A Practical Guide to Quantitative Portfolio Trading

ArXiv ID: ssrn-2543802 “View on arXiv”

Authors: Unknown

Abstract

We discuss risk, preference and valuation in classical economics, which led academics to develop a theory of market prices, resulting in the general equilibrium

Keywords: general equilibrium, market prices, valuation, Multi-Asset

Complexity vs Empirical Score

• Math Complexity: 7.5/10
• Empirical Rigor: 3.0/10
• Quadrant: Lab Rats
• Why: The text contains dense mathematical theory including pricing kernels, measure changes, and factor models, but provides no backtesting data, code, or implementation details for the strategies discussed.

  flowchart TD
    A["Research Goal: Develop<br>Multi-Asset Portfolio Trading Strategy"] --> B["Methodology: General Equilibrium Theory"]
    B --> C["Data: Risk Preferences &<br>Market Price Inputs"]
    C --> D["Computational Process:<br>Valuation & Optimization"]
    D --> E["Outcome: Executable<br>Quantitative Portfolio"]