Finance.Investment.-.The.Mathematics.of.Money.Management.-.Risks.Analysis.Techniques.for.Traders. .rar

很有用的英文原版书，Finance.Investment.-.The.Mathematics.of.Money.Management.-.Risks.Analysis.Techniques.for.Traders.

 

Preface
Introduction xi
Scope of This Book xi
Some Prevalent Misconceptions xu
Worst-Case Scenarios and Strategy xvi
Mathematics Notation xviii
Synthetic Constructs in This Text xviii
Optimal Trading Quantities and Optimal f xxi
V
1 The Empirical Techniques
Deciding on Quantity I
Basic Concepts 4
The Runs Test 5
Serial Correlation 9
Common Dependency Errors 14
Mathematical Expectation 16
To Reinvest Trading Profits or Not 20
Measuring a Good System for Reinvestment: The Geometric Mean 21
How Best to Reinvest 25
Optimal Fixed Fractional Trading 26
Kelly Formulas 27
Finding the Optimal f by the Geometric Mean 30