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Optimal Trading Strategies Morton Glantz

Optimal Trading Strategies By Morton Glantz

Optimal Trading Strategies by Morton Glantz


$93.99
Condition - Very Good
Out of stock

Summary

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 Summary

Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk by 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.

About 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.

Table of Contents

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

Additional information

GOR006248567
9780814407240
0814407242
Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk by Morton Glantz
Used - Very Good
Hardback
Amacom
20030709
350
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Optimal Trading Strategies