LEADER 03330nam 2200673Ia 450 001 9910831082703321 005 20170815165408.0 010 $a0-470-52914-8 010 $a1-282-36926-1 010 $a9786612369261 010 $a1-118-26773-7 010 $a0-470-52912-1 035 $a(CKB)1000000000799876 035 $a(EBL)469747 035 $a(SSID)ssj0000299810 035 $a(PQKBManifestationID)11242834 035 $a(PQKBTitleCode)TC0000299810 035 $a(PQKBWorkID)10243073 035 $a(PQKB)10907038 035 $a(MiAaPQ)EBC469747 035 $a(iGPub)WILEYB0012291 035 $a(OCoLC)773301499 035 $a(CaSebORM)9780470432068 035 $a(EXLCZ)991000000000799876 100 $a20090402d2009 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aInside the black box$b[electronic resource] $ethe simple truth about quantitative trading /$fRishi K. Narang 205 $a1st edition 210 $aHoboken, N.J. $cWiley$dc2009 215 $a1 online resource (243 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-43206-3 320 $aIncludes bibliographical references and index. 327 $aINSIDE 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 327 $aChapter 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 330 $aInside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box ""In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran.""?Blair Hull, Founder, Hull Trading & Matlock Trading ""Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's expe 410 0$aWiley finance series. 606 $aPortfolio management$xMathematical models 606 $aInvestment analysis$xMathematical models 606 $aStocks$xMathematical models 615 0$aPortfolio management$xMathematical models. 615 0$aInvestment analysis$xMathematical models. 615 0$aStocks$xMathematical models. 676 $a332.015118 676 $a332.6 676 $a332.642 700 $aNarang$b Rishi K$f1974-$0930771 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910831082703321 996 $aInside the black box$93956866 997 $aUNINA