Portfolio Management Formulas - Mathematical Trading Methods for the Futures, Options and Stock Markets - Hardback - 1990

Explores two mathematical tools essential for competing in frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns that shows which markets and systems to trade and how to diversify with respect to trading the right quantities for each market.
Year of publication: 1990
Pagination: 288 pages, Ill.
Format: Hardback
Serie: Wiley Finance