Inside the black box : the simple truth about quantitative trading /

"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.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Narang, Rishi K, 1974-
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2009.
Series:Wiley finance series.
Subjects:
Portfolio management > Mathematical models.
Investment analysis > Mathematical models.
Stocks > Mathematical models.
Gestion de portefeuille > Modèles mathématiques.
Analyse financière > Modèles mathématiques.
Actions (Titres de société) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Investment analysis > Mathematical models
Portfolio management > Mathematical models
Stocks > Mathematical models
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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.

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