Portfolio Allocation Archives - Signal Trading Group

Alternative Assets & Strategtic Allocation by John Abbink

Full Title: Alternative Assets and Strategic Allocation: Rethinking the Institutional Approach Author: John Abbink Publisher/Date: Bloomberg Press (2010) List Cost/Pages: $85 Hardcover / 509 pages Cover Notes: An insightful guide to making strategic investment allocation decisions that embraces both alternative and conventional assets In this much-needed resource, alternative and portfolio management expert John Abbink demonstrates new ways of analyzing and deploying [...]

By David Stendahl|2016-12-22T17:57:48-05:00November 3rd, 2014|Categories: Alternative Investments, Portfolio Allocation|

Trade like a Hedge Fund by James Altucher

Full Title: Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies and Techniques to Winning Profits Author: James Altucher (Twitter @jaltucher) Publisher/Date: Wiley (2004) List Cost/Pages: $74 Hardcover / 224 pages Cover Notes: High-performing and highly leveraged, hedge funds are among today’s most talked-about subjects in the world of investing. But it’s not the hedge fund managers doing the talking. These [...]

By David Stendahl|2016-12-22T17:57:47-05:00November 12th, 2014|Categories: Alternative Investments, Portfolio Allocation, Trading, Trading Code|

The Art of Asset Allocation by David Darst

Full Title: The Art of Asset Allocation: Principals and Investments for Any Market Author: David Darst Publisher/Date: McGraw-Hill (2008) List Cost/Pages: $40 Hardcover / 400 pages Cover Notes: A global leader and preeminent expert in asset allocation, David Darst delivers his masterwork on the topic. In a fully updated and expanded second edition of The Art of Asset Allocation, Morgan Stanley's [...]

By David Stendahl|2015-10-08T13:40:53-04:00November 5th, 2014|Categories: Portfolio Allocation|

All About Asset Allocation by Richard Ferri

Full Title: All About Asset Allocation: The Easy Way to Get Started Author: Richard Ferri Publisher/Date: McGraw-Hill (2005) List Cost/Pages: $ Paperback / 256 pages Cover Notes: All About Asset Allocation goes beyond sound-bite financial columns and TV programs to explain asset allocation in terms that anyone can under- stand. Using a concise style, it features straight- forward explanations of asset [...]

By David Stendahl|2015-09-23T11:22:27-04:00November 14th, 2014|Categories: Basic Intro, Portfolio Allocation|

Quantitative Trading & Money Management by Fred Gehm

Full Title: Quantitative Trading & Money Management Author: Fred Gehm Publisher/Date: McGraw-Hill (1995) List Cost/Pages: $32 Hardcover / 340 pages Cover Notes: "Quantitative Trading & Money Management" provides all the tools a trader needs to best utilize his trading capital. The book explains how to use mathematical techniques to calculate risk/reward possibilities, optimal trading size, profit objectives and stop loss points, [...]

By David Stendahl|2015-10-08T02:06:26-04:00November 12th, 2014|Categories: Portfolio Allocation|

Commodity Trading Advisors by Gregoriou, Karavas, Lhabitant and Rouah

Full Title: Commodity Trading Advisors: Risk, Performance Analysis and Selection Author: Greg Gregoriou, Vassilios Karavas, François-Serge Lhabitant & Fabrice Rouah Publisher/Date: Wiley (2004) List Cost/Pages: $95 Hardcover / 424 pages Cover Notes: Commodity Trading Advisors (CTAs) use proprietary trading programs that buy and sell commodities and financial futures around the globe. Different than hedge fund and long-only portfolio managers, they don’t [...]

By David Stendahl|2015-10-07T19:33:03-04:00November 6th, 2014|Categories: Alternative Investments, Futures Markets, Portfolio Allocation|

Expected Returns by Antti Ilmanen

Full Title: Expected Returns: An Investor's Guide to Harvesting Market Rewards Author: Antti Ilmanen Publisher/Date: Wiley (2011) List Cost/Pages: $84 Hardcover / 592 pages Cover Notes: For any investor, understanding the expected rewards that markets offer is central to long-term investment success. The traditional paradigm for assessing expected returns has focussed on historical performance and asset class management. However, Antti Ilmanen contends [...]

By David Stendahl|2016-12-22T17:57:47-05:00November 12th, 2014|Categories: Portfolio Allocation|

High Performance Managed Futures by Mark Melin

Full Title: High-Performance Managed Futures: The New Way to Diversify Your Portfolio Author: Mark Melin (Twitter @MarkMelin) Publisher/Date: Wiley (2010) List Cost/Pages: $40 Hardcover / 320 pages Cover Notes: What is your financial adviser not recommending and why not? Managed futures. And, probably because he or she either lacks an understanding of the asset class or because managed futures offer [...]

By David Stendahl|2016-12-22T17:57:47-05:00November 16th, 2014|Categories: Alternative Investments, Futures Markets, Portfolio Allocation|

Efficient Asset Management By Richard Michaud and Robert Michaud

Full Title: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation Authors: Richard Michaud (Twitter @richardomichaud) & Robert Michaud Publisher/Date: Oxford University Press (2008) List Cost/Pages: $58 Hardcover / 144 pages Cover Notes: In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors [...]

By David Stendahl|2016-12-22T17:57:47-05:00November 14th, 2014|Categories: Portfolio Allocation|

Design, Testing and Optimization of Trading Systems by Robert Pardo

Full Title: Design, Testing and Optimization of Trading Systems Author: Robert Pardo Publisher/Date: Wiley (1992) List Cost/Pages: $40 Hardcover / 176 pages Cover Notes: A practical, hands-on guide to setting up, adjusting, and trading mechanical systems that requires no computer or programming skills! Here’s everything you’ll need to develop and verify each stage of a profitable trading strategy, from formulation through [...]

By David Stendahl|2016-12-22T17:57:48-05:00November 10th, 2014|Categories: Futures Markets, Portfolio Allocation, Technical Analysis|