Screen LibraryThe leverage space trading model : reconciling portfolio management strategies and economic theory /
An innovative approach to trading by an expert in the field. In The Leverage Space Trading Model, quantitative portfolio analysis expert Ralph Vince takes the Leverage Space Model he presented in The Handbook of Portfolio Mathematics and brings it into entirely new territory. As Vince shows here, ev...
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| Main Authors: | |
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| Corporate Authors: | |
| Published: |
Wiley,
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| Publisher Address: | Hoboken, N.J. : |
| Publication Dates: | 2009. |
| Literature type: | eBook |
| Language: | English |
| Series: |
Wiley trading. |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119198314 |
| Summary: |
An innovative approach to trading by an expert in the field. In The Leverage Space Trading Model, quantitative portfolio analysis expert Ralph Vince takes the Leverage Space Model he presented in The Handbook of Portfolio Mathematics and brings it into entirely new territory. As Vince shows here, even if a trader doesn't use margin, he or she is still using leverage. Leverage refers to the schedule upon which an asset position is increased or decreased over time as an equity account fluctuates. Traditional models do not reflect real-world actualities of cash versus the position and the schedul. |
| Carrier Form: | 1 online resource (xi, 191 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781119198314 1119198313 9780470496008 0470496002 9780470496022 0470496029 9780470496015 0470496010 1282137735 9781282137738 |
| Index Number: | HG4529 |
| CLC: | F830.59 |
| Contents: | The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory; Contents; Preface; Introduction; Part I: The Single Component Case; Chapter 1: The General History of Geometric Mean Maximization; Chapter 2: The Ineluctable Coordinates; Chapter 3: The Nature of the Curve; Part II: The Multiple Component Case; Chapter 4: Multiple, Simultaneous f -- "Leverage Space"; Chapter 5: Risk Metrics in Leverage Space and Drawdown; Part III: The Leverage Space Praxis; Chapter 6: A Framework to Satisfy Both Economic Theory and Portfolio Managers. |