documents with LDA", "page": 293 }, { "level": 3, "title": "LDA with scikit-learn", "page": 294 }, { "level": 2, "title": "Summary", "page": 297 }, { "level": 1, "title": "Chapter 9: Predicting Continuous Target Variables with Regression Analysis", "page": 298 }, { "level": 2, "title": "Introducing linear regression", "page": 298 }, { "level": 3, "title": "Simple linear regression", "page": 299 }, { "level": 3, "title": "Multiple linear regression", "page": 300 }, { "level": 2, "title": "Exploring the Ames Housing dataset", "page": 301 }, { "level": 3, "title": "Loading the Ames Housing dataset into a DataFrame", "page": 301 }, { "level": 3, "title": "Visualizing the important characteristics of a dataset", "page": 303 }, { "level": 3, "title": "Looking at relationships using a correlation matrix", "page": 305 }, { "level": 2, "title": "Implementing an ordinary least squares linear regression model", "page": 307 }, { "level": 3, "title": "Solving regression for regression parameters with gradient descent", "page": 307 }, { "level": 3, "title": "Estimating the coefficient of a regression model via scikit-learn", "page": 312 }, { "level": 2, "title": "Fitting a robust regression model using RANSAC", "page": 314 }, { "level": 2, "title": "Evaluating the performance of linear regression models", "page": 317 }, { "level": 2, "title": "Using regularized methods for regression", "page": 321 }, { "level": 2, "title": "Turning a linear regression model into a curve – polynomial regression", "page": 323 }, { "level": 3, "title": "Adding polynomial terms using scikit-learn", "page": 323 }, { "level": 3, "title": "Modeling nonlinear relationships in the Ames Housing dataset", "page": 326 }, { "level": 2, "title": "Dealing with nonlinear relationships using random forests", "page": 328 }, { "level": 3, "title": "Decision tree regression", "page": 329 }, { "level": 3, "title": "Random forest regression", "page": 330 }, { "level": 2, "title": "Summary", "page": 333 }, { "level": 1, "title": "Chapter 10: Working with Unlabeled Data – Clustering Analysis", "page": 334 }, { "level": 2, "title": "Grouping objects by similarity using k-means", "page": 334 }, { "level": 3, "title": "k-means clustering using scikit-learn", "page": 334 }, { "level": 3, "title": "A smarter way of placing the initial cluster centroids using k-means++", "page": 339 }, { "level": 3, "title": "Hard versus soft clustering", "page": 340 }, { "level": 3, "title": "Using the elbow method to find the optimal number of clusters", "page": 342 }, { "level": 3, "title": "Quantifying the quality of clustering via silhouette plots", "page": 343 }, { "level": 2, "title": "Organizing clusters as a hierarchical tree", "page": 348 }, { "level": 3, "title": "Grouping clusters in a bottom-up fashion", "page": 349 }, { "level": 3, "title": "Performing hierarchical clustering on a distance matrix", "page": 350 }, { "level": 3, "title": "Attaching dendrograms to a heat map", "page": 354 }, { "level": 3, "title": "Applying agglomerative clustering via scikit-learn", "page": 356 }, { "level": 2, "title": "Locating regions of high density via DBSCAN", "page": 357 }, { "level": 2, "title": "Summary", "page": 363 }, { "level": 1, "title": "Chapter 11: Implementing a Multilayer Artificial Neural Network from Scratch", "page": 364 }, { "level": 2, "title": "Modeling complex functions with artificial neural networks", "page": 364 }, { "level": 3, "title": "Single-layer neural network recap", "page": 366 }, { "level": 3, "title": "Introducing the multilayer neural network architecture", "page": 367 }, { "level": 3, "title": "Activating a neural network via forward propagation", "page": 369 }, { "level": 2, "title": "Classifying handwritten digits", "page": 372 }, { "level": 3, "title": "Obtaining and preparing the MNIST dataset", "page": 372 }, { "level": 3, "title": "Implementing a multilayer perceptron", "page": 376 }, { "level": 3, "title": "Coding the neural