Analytical Framework

Graham Giller

Chapter 2 in Essays on Trading Strategy, 2023, pp 27-49 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Peter Muller’s RuleThe Holding FunctionInformation Sets and AlphasPerformance StatisticsThe Hierarchy of Optimization Strategies

Keywords: Stock Market; Stock Trading; Decision Theory; Optimal Trading; Trading Strategy; Finance; Optimization; Portfolio Strategy; Modern Portfolio Theory; Kelly Criterion; Betting Strategy; Risk Management; Tail Risk; Investment Management; Performance Measurement; Sharpe Ratio; Trading Theory; Investment Theory (search for similar items in EconPapers)
JEL-codes: G1 G11 (search for similar items in EconPapers)
Date: 2023
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