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Optimal Trading Strategies by Morton Glantz,Robert Kissell
  • Optimal Trading Strategies

  • Quantitative Approaches for Managing Market Impact and Trading Risk

  • by Robert Kissell and Morton Glantz
Usually ships within 3 to 5 working days

    • Product code: 16279
    • ISBN: 0814407242, ISBN13: 9780814407240, 350 pages, hardback
      Published by Amacom in 2003 , 1st edition
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    Description of Optimal Trading Strategies

    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.

    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

    About Morton Glantz and Robert 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.

    Other books by Morton Glantz
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