Essays On Trading Strategy

by Graham L Giller

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

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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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