Placeholder text

Go to cart

Portfolio Management Formulas

By Ralph Vince

Product Image: Portfolio Management Formulas

Portfolio Management Formulas

0 - Default Title
Description
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.
Product details
Edition:
1
Number of Pages:
288
Release Date:
1990-11-15
Publication Date:
1991-01-16
Publisher:
Wiley
Languages:
Original: English
ISBN10:
0471527564
ISBN13:
9780471527565
GPSR Manufacturer Reference:
[email protected]
Weight:
576 g
Height:
157 cm
Width:
235 cm
Thickness:
20 cm
Buy on Amazon
Currently sold out