network training loop", "page": 381 }, { "level": 3, "title": "Evaluating the neural network performance", "page": 386 }, { "level": 2, "title": "Training an artificial neural network", "page": 389 }, { "level": 3, "title": "Computing the loss function", "page": 389 }, { "level": 3, "title": "Developing your understanding of backpropagation", "page": 391 }, { "level": 3, "title": "Training neural networks via backpropagation", "page": 392 }, { "level": 2, "title": "About convergence in neural networks", "page": 396 }, { "level": 2, "title": "A few last words about the neural network implementation", "page": 397 }, { "level": 2, "title": "Summary", "page": 397 }, { "level": 1, "title": "Chapter 12: Parallelizing Neural Network Training with PyTorch", "page": 398 }, { "level": 2, "title": "PyTorch and training performance", "page": 398 }, { "level": 3, "title": "Performance challenges", "page": 398 }, { "level": 3, "title": "What is PyTorch?", "page": 400 }, { "level": 3, "title": "How we will learn PyTorch", "page": 401 }, { "level": 2, "title": "First steps with PyTorch", "page": 401 }, { "level": 3, "title": "Installing PyTorch", "page": 401 }, { "level": 3, "title": "Creating tensors in PyTorch", "page": 402 }, { "level": 3, "title": "Manipulating the data type and shape of a tensor", "page": 403 }, { "level": 3, "title": "Applying mathematical operations to tensors", "page": 404 }, { "level": 3, "title": "Split, stack, and concatenate tensors", "page": 405 }, { "level": 2, "title": "Building input pipelines in PyTorch", "page": 407 }, { "level": 3, "title": "Creating a PyTorch DataLoader from existing tensors", "page": 407 }, { "level": 3, "title": "Combining two tensors into a joint dataset", "page": 408 }, { "level": 3, "title": "Shuffle, batch, and repeat", "page": 409 }, { "level": 3, "title": "Creating a dataset from files on your local storage disk", "page": 411 }, { "level": 3, "title": "Fetching available datasets from the torchvision.datasets library", "page": 415 }, { "level": 2, "title": "Building an NN model in PyTorch", "page": 418 }, { "level": 3, "title": "The PyTorch neural network module (torch.nn)", "page": 419 }, { "level": 3, "title": "Building a linear regression model", "page": 419 }, { "level": 3, "title": "Model training via the torch.nn and torch.optim modules", "page": 423 }, { "level": 3, "title": "Building a multilayer perceptron for classifying flowers in the Iris dataset", "page": 424 }, { "level": 3, "title": "Evaluating the trained model on the test dataset", "page": 427 }, { "level": 3, "title": "Saving and reloading the trained model", "page": 428 }, { "level": 2, "title": "Choosing activation functions for multilayer neural networks", "page": 429 }, { "level": 3, "title": "Logistic function recap", "page": 429 }, { "level": 3, "title": "Estimating class probabilities in multiclass classification via the softmax function", "page": 431 }, { "level": 3, "title": "Broadening the output spectrum using a hyperbolic tangent", "page": 432 }, { "level": 3, "title": "Rectified linear unit activation", "page": 434 }, { "level": 2, "title": "Summary", "page": 435 }, { "level": 1, "title": "Chapter 13: Going Deeper – The Mechanics of PyTorch", "page": 438 }, { "level": 2, "title": "The key features of PyTorch", "page": 439 }, { "level": 2, "title": "PyTorch’s computation graphs", "page": 439 }, { "level": 3, "title": "Understanding computation graphs", "page": 439 }, { "level": 3, "title": "Creating a graph in PyTorch", "page": 440 }, { "level": 2, "title": "PyTorch tensor objects for storing and updating model parameters", "page": 441 }, { "level": 2, "title": "Computing gradients via automatic differentiation", "page": 444 }, { "level": 3, "title": "Computing the gradients of the loss with respect to trainable variables", "page": 444 }, { "level": 3, "title": "Understanding automatic differentiation", "page": 445 }, { "level": 3, "title": "Adversarial examples", "page": 