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|a Narang, Rishi K,
|d 1974-
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|a Inside the black box :
|b the simple truth about quantitative trading /
|c Rishi K Narang.
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|a Hoboken, N.J. :
|b Wiley,
|c ©2009.
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|a Includes bibliographical references and index.
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|a Print version record.
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|a INSIDE THE BLACK BOX: The Simple Truth About Quantitative Trading; Contents; Preface; Acknowledgments; Part I: The Quant Universe; Chapter 1: Why Does Quant Trading Matter?; Chapter 2: An Introduction to Quantitative Trading; Part II: Inside the Black Box; Chapter 3: Alpha Models: How Quants Make Money; Chapter 4: Risk Models; Chapter 5: Transaction Cost Models; Chapter 6: Portfolio Construction Models; Chapter 7: Execution; Chapter 8: Data; Chapter 9: Research; Part III: A Practical Guide for Investors in Quantitative Strategies; Chapter 10: Risks Inherent to Quant Strategies.
|
520 |
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|a "This book takes you on a tour through the black box, inside and out. It sheds light on the work that quants do, lifting the veil of mystery surrounds quantitative trading and allowing those interested in doing so to evaluate quants and their strategies"--Preface.
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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650 |
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|a Portfolio management
|x Mathematical models.
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|x Mathematical models.
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|a Analyse financière
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|i Print version:
|a Narang, Rishi K, 1974-
|t Inside the black box : the simple truth about quantitative trading.
|d Hoboken, N.J. : Wiley, 2009
|z 9781118311820
|w (DLC) 2013933610
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|a Wiley finance series.
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