Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk

Glantz, Morton

ISBN 10: 0814407242 / ISBN 13: 9780814407240

Published by Amacom Books, 2003

Seller Inventory # 0814407242-VB

Synopsis:

"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."

About the Author: Robert Kinsell is director of trading research at one of the world's largest providers of technology-based trading solutions.

Morton Glantz heads a consulting firm specializing in credit, strategic planning, and risk management.

Bibliographic Details

Title: Optimal Trading Strategies: Quantitative ...
Publisher: Amacom Books
Publication Date: 2003
Binding: hardcover
Condition: As New