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Optimal Trading Strategies Morton Glantz

Optimal Trading Strategies von Morton Glantz

Optimal Trading Strategies Morton Glantz


50,00
Zustand - Sehr Gut
Nicht auf Lager

Zusammenfassung

How trades are planned, structured, and executed has a direct and enormous impact on the value of the investment and on the profitability for the money manager. This book is devoted to mathematical and strategic analysis of the costs and how traders can minimize them, in turn maximizing returns on investments and efficiency of trades.

Optimal Trading Strategies Zusammenfassung

Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk Morton Glantz

The decisions that investment professionals and fund managers make have a direct impact on investor return. Unfortunately, the best implementation methodologies are not widely disseminated throughout the professional community, compromising the best interests of funds, their managers, and ultimately the individual investor. But now there is a strategy that lets professionals make better decisions. This valuable reference answers crucial questions such as: * How do I compare strategies? * Should I trade aggressively or passively? * How do I estimate trading costs, slice an order, and measure performance? and dozens more. Optimal Trading Strategies is the first book to give professionals the methodology and framework they need to make educated implementation decisions based on the objectives and goals of the funds they manage and the clients they serve.

Über Morton Glantz

Robert Kinsell is director of trading research at one of the world's largest providers of technology-based trading solutions. Morton Glantz heads a consulting firm specializing in credit, strategic planning, and risk management.

Inhaltsverzeichnis

1. Transaction Cost 2. Unbundled Trading Costs 3. Pre-Trade Analysis 4. Price Appreciation 5. Market Impact 6. Timing Risk 7. Opportunity Cost 8. The Holy Grail of Market Impact 9. Optimal Trading Strategies 10. Principal Bid Transactions 11. VWAP Trading Strategies 12. Advanced Trading Techniques 13. Post Trade Analysis

Zusätzliche Informationen

GOR006248567
9780814407240
0814407242
Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk Morton Glantz
Gebraucht - Sehr Gut
Gebundene Ausgabe
Amacom
20030709
350
N/A
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