Essays On Trading Strategy
Book Details
Format
Hardback or Cased Book
Book Series
World Scientific Series in Finance
ISBN-10
9811273812
ISBN-13
9789811273810
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 4th, 2023
Print length
216 Pages
Weight
468 grams
Dimensions
15.90 x 23.70 x 1.80 cms
Product Classification:
Investment & securities
Ksh 12,600.00
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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.
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