445 }, { "level": 2, "title": "Simplifying implementations of common architectures via the torch.nn module", "page": 446 }, { "level": 3, "title": "Implementing models based on nn.Sequential", "page": 446 }, { "level": 3, "title": "Choosing a loss function", "page": 447 }, { "level": 3, "title": "Solving an XOR classification problem", "page": 448 }, { "level": 3, "title": "Making model building more flexible with nn.Module", "page": 453 }, { "level": 3, "title": "Writing custom layers in PyTorch", "page": 455 }, { "level": 2, "title": "Project one – predicting the fuel efficiency of a car", "page": 460 }, { "level": 3, "title": "Working with feature columns", "page": 460 }, { "level": 3, "title": "Training a DNN regression model", "page": 464 }, { "level": 2, "title": "Project two – classifying MNIST handwritten digits", "page": 465 }, { "level": 2, "title": "Higher-level PyTorch APIs: a short introduction to PyTorch-Lightning", "page": 468 }, { "level": 3, "title": "Setting up the PyTorch Lightning model", "page": 469 }, { "level": 3, "title": "Setting up the data loaders for Lightning", "page": 472 }, { "level": 3, "title": "Training the model using the PyTorch Lightning Trainer class", "page": 473 }, { "level": 3, "title": "Evaluating the model using TensorBoard", "page": 474 }, { "level": 2, "title": "Summary", "page": 478 }, { "level": 1, "title": "Chapter 14: Classifying Images with Deep Convolutional Neural Networks", "page": 480 }, { "level": 2, "title": "The building blocks of CNNs", "page": 480 }, { "level": 3, "title": "Understanding CNNs and feature hierarchies", "page": 481 }, { "level": 3, "title": "Performing discrete convolutions", "page": 483 }, { "level": 4, "title": "Discrete convolutions in one dimension", "page": 483 }, { "level": 4, "title": "Padding inputs to control the size of the output feature maps", "page": 486 }, { "level": 4, "title": "Determining the size of the convolution output", "page": 487 }, { "level": 4, "title": "Performing a discrete convolution in 2D", "page": 488 }, { "level": 3, "title": "Subsampling layers", "page": 492 }, { "level": 2, "title": "Putting everything together – implementing a CNN", "page": 493 }, { "level": 3, "title": "Working with multiple input or color channels", "page": 493 }, { "level": 3, "title": "Regularizing an NN with L2 regularization and dropout", "page": 496 }, { "level": 3, "title": "Loss functions for classification", "page": 500 }, { "level": 2, "title": "Implementing a deep CNN using PyTorch", "page": 502 }, { "level": 3, "title": "The multilayer CNN architecture", "page": 502 }, { "level": 3, "title": "Loading and preprocessing the data", "page": 503 }, { "level": 3, "title": "Implementing a CNN using the torch.nn module", "page": 505 }, { "level": 4, "title": "Configuring CNN layers in PyTorch", "page": 505 }, { "level": 4, "title": "Constructing a CNN in PyTorch", "page": 506 }, { "level": 2, "title": "Smile classification from face images using a CNN", "page": 511 }, { "level": 3, "title": "Loading the CelebA dataset", "page": 512 }, { "level": 3, "title": "Image transformation and data augmentation", "page": 513 }, { "level": 3, "title": "Training a CNN smile classifier", "page": 519 }, { "level": 2, "title": "Summary", "page": 526 }, { "level": 1, "title": "Chapter 15: Modeling Sequential Data Using Recurrent Neural Networks", "page": 528 }, { "level": 2, "title": "Introducing sequential data", "page": 528 }, { "level": 3, "title": "Modeling sequential data – order matters", "page": 529 }, { "level": 3, "title": "Sequential data versus time series data", "page": 529 }, { "level": 3, "title": "Representing sequences", "page": 529 }, { "level": 3, "title": "The different categories of sequence modeling", "page": 530 }, { "level": 2, "title": "RNNs for modeling sequences", "page": 531 }, { "level": 3, "title": "Understanding the dataflow in RNNs", "page": 531 }, { "level": 3, "title": "Computing activations in