portfolio mangement

[AgaHill]

Can I ask the usual suspects in ET if you could suggest a comprehensive portfolio management/analysis book. The light bulb is starting to go off mathematically, so nothing heavy yet.
Thanks SteveH

 

[horribilicus]

For futures trading, a good first start is V & B

http://www.amazon.com/gp/product/0471527564/
http://www.amazon.com/gp/product/0471522155/

Quickly you'll discover that what you really need is simulation software that lets you tinker with all aspects of your portfolio management rules and see the results. The cheapest of these is AMIbroker and the "best" is a matter of heated disagreement. I happen to prefer TR and TBB but others advocate WL and/or software sold by "the Einstein of Wall Street" (ugh).

 

[AgaHill]

I happen to prefer TR and TBB but others advocate WL and/or software sold by "the Einstein of Wall Street" (ugh).



What is meant by the acronyms TR & TBB, WL. Thanks for your reply, I will send for this book immmediately. And who would that "Einstein of Wall St." you might be talking about?

Thanks SteveH

 

[horribilicus]

Quote from AgaHill:
What is meant by the acronyms TR & TBB, WL. Thanks for your reply, I will send for this book immmediately. And who would that "Einstein of Wall St." you might be talking about?

Google search for TR (see image file) gave the appropriate answer in the first displayed link (the first "hit"). Google search for WL gave the appropriate answer in the first hit. Google search for TBB gave the appropriate answer in the fourth hit. Google search for software AND "the Einstein of Wall Street" gave the appropriate answer on the second hit.