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Essays on Trading Strategy

Original price was: ₹1795.00.Current price is: ₹1346.00.

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AuthorGraham L Giller
ISBN9798886130768
Published LanguageEnglish
Publication Year2024
PublisherWorld Scientific
BindingPaperback
Original Price$78.00
Pages216
Ships By3-4 days

Description

This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both “Normal” and leptokurtotic distributions.

Additional information

Author

ISBN

Published Language

Publication Year

Publisher

Binding

Original Price

Pages

216

Ships By

3-4 days