Essays on Trading Strategy

by Graham L Giller

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...

• Format: Hardcover
• Language: English
• ISBN: 9811273812
• ISBN13: 9789811273810
• Release Date: August 2023
• Publisher: World Scientific Publishing Company
• Length: 216 Pages
• Weight: 1.02 lbs.
• Dimensions: 0.6" x 6.0" x 9.0"