Portfolio Management Formula: Mathematical Trading Methods for the Futures, Options and Stock Markets - Rilegato

Vince, Ralph

Rilegato

ISBN 10: 0471527564 ISBN 13: 9780471527565

Casa editrice: John Wiley & Sons Inc, 1990

Riassunto

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.

Su questo libro

Product Description:

Book by Vince Ralph

Su questa edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 1990
• ISBN 10: 0471527564
• ISBN 13: 9780471527565
• Rilegatura: Copertina rigida
• Numero di pagine: 290