Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets: 1 (Wiley Finance) - Tapa dura

Vince, Ralph

 
9780471527565: Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets: 1 (Wiley Finance)
Tapa dura
ISBN 10: 0471527564 ISBN 13: 9780471527565
Editorial: Wiley, 1990

Sinopsis

Explores two neglected mathematical tools essential for competing successfully in today's frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns (diversification), which shows not only which markets and systems to trade, but how to diversify with respect to trading the right quantities for each market. By using these lesser known tools in conjunction with the more popular trade/system selection tools, readers will see mathematically how success in the markets can be achieved, and how ``success'' without using all three is most likely incidental. In addition, non-stationary distribution of profits and losses and drawdowns are incorporated into the discussions to expose traders to the highs and lows of commodities markets and how best to leverage their assets.

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Acerca del autor

Ralph Vince is a computer programmer who got his start in the trading business as a margin clerk and later worked as a consultant programmer to large futures traders and fund managers. He currently consults with businesses and trading operations around the world and speaks frequently in front of professional and academic groups globally. Vince has been critically acclaimed for his groundbreaking work in money management, particularly in the development of Optimal f. He is the author of numerous Wiley titles, including The Handbook of Portfolio Mathematics, Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.

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Editorial
Wiley
Año de publicación
1990
Idioma
Inglés
ISBN 10 
0471527564
ISBN 13 
9780471527565
Encuadernación
Tapa dura
Número de páginas
290
Contacto del fabricante
no disponible
Persona responsable
no disponible