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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
Publisher: AMACOM | Pages: 350 | 2003-07-09 | ISBN 0814407242 | PDF | 4 MB
Trading professionals, especially those with corporate clients, rack up millions of dollars in transaction costs each day. How trades are planned, structured, and executed has a direct and enormous impact on the value of the investment and on the profitability for the money manager. "Optimal Trading Strategies" is the first book devoted to a thorough mathematical and strategic analysis of these costs and how traders can minimize them, in turn maximizing returns on investments and efficiency of trades.