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Portfolio management formulas - Ralph Vince
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Title
Portfolio management formulas - mathematical trading methods for the futures, options, and stock markets
Portfolio management formulas - mathematical trading methods for the futures, options, and stock markets
Author
Ralph Vince
Ralph Vince
format
Hardback
Hardback
Publisher
John Wiley & Sons, Inc.
John Wiley & Sons, Inc.
Language
English
English
UK Publication Date
19901115
19901115
Description
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.
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