Optimal Trading Strategies [Hardback]

Quantitative Approaches for Managing Market Impact and Trading Risk

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You may be able to find a copy at ABE Books

Description of Optimal Trading Strategies

"The decisions that investment professionals and fund managers make have a direct impact on investor return. Unfortunately, the best implementation methodologies are not widely disseminated throughout the professional community, compromising the best interests of funds, their managers, and ultimately the individual investor. But now there is a strategy that lets professionals make better decisions. This valuable reference answers crucial questions such as: * How do I compare strategies? * Should I trade aggressively or passively? * How do I estimate trading costs, "slice" an order, and measure performance? and dozens more. Optimal Trading Strategies is the first book to give professionals the methodology and framework they need to make educated implementation decisions based on the objectives and goals of the funds they manage and the clients they serve."

Title Information

ISBN:: 9780814407240
Pages:: 350 pages
Format:: Hardback
Product Code:: 16279
Publisher:: McGraw-Hill
Published:: 01/09/2003
Edition:: 1st Edition

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About Kissell

Robert Kinsell is director of trading research at one of the world's largest providers of technology-based trading solutions. Morton Glantz heads a consulting firm specializing in credit, strategic planning, and risk management.

Contents of Optimal Trading Strategies

1. Transaction Cost

2. Unbundled Trading Costs

3. Pre-Trade Analysis

4. Price Appreciation

5. Market Impact

6. Timing Risk

7. Opportunity Cost

8. The Holy Grail of Market Impact

9. Optimal Trading Strategies

10. Principal Bid Transactions

11. VWAP Trading Strategies

12. Advanced Trading Techniques

13. Post Trade Analysis