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Record Nr. |
UNINA9910831082703321 |
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Autore |
Narang Rishi K <1974-> |
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Titolo |
Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley, c2009 |
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ISBN |
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0-470-52914-8 |
1-282-36926-1 |
9786612369261 |
1-118-26773-7 |
0-470-52912-1 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (243 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Portfolio management - Mathematical models |
Investment analysis - Mathematical models |
Stocks - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
Chapter 11: Criticisms of Quant TradingChapter 12: Evaluating Quants and Quant Strategies; Chapter 13: Looking to the Future of Quant Trading; Notes; About the Author; Index |
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Sommario/riassunto |
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Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box ""In Inside the Black Box: The |
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