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- W51035462 abstract "These working notes on algorithmic trading are designed as an introduction to the basic equations that govern the day-to-day trading of an investment portfolio to meet a predefined strategic asset allocation. The algebraic framework applies generally to long only and long/short strategies. It incorporates the use of leverage as well as the impact of trading costs on a portfolio. The presentation of the material is based on first principles. As such it assumes an elementary knowledge of linear algebra, but no particular expertise in finance or securities trading." @default.
- W51035462 created "2016-06-24" @default.
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- W51035462 date "2013-01-01" @default.
- W51035462 modified "2023-09-23" @default.
- W51035462 title "A Cheat Sheet for Algorithmic Trading of Investment Portfolios" @default.
- W51035462 doi "https://doi.org/10.2139/ssrn.2314590" @default.
- W51035462 hasPublicationYear "2013" @default.
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