The Journal of Trading: 1 (2)

The Journal of Trading

Spring 2006; Volume 1,Issue 2

Open Access
Editor's Letter
Brian R Bruce

The Journal of Trading Spring 2006, 1 (2) 5; DOI: https://doi.org/10.3905/jot.2006.628200
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Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis
Keith H. Black

The Journal of Trading Spring 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
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Using Dynamic Programming to Optimally Rebalance Portfolios
Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota

The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
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Incorporating Trading Strategies in the Black-Litterman Framework
Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm

The Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
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VWAP and Volume Profiles
Dana D. Hobson

The Journal of Trading Spring 2006, 1 (2) 38-42; DOI: https://doi.org/10.3905/jot.2006.628193
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The Impact of an Increase in Volatility on Trading Costs
Dmitry Rakhlin and George Sofianos

The Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
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Currency Derivative Markets Landscape
John W. Labuszewski

The Journal of Trading Spring 2006, 1 (2) 51-61; DOI: https://doi.org/10.3905/jot.2006.628195
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Survivorship Bias in the Development of Equity Trading Systems
Thomas Neal Falkenberry

The Journal of Trading Spring 2006, 1 (2) 62-68; DOI: https://doi.org/10.3905/jot.2006.628196
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Trading on Electronic versus Floor-based Markets
Jeffrey W. Smith

The Journal of Trading Spring 2006, 1 (2) 69-75; DOI: https://doi.org/10.3905/jot.2006.628197
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Against the Duopoly
Joshua Galper

The Journal of Trading Spring 2006, 1 (2) 76-79; DOI: https://doi.org/10.3905/jot.2006.628198
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Risk Isolation Using Market Neutral Strategy
Darren Clifford

The Journal of Trading Spring 2006, 1 (2) 80-82; DOI: https://doi.org/10.3905/jot.2006.628199

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