Articles liés à Portfolio Management Formula: Mathematical Trading...
Portfolio Management Formula: Mathematical Trading Methods for the Futures, Options and Stock Markets - Couverture rigide
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Ralph Vince is a computer programmer who got his start in the trading business as a margin clerk and later worked as a consultant programmer to large futures traders and fund managers. He currently consults with businesses and trading operations around the world and speaks frequently in front of professional and academic groups globally. Vince has been critically acclaimed for his groundbreaking work in money management, particularly in the development of Optimal f. He is the author of numerous Wiley titles, including The Handbook of Portfolio Mathematics, Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 86,99
EUR 5,65 expédition depuis Royaume-Uni vers France
Destinations, frais et délaisRésultats de recherche pour Portfolio Management Formula: Mathematical Trading...
Image d'archives
Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets
Edité par
Wiley & Sons, Incorporated, John, 1991
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 11155321-75
Quantité disponible : 1 disponible(s)
Image d'archives
Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets Wiley Finance von Ralph Vince (Autor), Vince Börse Wall Street Finanzmarkt Kapitalmärkte financial markets modern portfolio theory diversification
Edité par
John Wiley & Sons, 1990
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : gut. 1990. Explores two mathematical tools essential for competing in frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns that shows which markets and systems to trade and how to diversify with respect to trading the right quantities for each market.This title 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. Synopsis A guide to money management strategies for traders in the futures, options, and stock markets, this book shows how to profitably exploit the rules of probability and the principles of modern portfolio theory. I bought this book about 4 years ago and put it on the shelf for later reading (I collect books in this subject area). I sure wish I read it thoroughly at an earlier date. Concerning the area of money management as related to investing, this is simply the best book I have ever seen, and like I said, I collect books dealing with this subject. While this book at first seems oriented towards the futures markets, its principles may be applied to any market. Personally, I invest in stocks, not futures. Just this weekend, using the theory discussed in this book, I set up a spreadsheet that I feel confident will greatly improve my trading returns in the future. Highly recommended. The material is explained very well and very thoroughly and is very convincing. This book changed my trading life. It tells why money management is as important or more important than a trading strategy itself. It also allows one to make apple to apple comparisons of trading systems; after the analysis you then allocate numbers of contracts (or shares) to each system. Without proper money management most traders, even with winning strategies, are doomed to fail. Content: 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. Reihe/Serie: Wiley Finance Zusatzinfo Ill. Verlagsort New York Sprache englisch Maße 163 x 232 mm Wirtschaft Betriebswirtschaft BWL Management Finanzmarkt Finanzierung Kapitalmärkte ISBN-10 0-471-52756-4 / 0471527564 ISBN-13 978-0-471-52756-5 / 9780471527565 Portfolio Management Formulas Mathematical Trading Methods for the Futures, Options, and Stock Markets Wiley Finance Ralph Vince Börse Wall Street commodities markets modern portfolio theory diversification trade Jake Bernstein Seasonality Saisonalitäten Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets Wiley Finance von Ralph Vince (Autor), Vince In englischer Sprache. 288 pages. 22,9 x 16 x 2,8 cm. N° de réf. du vendeur BN0485
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Portfolio Management Formula : Mathematical Trading Methods for the Futures, Options and Stock Markets
Edité par
Wiley, 1991
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. N° de réf. du vendeur 2821-5
Quantité disponible : 2 disponible(s)
Image d'archives
Portfolio Management Formulas
Edité par
John Wiley and Sons, 1990
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Neuf
Couverture rigide
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9780471527565
Quantité disponible : 15 disponible(s)
Image d'archives
Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets
Edité par
Wiley, 1991
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : Goodwill Books, Hillsboro, OR, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Acceptable. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included. N° de réf. du vendeur 3IIZU8000147_ns
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Portfolio Management Formula : Mathematical Trading Methods for the Futures, Options and Stock Markets
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 2821-n
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Portfolio Management Formula : Mathematical Trading Methods for the Futures, Options and Stock Markets
Edité par
Wiley, 1991
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 2821
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Portfolio Management Formula : Mathematical Trading Methods for the Futures, Options and Stock Markets
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 2821-n
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Portfolio Management Formulas
Edité par
John Wiley & Sons, 1990
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Explores two mathematical tools essential for competing in frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns that shows which markets and systems to tr. N° de réf. du vendeur 446917071
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Portfolio Management Formula : Mathematical Trading Methods for the Futures, Options and Stock Markets
Edité par
Wiley, 1991
ISBN 10 : 0471527564
ISBN 13 : 9780471527565
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 2821
Quantité disponible : Plus de 20 disponibles