AnyBook4Less.com
Find the Best Price on the Web
Order from a Major Online Bookstore
Developed by Fintix
Home  |  Store List  |  FAQ  |  Contact Us  |  
 
Ultimate Book Price Comparison Engine
Save Your Time And Money

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

Please fill out form in order to compare prices
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
Your Country
Currency
Delivery
Include Used Books
Are you a club member of: Barnes and Noble
Books A Million Chapters.Indigo.ca

Average Customer Rating: 5 (9 reviews)

Customer 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.

Similar Books:

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
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
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
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
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

Thank you for visiting www.AnyBook4Less.com and enjoy your savings!

Copyright� 2001-2021 Send your comments

Powered by Apache