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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk Hardcover – July 9, 2003

2.8 out of 5 stars 21 ratings

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Hardcover, July 9, 2003
$476.90 $60.78

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Editorial Reviews


“…brilliantly fill[s] a significant gap in the literature and its applications in real-life trading…provides an accessible introduction to the science of trading…a thorough quantitative handling for those looking for the highest level of detail.— www.seekingalpha.com

Book Description

"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."

Product details

  • Item Weight : 2.05 pounds
  • Hardcover : 350 pages
  • ISBN-10 : 0814407242
  • ISBN-13 : 978-0814407240
  • Product Dimensions : 7.25 x 1.25 x 10.5 inches
  • Publisher : AMACOM; 1st Edition (July 9, 2003)
  • Reading level : 17 and up
  • Language: : English
  • Customer Reviews:
    2.8 out of 5 stars 21 ratings
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