title: Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets
author:  Ralph Vince 
description: Explores two neglected mathematical tools essential for competing successfully in today's frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns (diversification), which shows not only which markets and systems to trade, but how to diversify with respect to trading the right quantities for each market. By using these lesser known tools in conjunction with the more popular trade/system selection tools, readers will see mathematically how success in the markets can be achieved, and how ``success'' without using all three is most likely incidental. In addition, non-stationary distribution of profits and losses and drawdowns are incorporated into the discussions to expose traders to the highs and lows of commodities markets and how best to leverage their assets.
zlib_text: 151 Trading Strategies
  Zura Kakushadze§†1 and Juan Andr´es Serur♯2
  § Quantigic® Solutions LLC
  1127 High Ridge Road #135, Stamford, CT 06905 3
  † Free University of Tbilisi, Business School & School of Physics
  240, David Agmashenebeli Alley, Tbilisi, 0159, Georgia
  ♯ Universidad del CEMA
  Av. C´ordoba 374, C1054AAP, Ciudad de Buenos Aires, Argentina
  (August 17, 2018)
  ZK: To my mother Mila and my children Mirabelle and Maximilien
  JAS: To my parents, Claudio and Andrea, and my brother Emiliano
  Abstract
  We provide detailed descriptions, including over 550 mathematical formu-
  las, for over 150 trading strategies across a host of asset classes (and trading
  styles). This includes stocks, options, ﬁxed income, futures, ETFs, indexes,
  commodities, foreign exchange, convertibles, structured assets, volatility (as
  an asset class), real estate, distressed assets, cash, cryptocurrencies, miscel-
  lany (such as weather, energy, inﬂation), global macro, infrastructure, and tax
  arbitrage. Some strategies 