an RNN", "page": 533 }, { "level": 3, "title": "Hidden recurrence versus output recurrence", "page": 535 }, { "level": 3, "title": "The challenges of learning long-range interactions", "page": 538 }, { "level": 3, "title": "Long short-term memory cells", "page": 540 }, { "level": 2, "title": "Implementing RNNs for sequence modeling in PyTorch", "page": 542 }, { "level": 3, "title": "Project one – predicting the sentiment of IMDb movie reviews", "page": 542 }, { "level": 4, "title": "Preparing the movie review data", "page": 542 }, { "level": 4, "title": "Embedding layers for sentence encoding", "page": 546 }, { "level": 4, "title": "Building an RNN model", "page": 549 }, { "level": 4, "title": "Building an RNN model for the sentiment analysis task", "page": 550 }, { "level": 3, "title": "Project two – character-level language modeling in PyTorch", "page": 554 }, { "level": 4, "title": "Preprocessing the dataset", "page": 555 }, { "level": 4, "title": "Building a character-level RNN model", "page": 560 }, { "level": 4, "title": "Evaluation phase – generating new text passages", "page": 562 }, { "level": 2, "title": "Summary", "page": 566 }, { "level": 1, "title": "Chapter 16: Transformers – Improving Natural Language Processing with Attention Mechanisms", "page": 568 }, { "level": 2, "title": "Adding an attention mechanism to RNNs", "page": 569 }, { "level": 3, "title": "Attention helps RNNs with accessing information", "page": 569 }, { "level": 3, "title": "The original attention mechanism for RNNs", "page": 571 }, { "level": 3, "title": "Processing the inputs using a bidirectional RNN", "page": 572 }, { "level": 3, "title": "Generating outputs from context vectors", "page": 572 }, { "level": 3, "title": "Computing the attention weights", "page": 573 }, { "level": 2, "title": "Introducing the self-attention mechanism", "page": 573 }, { "level": 3, "title": "Starting with a basic form of self-attention", "page": 574 }, { "level": 3, "title": "Parameterizing the self-attention mechanism: scaled dot-product attention", "page": 578 }, { "level": 2, "title": "Attention is all we need: introducing the original transformer architecture", "page": 581 }, { "level": 3, "title": "Encoding context embeddings via multi-head attention", "page": 583 }, { "level": 3, "title": "Learning a language model: decoder and masked multi-head attention", "page": 587 }, { "level": 3, "title": "Implementation details: positional encodings and layer normalization", "page": 588 }, { "level": 2, "title": "Building large-scale language models by leveraging unlabeled data", "page": 590 }, { "level": 3, "title": "Pre-training and fine-tuning transformer models", "page": 590 }, { "level": 3, "title": "Leveraging unlabeled data with GPT", "page": 592 }, { "level": 3, "title": "Using GPT-2 to generate new text", "page": 595 }, { "level": 3, "title": "Bidirectional pre-training with BERT", "page": 598 }, { "level": 3, "title": "The best of both worlds: BART", "page": 601 }, { "level": 2, "title": "Fine-tuning a BERT model in PyTorch", "page": 603 }, { "level": 3, "title": "Loading the IMDb movie review dataset", "page": 604 }, { "level": 3, "title": "Tokenizing the dataset", "page": 606 }, { "level": 3, "title": "Loading and fine-tuning a pre-trained BERT model", "page": 607 }, { "level": 3, "title": "Fine-tuning a transformer more conveniently using the Trainer API", "page": 611 }, { "level": 2, "title": "Summary", "page": 615 }, { "level": 1, "title": "Chapter 17: Generative Adversarial Networks for Synthesizing New Data", "page": 618 }, { "level": 2, "title": "Introducing generative adversarial networks", "page": 618 }, { "level": 3, "title": "Starting with autoencoders", "page": 619 }, { "level": 3, "title": "Generative models for synthesizing new data", "page": 621 }, { "level": 3, "title": "Generating new samples with GANs", "page": 622 }, { "level": 3, "title": "Understanding the loss functions of the generator and