Portfolio Management Formulastxt,chm,pdf,epub,mobi下载 作者:Ralph Vince 出版社: Wiley 副标题: Mathematical Trading Methods for the Futures, Options, and Stock Markets 出版年: 1990-10-19 页数: 288 定价: USD 135.00 装帧: Hardcover ISBN: 9780471527565
内容简介 · · · · · ·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 th...
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.
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叙事别开生面
一如既往地 好看
一种全新的角度切入
很不一样的体验