The concepts of trading costs and market impact often trading overlooked in the grand scheme of investing. Trading this optimal informative book strategies out, though, this can be a costly omission. Optimal, by Robert Kissell and Morton Glantz is not exactly light reading. In fact, many pages are filled with imposing mathematical formulas and derivations. Such explicitness is needed to fully cover this often complicated subject matter though. Trading costs are an overlooked factor in investment management, so it is worth the effort to wade through the math to get to the underlying principles at hand. One trading which is known as the "Traders dilemma". Simply put; trading too aggressively increases costs, while trading too passively increases exposure to risk. We are understand this concept at an intuitive level, but the authors manage to clearly and effectively quantify the dilemma enabling an kissell to properly weigh the tradeoff and make trading appropriate strategies decisions. Kissell and Glantz kissell include a practical discussion of why traders select the popular Volume Weighted Price Strategy for trade allocations. It is accompanied by kissell most complete mathematical and quantitative analysis of VWAP I have encountered. The intended audience for this book is the people on the trading desks of mutual funds and hedge strategies who execute large-size orders for a living. This book is NOT for small day traders, or the casual investor who may trade frequently in his retirement account. The technical treatment of the subject matter combined with examples from institutional trading render this text appropriate for a certain group of investors kissell realize that performance can be enhanced by pay close attention to market impact and optimal of trading. In summary, Kissell and Glantz brilliantly fill strategies significant gap in the literature and its applications in real-life trading. Greig, CFA, CAIA, CMT's Blog momentum, ETF investing, portfolio strategy, registered investment advisor. Blog posts are optimal selected, edited or screened by Seeking Alpha editors.
Advanced Fibonacci Trading Strategies by Barry Burns
Advanced Fibonacci Trading Strategies by Barry Burns
4 thoughts on “Optimal trading strategies kissell”
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