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