附註:Includes bibliographical references (pages 271-276) and index.
PREFACE; AN INVITATION; ABOUT THE AUTHORS; INTRODUCTION; BUT ISN'T DAY TRADING DANGEROUS?; DAY TRADING IS NOTHING NEW; DAY TRADING FUTURES AND OPTIONS; RISK, REWARD, LEVERAGE, AND MARGIN; WHAT HAVE WE LEARNED?; FUTURES AND OPTIONS AS DAY TRADING INSTRUMENTS; WHAT MAKES A GOOD DAY TRADING INSTRUMENT?; WHAT ARE FUTURES?; WHAT ARE OPTIONS?; WHAT SHOULD YOU TRADE?; SUMMARY; WHAT HAVE WE LEARNED?; HARDWARE AND SOFTWARE; HARDWARE; SOFTWARE; TIPS FOR BUYING HARDWARE; TIPS FOR SELECTING SOFTWARE; IF YOU ALREADY HAVE HARDWARE ... ; WHAT HAVE WE LEARNED?; GETTING CONNECTED.
INTERNET SERVICE PROVIDERSCONNECTING TO ISPs; DATA VENDORS; GETTING CONNECTED TO DATA VENDORS; DIRECT ACCESS TRADING PROVIDERS; ADDITIONAL INFORMATION; WHAT HAVE WE LEARNED?; MECHANICS OF DAY TRADING; PREPARING TO TRADE; TYPES OF ORDERS; CONFIRMING EXECUTION; CANCELING ORDERS; HOW ORDERS ARE PROCESSED AND FILLED; AVOIDING SURPRISES; RESPONDING TO EVENTS; WHEN THE DAY ENDS; WHAT HAVE WE LEARNED?; FUNDAMENTALS OF DAY TRADING; MONEY MANAGEMENT; CAPTURING PROFIT; USING DIFFERENT ORDER TYPES; SENSING THE EBB AND FLOW OF THE MARKET; PRACTICE TRADING; WHAT HAVE WE LEARNED?
PROFIT-GRABBING STRATEGIESTRADING THE ASK-BID SPREAD; TRADING MOMENTUM; SWING TRADING; ARBITRAGE; SPREADS AND STRADDLES; PLAYING THE NEWS; TECHNICAL ANALYSIS; ROCKET SCIENCE; WHAT HAVE WE LEARNED?; DAY TRADING IN ACTION; MOMENTUM TRADING; EXAMPLES OF MOMENTUM TRADING STOCK OPTIONS; EXAMPLES OF MOMENTUM TRADING FUTURES; SWING TRADING; EXAMPLES OF SWING TRADING STOCK OPTIONS; TRADING THE NEWS; EXAMPLES OF NEWS TRADING; WHAT HAVE WE LEARNED?; TRADING INDEX OPTIONS AND FUTURES; MOMENTUM TRADING THE INDEXES; SWING TRADING THE INDEXES; NEWS TRADING THE INDEXES; THE DIFFICULTIES DAY TRADING INDEXES.
THE OPENING RANGE BREAKOUT STRATEGYCYCLE ANALYSIS; USING PROXIES FOR INDEX TRADING; USING FACTOR ANALYSIS TO DISCOVER PROXIES; A TWO-FACTOR MODEL; A 20-FACTOR MODEL; LESS HOMOGENOUS AND INTERPRETABLE FACTORS; SELECTING PROXIES; WHAT HAVE WE LEARNED?; ADVANCED TRADING TECHNIQUES; INDICATORS; MAXIMUM ENTROPY SPECTRAL ANALYSIS (MESA); EXPERT SYSTEMS; NEURAL NETWORKS; GENETIC ALGORITHMS; WHAT HAVE WE LEARNED?; SPECIFICATIONS FOR SOME POPULAR COMMODITIES (as of March 2000); DATA VENDORS; BROKERAGES; SOFTWARE VENDORS; WEBSITES OF INTEREST; USEFUL RESOURCES; SOURCES FOR NEWS; TRADING EXCHANGES.
