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Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets - Ralph Vince

Portfolio Management Formulas

Mathematical Trading Methods for the Futures, Options, and Stock Markets

Hardcover Published: 19th October 1990
ISBN: 9780471527565
Number Of Pages: 288

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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.

The Random Process and Gambling Theory.

Systems and Optimization.

Reinvestment of Returns and Geometric Growth Concepts.

Optimal Fixed Fractional Trading.

Risk of Ruin.

The Total Portfolio Approach.

Covering the Periphery.

Appendices.

Bibliography and Suggested Reading.

Index.

ISBN: 9780471527565
ISBN-10: 0471527564
Series: Wiley Finance
Audience: General
Format: Hardcover
Language: English
Number Of Pages: 288
Published: 19th October 1990
Country of Publication: US
Dimensions (cm): 23.7 x 15.75  x 2.24
Weight (kg): 0.54
Edition Number: 1

Earn 322 Qantas Points
on this Book

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