Concepts, Components and Collections of Trading Strategies and Market Color

Portfolio Management Research, Journal of Wealth Management, Vol. 22, No. 3 (Winter 2019), pp. 115-128; DOI: https://doi.org/10.3905/jwm.2019.1.082

Posted: 17 Nov 2020

See all articles by Ravi Kashyap

Ravi Kashyap

Gain Knowledge Group; City University of Hong Kong (CityU) - Department of Economics & Finance

Date Written: September 12, 2019

Abstract

This paper acts as a collection of various trading strategies and useful pieces of market information that might help to implement such strategies. This list is meant to be comprehensive (though by no means exhaustive) and hence we only provide pointers and give further sources to explore each strategy further. To set the stage for this exploration, we consider the factors that determine good and bad trades, the notions of market efficiency, the real prospect amidst the seemingly high expectations of homogeneous expectations from human beings and the catch-22 connotations that arise while comprehending the true meaning of rational investing. We can broadly classify 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 will implement these strategies. For each strategy, we will have a core idea and we will present 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.

Keywords: Trading Strategy, Investment Hypothesis, Uncertainty, Trial and Error, Risk Management, Volatility

JEL Classification: G11, D81, C63

Suggested Citation

Kashyap, Ravi, Concepts, Components and Collections of Trading Strategies and Market Color (September 12, 2019). Portfolio Management Research, Journal of Wealth Management, Vol. 22, No. 3 (Winter 2019), pp. 115-128; DOI: https://doi.org/10.3905/jwm.2019.1.082, Available at SSRN: https://ssrn.com/abstract=3702175

Ravi Kashyap (Contact Author)

Gain Knowledge Group ( email )

1 Austin Road West
Kowloon
Hong Kong

HOME PAGE: http://www.gainknowledge.com

City University of Hong Kong (CityU) - Department of Economics & Finance ( email )

83 Tat Chee Avenue
Kowloon
Hong Kong

HOME PAGE: http://www.cb.cityu.edu.hk/research/student/rkashyap3/

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