TY - BOOK AU - Narang Rishi TI - Inside the black box : the simple truth about quantitative trading SN - 9 780 470 432 068 U1 - 332.642 NAR PY - 2009/// CY - New Jersey PB - Wiley India KW - Portfolio management--Mathematical models KW - Stocks--Mathematical models KW - Investment analysis--Mathematical models KW - Investments N1 - $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 N2 - 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 UR - http://onlinelibrary.wiley.com/book/10.1002/9781118267738 ER -