Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang
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| Autore: |
Narang Rishi K <1974->
|
| Titolo: |
Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang
|
| Pubblicazione: | Hoboken, N.J., : Wiley, c2009 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (243 p.) |
| Disciplina: | 332.015118 |
| 332.6 | |
| 332.642 | |
| Soggetto topico: | Portfolio management - Mathematical models |
| Investment analysis - Mathematical models | |
| Stocks - Mathematical models | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 | |
| Sommario/riassunto: | 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 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 |
| Titolo autorizzato: | Inside the black box |
| ISBN: | 0-470-52914-8 |
| 1-282-36926-1 | |
| 9786612369261 | |
| 1-118-26773-7 | |
| 0-470-52912-1 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910831082703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.