discriminator networks in a GAN model", "page": 623 }, { "level": 2, "title": "Implementing a GAN from scratch", "page": 625 }, { "level": 3, "title": "Training GAN models on Google Colab", "page": 625 }, { "level": 3, "title": "Implementing the generator and the discriminator networks", "page": 629 }, { "level": 3, "title": "Defining the training dataset", "page": 633 }, { "level": 3, "title": "Training the GAN model", "page": 634 }, { "level": 2, "title": "Improving the quality of synthesized images using a convolutional and Wasserstein GAN", "page": 641 }, { "level": 3, "title": "Transposed convolution", "page": 641 }, { "level": 3, "title": "Batch normalization", "page": 643 }, { "level": 3, "title": "Implementing the generator and discriminator", "page": 645 }, { "level": 3, "title": "Dissimilarity measures between two distributions", "page": 653 }, { "level": 3, "title": "Using EM distance in practice for GANs", "page": 656 }, { "level": 3, "title": "Gradient penalty", "page": 657 }, { "level": 3, "title": "Implementing WGAN-GP to train the DCGAN model", "page": 658 }, { "level": 3, "title": "Mode collapse", "page": 662 }, { "level": 2, "title": "Other GAN applications", "page": 664 }, { "level": 2, "title": "Summary", "page": 664 }, { "level": 1, "title": "Chapter 18: Graph Neural Networks for Capturing Dependencies in Graph Structured Data", "page": 666 }, { "level": 2, "title": "Introduction to graph data", "page": 667 }, { "level": 3, "title": "Undirected graphs", "page": 667 }, { "level": 3, "title": "Directed graphs", "page": 668 }, { "level": 3, "title": "Labeled graphs", "page": 669 }, { "level": 3, "title": "Representing molecules as graphs", "page": 669 }, { "level": 2, "title": "Understanding graph convolutions", "page": 670 }, { "level": 3, "title": "The motivation behind using graph convolutions", "page": 670 }, { "level": 3, "title": "Implementing a basic graph convolution", "page": 673 }, { "level": 2, "title": "Implementing a GNN in PyTorch from scratch", "page": 677 }, { "level": 3, "title": "Defining the NodeNetwork model", "page": 678 }, { "level": 3, "title": "Coding the NodeNetwork’s graph convolution layer", "page": 679 }, { "level": 3, "title": "Adding a global pooling layer to deal with varying graph sizes", "page": 681 }, { "level": 3, "title": "Preparing the DataLoader", "page": 684 }, { "level": 3, "title": "Using the NodeNetwork to make predictions", "page": 687 }, { "level": 2, "title": "Implementing a GNN using the PyTorch Geometric library", "page": 688 }, { "level": 2, "title": "Other GNN layers and recent developments", "page": 694 }, { "level": 3, "title": "Spectral graph convolutions", "page": 694 }, { "level": 3, "title": "Pooling", "page": 696 }, { "level": 3, "title": "Normalization", "page": 697 }, { "level": 3, "title": "Pointers to advanced graph neural network literature", "page": 698 }, { "level": 2, "title": "Summary", "page": 700 }, { "level": 1, "title": "Chapter 19: Reinforcement Learning for Decision Making in Complex Environments", "page": 702 }, { "level": 2, "title": "Introduction – learning from experience", "page": 703 }, { "level": 3, "title": "Understanding reinforcement learning", "page": 703 }, { "level": 3, "title": "Defining the agent-environment interface of a reinforcement learning system", "page": 704 }, { "level": 2, "title": "The theoretical foundations of RL", "page": 705 }, { "level": 3, "title": "Markov decision processes", "page": 706 }, { "level": 4, "title": "The mathematical formulation of Markov decision processes", "page": 706 }, { "level": 4, "title": "Visualization of a Markov process", "page": 708 }, { "level": 3, "title": "Episodic versus continuing tasks", "page": 708 }, { "level": 3, "title": "RL terminology: return, policy, and value function", "page": 709 }, { "level": 4, "title": "The return", "page": 709 }, { "level": 4, "title": "Policy", "page": 711 }, { "level": 4, "title": "Value function", "page": 711 }, { "level": 3, "title": "Dynamic programming using the Bellman equation", "page": 713 }, { "level": 2, "title": "Reinforcement learning algorithms", "page": 713 }, { "level": 3, "title": "Dynamic programming", "page": 714 }, { "level": 4, "title": "Policy evaluation – predicting the value function with dynamic programming", "page": 715 }, { "level": 4, "title": "Improving the policy using the estimated value function", "page": 715 }, { "level": 4, "title": "Policy iteration", "page": 716 }, { "level": 4, "title": "Value iteration", "page": 716 }, { "level": 3, "title": "Reinforcement learning with Monte Carlo", "page": 716 }, { "level": 4, "title": "State-value function estimation using MC", "page": 717 }, { "level": 4, "title": "Action-value function estimation using MC", "page": 717 }, { "level": 4, "title": "Finding an optimal policy using MC control", "page": 717 }, { "level": 4, "title": "Policy improvement – computing the greedy policy from the action-value function", "page": 718 }, { "level": 3, "title": "Temporal difference learning", "page": 718 }, { "level": 4, "title": "TD prediction", "page": 718 }, { "level": 4, "title": "On-policy TD control (SARSA)", "page": 720 }, { "level": 4, "title": "Off-policy TD control (Q-learning)", "page": 720 }, { "level": 2, "title": "Implementing our first RL algorithm", "page": 720 }, { "level": 3, "title": "Introducing the OpenAI Gym toolkit", "page": 721 }, { "level": 4, "title": "Working with the existing environments in OpenAI Gym", "page": 721 }, { "level": 4, "title": "A grid world example", "page": 723 }, { "level": 4, "title": "Implementing the grid world environment in OpenAI Gym", "page": 723 }, { "level": 3, "title": "Solving the grid world problem with Q-learning", "page": 730 }, { "level": 2, "title": "A glance at deep Q-learning", "page": 735 }, { "level": 3, "title": "Training a DQN model according to the Q-learning algorithm", "page": 735 }, { "level": 4, "title": "Replay memory", "page": 736 }, { "level": 4, "title": "Determining the target values for computing the loss", "page": 737 }, { "level": 3, "title": "Implementing a deep Q-learning algorithm", "page": 739 }, { "level": 2, "title": "Chapter and book summary", "page": 743 }, { "level": 1, "title": "Other Books You May Enjoy", "page": 748 }, { "level": 1, "title": "Index", "page": 752 } ] }, { "id": "deep_learning_with_python_francois_chollet", "title": "Deep Learning with Python", "author": "François Chollet", "totalPages": 493, "fileSize": 13329442, "pdfUrl": "data/pdfs/deep_learning_with_python_francois_chollet.pdf", "coverUrl": "data/covers/deep_learning_with_python_francois_chollet.jpg", "layoutUrl": "data/layouts/deep_learning_with_python_francois_chollet.json", "category": "Machine Learning", "tags": [ "Deep Learning", "Python", "Keras", "Neural Networks" ], "toc": [ { "level": 1, "title": "Copyright", "page": 3 }, { "level": 1, "title": "Brief Table of Contents", "page": 5 }, { "level": 1, "title": "Table of Contents", "page": 7 }, { "level": 1, "title": "Preface", "page": 18 }, { "level": 1, "title": "Acknowledgments", "page": 20 }, { "level": 1, "title": "About this Book", "page": 22 }, { "level": 1, "title": "About the Author", "page": 26 }, { "level": 1, "title": "About the Cover", "page": 27 }, { "level": 1, "title": "Part 1. Fundamentals of deep learning", "page": 28 }, { "level": 2, "title": "Chapter 1. What is deep learning?", "page": 29 }, { "level": 2, "title": "Chapter 2. Before we begin: the mathematical building blocks of neural networks", "page": 58 }, { "level": 2, "title": "Chapter 3. Getting started with neural networks", "page": 94 }, { "level": 2, "title": "Chapter 4. Fundamentals of machine learning", "page": 139 }, { "level": 1, "title": "Part 2. Deep learning in practice", "page": 170 }, { "level": 2, "title": "Chapter 5. Deep learning for computer vision", "page": 171 }, { "level": 2, "title": "Chapter 6. Deep learning for text and sequences", "page": 