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Title: Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk by Robert Kissell, Morton Glantz ISBN: 0-8144-0724-2 Publisher: AMACOM Pub. Date: June, 2003 Format: Hardcover Volumes: 1 List Price(USD): $69.95 |
Average Customer Rating: 5 (9 reviews)
Rating: 5
Summary: Great from start to end
Comment: This book was well written for the rookies and professionals. Authors explained the trading process from pre-trade to post-trade analysis, with added topics like impact cost and VWAP. Great explanations. A must have desknotes.
Rating: 5
Summary: Extraordinary Financial Resource!
Comment: This is an excellent financial resource for the seasoned professional or enthusiastic student. The book is the first of its kind to address finance and investing from the point of view of the trader.
It widely known that improper implementation of an investment decision can negate much of a manager's anticipated alpha, but how exactly should managers examine the set of potential implementation schemes? The solution to this question is the primary focus of Optimal Trading Strategies. The authors provide a very thorough investigation of transaction costs (e.g. when, where, and why they arise) and continue with an easy-to-understand analytical process to estimate, manage, and control those costs. The authors' approach to developing these "optimal trading strategies" also turns out to be the basis for achieving "best execution." The net result to managers is higher returns. I highly recommend this reference for anyone interested in understanding all aspects of finance and investment theory, and it makes a wonderful complement to graduate level texts.
Rating: 5
Summary: A worthy read for investment professionals.
Comment: Ever since Datek took advantage of the Small Order Execution System and made day-trading popular, every day people have been looking for a sensible way to make money trading stocks.
They are now learning the tools that large investment companies have been using for years. Every basis point counts.
Anybody interested in Program Trading needs to read this book.
I cannot recommend this more highly, and this comes from a comlpetely unbiased review of an excellent book.
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Title: Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program by Lars Kestner ISBN: 0071412395 Publisher: McGraw-Hill Pub. Date: August, 2003 List Price(USD): $65.00 |
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Title: Modern Investment Management: An Equilibrium Approach by Bob Litterman, Quantitative Resources Group ISBN: 0471124109 Publisher: John Wiley & Sons Pub. Date: 03 July, 2003 List Price(USD): $129.95 |
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Title: Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris ISBN: 0195144708 Publisher: Oxford Press Pub. Date: October, 2002 List Price(USD): $95.00 |
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Title: Trading Systems and Money Management: A Guide to Trading and Profiting in Any Market by Thomas Stridsman ISBN: 0071400192 Publisher: McGraw-Hill Pub. Date: July, 2003 List Price(USD): $55.00 |
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Title: Professional Stock Trading: System Design and Automation by Mark R. Conway, Aaron N. Behle ISBN: 0971853649 Publisher: Acme Trader Pub. Date: July, 2002 List Price(USD): $64.95 |
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