Inside the black box : the simple truth about quantitative trading
Narang Rishi
Inside the black box : the simple truth about quantitative trading - New Jersey Wiley India 2009 - xiii, 224 p. 23 cm ; Hard bound
$49.95 Flipkart
Preface
Acknowledgments
The Quant Universe. Why does quant trading matter?
An introduction to quantitative trading
Inside the black box. Alpha models: how quants make money
Risk models
Transaction cost models
Portfolio construction models
Execution
Data
Research
A practical guide for investors in quantitative strategies. Risks inherent to quant strategies
Criticisms of quant trading: setting the record straight
Evaluating quant and quant strategies
Looking to the future of quant trading.
Inside the Black Box explains how quantitative and algorithmic trading strategies work in non-mathematical terms supplemented by anecdotes and real-world stories. There is a large chasm in the understanding of what quants do with quants often perpetuating the darkness by cloaking even trivial facts about their strategies and operations in secrecy
9 780 470 432 068
Portfolio management--Mathematical models
Stocks--Mathematical models
Investment analysis--Mathematical models
Investments
332.642 NAR
Inside the black box : the simple truth about quantitative trading - New Jersey Wiley India 2009 - xiii, 224 p. 23 cm ; Hard bound
$49.95 Flipkart
Preface
Acknowledgments
The Quant Universe. Why does quant trading matter?
An introduction to quantitative trading
Inside the black box. Alpha models: how quants make money
Risk models
Transaction cost models
Portfolio construction models
Execution
Data
Research
A practical guide for investors in quantitative strategies. Risks inherent to quant strategies
Criticisms of quant trading: setting the record straight
Evaluating quant and quant strategies
Looking to the future of quant trading.
Inside the Black Box explains how quantitative and algorithmic trading strategies work in non-mathematical terms supplemented by anecdotes and real-world stories. There is a large chasm in the understanding of what quants do with quants often perpetuating the darkness by cloaking even trivial facts about their strategies and operations in secrecy
9 780 470 432 068
Portfolio management--Mathematical models
Stocks--Mathematical models
Investment analysis--Mathematical models
Investments
332.642 NAR