Edited by
Christian L. Dunis
Jason Laws
and
Patrick Naim

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Library of Congress Cataloging in Publication Data
Applied quantitative methods for trading and investment / edited by Christian Dunis, Jason Laws, and Patrick Naim
p. cm. - (Wiley finance series)
Includes bibliographical references and index.
ISBN 0-470-84885-5 (cased : alk. paper)

1. Finance Mathematical models.
2. Investments-Mathematical models.
3. Speculation-Mathematical models.

I. Dunis, Christian.
II. Laws, Jason.
III. Naim, Patrick.
IV. Series HG106.A67 2003
332.6'01'5195-dc21
2003049721

British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library

ISBN 0-470-84885-5

Typeset in 10/12pt Times by Laserwords Private Limited, Chennai, India Printed and bound in Great Britain by TJ International, Padstow, Cornwall This book is printed on acid free paper responsibly manufactured from sustainable forestry in which at least two trees are planted for each one used for paper production.