Concepts, Components, and Collections of Trading Strategies and Market Color

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

1 Scopus Citations
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Original languageEnglish
Pages (from-to)115-128
Journal / PublicationJournal of Wealth Management
Volume22
Issue number3
Online published1 Nov 2019
Publication statusPublished - 2019

Abstract

This article offers a collection of various trading strategies and useful pieces of market information that might help to implement such strategies. The list is meant to be comprehensive (though by no means exhaustive) and hence the author only provides pointers and further sources to explore each strategy further. To set the stage for this exploration, he considers the factors that determine good and bad trades, the notions of market efficiency, the real prospect amid the seemingly high expectations of homogeneous expectations from human beings, and the catch-22 connotations that arise when comprehending the true meaning of rational investing. The author broadly classifies trading ideas and client market color material into delta-one and derivative strategies, since this acts as a natural categorization that depends on the expertise of the various trading desks that implement these strategies. For each strategy, he offers a core idea and presents different flavors of this central theme to demonstrate that we can easily cater to the varying risk appetites, regional preferences, asset management styles, investment philosophies, liability constraints, investment horizons, notional trading size, trading frequency, and other preferences of different market participants.

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