The Adventures of a Modern Renaissance Academic in Investing and Gambling
William T Ziemba
Additional contact information
William T Ziemba: UBC
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Abstract:
This book tells the story of how financial markets have evolved over time and became increasingly more complex. The author, a successful and experienced trader, who among other things won the 2015 battle of the quants futures contest held in New York, shares how one can navigate today's dangerous financial markets and be successful. Readers at all levels will benefit from his analysis and many real life examples and experiences. The coverage is broad and there is considerable discussion on ways to stay out of trouble, protect oneself and grow one's assets. The author was the first one to do turn of the year January effect trades in the futures markets starting in the beginning of S&P 500 futures trading in 1982. That has been successful and the author explains his ideas and experiences from the beginning in simple markets to the current, very complex markets we have in 2017.
Keywords: Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
ISBN: 9789813148284
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Citations: View citations in EconPapers (2)
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https://www.worldscientific.com/worldscibooks/10.1142/10242 (text/html)
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Chapters in this book:
- Ch 1 Beginning , pp 1-5
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- Ch 2 The Early Days in Adams and at the University of Massachusetts in Amherst , pp 7-13
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- Ch 3 Reminiscences of the Early Days in Berkeley , pp 15-20
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- Ch 4 The Start of a New Department in Vancouver , pp 21-27
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- Ch 5 Travels on a Flying Carpet , pp 29-60
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- Ch 6 The Canadian Sports Pool and a New Name, Dr Z, 1982 , pp 61-67
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- Ch 7 Fortune’s Formula: How the Pros Wager , pp 69-82
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- Ch 8 The Invention of the Place and Show Betting System , pp 83-93
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- Ch 9 The Turn-of-the-Year 1982/1983 , pp 95-99
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- Ch 10 Testing the Dr Z System with Ed Thorp , pp 101-122
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- Ch 11 The 2 Minute Sprint , pp 123-128
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- Ch 12 Susquehanna , pp 129-131
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- Ch 13 What is Japan Doing Right to Get All that Money? Will they Lose It? , pp 133-145
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- Ch 14 The Bond–Stock Earnings Yield Crash Prediction Model , pp 147-158
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- Ch 15 Arbitrage and Risk Arbitrage , pp 159-164
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- Ch 16 Bill Benter Letter , pp 165-169
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- Ch 17 Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model , pp 171-177
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- Ch 18 Anomalies Research at Frank Russell, 1989–1998 , pp 179-194
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- Ch 19 Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM , pp 195-200
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- Ch 20 Evaluating the Greatest Investors , pp 201-210
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- Ch 21 How to Lose Money in Derivatives and Some Who Did , pp 211-260
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- Ch 22 Trend Following in the Bahamas , pp 261-266
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- Ch 23 The Internet Bubble Crash, 2000–2002 , pp 267-269
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- Ch 24 The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015 , pp 271-273
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- Ch 25 The Flash Crash and High Frequency Trading , pp 275-281
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- Ch 26 The Greek Crisis and Why It is Important , pp 283-295
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- Ch 27 Inefficiencies and Anomalies: Other Crashes and How They Fit the Models , pp 297-314
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- Ch 28 Dealing with Madoff and Other Swindlers , pp 315-319
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- Ch 29 An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years , pp 321-326
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- Ch 30 Two Tries in the Horse Ownership Business , pp 327-383
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- Ch 31 Travels to Universities and Academic and Professional Conferences over the Years , pp 385-433
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