Inside the black box : the simple truth about quantitative trading

By:

Narang Rishi

Material type: Text

TextPublication details: Wiley India New Jersey 2009Description: xiii, 224 p. 23 cm ; Hard boundISBN:

9 780 470 432 068

Subject(s):

Portfolio management--Mathematical models Stocks--Mathematical models Investment analysis--Mathematical models Investments

DDC classification:

332.642 NAR

Online resources:

Click here to access online

Contents:

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.

Summary: 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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.642 NAR (Browse shelf(Opens below))	Available		40494

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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

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