238 }, { "level": 2, "title": "Chapter 7. Advanced deep-learning best practices", "page": 305 }, { "level": 2, "title": "Chapter 8. Generative deep learning", "page": 351 }, { "level": 2, "title": "Chapter 9. Conclusions", "page": 411 }, { "level": 1, "title": "Appendix A. Installing Keras and its dependencies on Ubuntu", "page": 440 }, { "level": 1, "title": "Appendix B. Running Jupyter notebooks on an EC2 GPU instance", "page": 445 }, { "level": 1, "title": "Index", "page": 453 }, { "level": 1, "title": "List of Figures", "page": 476 }, { "level": 1, "title": "List of Tables", "page": 485 }, { "level": 1, "title": "List of Listings", "page": 486 } ] }, { "id": "the_hundred_page_machine_learning_book_andriy_burkov", "title": "The Hundred-Page Machine Learning Book", "author": "Andriy Burkov", "totalPages": 152, "fileSize": 7321330, "pdfUrl": "data/pdfs/the_hundred_page_machine_learning_book_andriy_burkov.pdf", "coverUrl": "data/covers/the_hundred_page_machine_learning_book_andriy_burkov.jpg", "layoutUrl": "data/layouts/the_hundred_page_machine_learning_book_andriy_burkov.json", "category": "Machine Learning", "tags": [ "Machine Learning", "Fundamentals" ], "toc": [ { "level": 1, "title": "Preface.pdf", "page": 1 }, { "level": 2, "title": "Preface", "page": 3 }, { "level": 3, "title": "Who This Book is For", "page": 3 }, { "level": 3, "title": "How to Use This Book", "page": 3 }, { "level": 3, "title": "Should You Buy This Book?", "page": 4 } ] }, { "id": "understanding_deep_learning_simon_j_d_prince", "title": "Understanding Deep Learning", "author": "Simon J.D. Prince", "totalPages": 782, "fileSize": 7366133, "pdfUrl": "data/pdfs/understanding_deep_learning_simon_j_d_prince.pdf", "coverUrl": "data/covers/understanding_deep_learning_simon_j_d_prince.jpg", "layoutUrl": "data/layouts/understanding_deep_learning_simon_j_d_prince.json", "category": "Machine Learning", "tags": [ "Deep Learning", "Neural Networks", "Mathematics" ], "toc": [ { "level": 1, "title": "Contents", "page": 6 }, { "level": 1, "title": "Preface", "page": 8 }, { "level": 1, "title": "Acknowledgments", "page": 10 }, { "level": 1, "title": "Chapter 1: Introduction", "page": 12 }, { "level": 1, "title": "Chapter 2: Supervised learning", "page": 33 }, { "level": 1, "title": "Chapter 3: Shallow neural networks", "page": 44 }, { "level": 1, "title": "Chapter 4: Deep neural networks", "page": 68 }, { "level": 1, "title": "Chapter 5: Loss functions", "page": 89 }, { "level": 1, "title": "Chapter 6: Fitting models", "page": 121 }, { "level": 1, "title": "Chapter 7: Gradients and initialization", "page": 149 }, { "level": 1, "title": "Chapter 8: Measuring performance", "page": 180 }, { "level": 1, "title": "Chapter 9: Regularization", "page": 209 }, { "level": 1, "title": "Chapter 10: Convolutional networks", "page": 243 }, { "level": 1, "title": "Chapter 11: Residual networks", "page": 279 }, { "level": 1, "title": "Chapter 12: Transformers", "page": 309 }, { "level": 1, "title": "Chapter 13: Graph neural networks", "page": 359 }, { "level": 1, "title": "Chapter 14: Unsupervised learning", "page": 399 }, { "level": 1, "title": "Chapter 15: Generative Adversarial Networks", "page": 410 }, { "level": 1, "title": "Chapter 16: Normalizing flows", "page": 451 }, { "level": 1, "title": "Chapter 17: Variational autoencoders", "page": 484 }, { "level": 1, "title": "Chapter 18: Diffusion models", "page": 515 }, { "level": 1, "title": "Chapter 19: Reinforcement learning", "page": 551 }, { "level": 1, "title": "Chapter 20: Why does deep learning work?", "page": 594 }, { "level": 1, "title": "Chapter 21: Deep learning and ethics", "page": 621 }, { "level": 1, "title": "Appendix A: Notation", "page": 644 }, { "level": 1, "title": "Appendix B: Mathematics", "page": 648 }, { "level": 1, "title": "Appendix C: Probability", "page": 660 }, { "level": 1, "title": "Bibliography", "page": 679 }, { "level": 1, "title": "Index", "page": 746 } ] } ]