UID:
almahu_9949697964802882
Format:
1 online resource (304 p.)
ISBN:
1-281-27278-7
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9786611272784
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0-08-055991-3
Series Statement:
The financial market technology series
Content:
The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control. The financial industry in on the verge of a quality revolution.New and old firms alike are creating new investment vehicles and new strategies that are radically changing the nature of the industry. To compete, mutual funds, hedge fund
Note:
Description based upon print version of record.
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Front Cover; Quality Money Management: Process Engineering and Best Practices for Systematic Trading and Investment; Copyright Page; Contents; Preface; Chapter 1 Introduction; 1.1. A Brief History of the Quality Revolution; 1.2. A Brief History of Finance and Engineering; 1.3. Quality and Trading/Money Management; 1.4. Managing the Process of Trading/Investment System Development; 1.5. Operational Risk; 1.6. Project Risk; 1.7. Buy versus Build; 1.8. A Quality Approach to Development; 1.9. Who Is This Book For?; 1.10. THE KEY: Design Your Own Process; 1.11. Summary
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Chapter 2 Key Concepts and Definitions of Terms2.1. Benchmarking; 2.2. Best Practices; 2.3. Capital; 2.4. Conformance; 2.5. Continuous Improvement, or Kaizen; 2.6. Customer, Client, and Investor; 2.7. Corrective Action; 2.8. Delphi Techniques; 2.9. Design and Development; 2.10. Document; 2.11. Financial Engineering; 2.12. Gate; 2.13. Innovation; 2.14. Life Cycle; 2.15. Modeling Software; 2.16. Preventive Action; 2.17. Process or System; 2.18. Process Approach to Management; 2.19. Product; 2.20. Product Realization; 2.21. Product Team; 2.22. Quality; 2.23. Quality Money Management
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2.24. Quality Planning2.25. Software Quality Attributes; 2.26. Stable or Stationary System; 2.27. Standard; 2.28. Statistical Process Control; 2.29. Timeboxing; 2.30. Top Management; 2.31. Trading/Investing; 2.32. Trading/Investment System; 2.33. Trading/Investment System Maturity Model; 2.34. Value Stream and Value-Stream Mapping; 2.35. Variation; 2.36. Vendor; 2.37. Summary; Chapter 3 Overview of the Trading/Investment System Development Methodology; 3.1. The Money Document; 3.2. Waterfall Methodology; 3.3. Spiral Methodology; 3.4. Stage-Gate® Methodology
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3.5. Six Sigma, Lean, and Agile Development3.6. Trading/Investment System Development Methodology; 3.7. Design and Document Trading/Investment Strategy (Chapter 7); 3.8. Gate 1 (Chapter 12); 3.9. Backtest (Chapter 13); 3.10. Gate 2 (Chapter 18); 3.11. Implement (Chapter 19); 3.12. Gate 3 (Chapter 24); 3.13. Manage Portfolio and Risk (Chapter 25); 3.14. Repeat the Entire Waterfall Process for Continuous Improvement (Kaizen) (Chapter 30); Chapter 4 Managing Design and Development; 4.1. Trading and Money Management Firms; 4.2. Portfolios of Trading/Investment Systems
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4.3. The Role of Top Management4.4. The Role of the Product Team; 4.5. The Fuzzy Front End; 4.6. Summary; Chapter 5 Types of Trading Systems; 5.1. Trigger Systems; 5.2. Filter Systems; 5.3. Signal Strength Systems; 5.4. Example Trigger System: Statistical Arbitrage; 5.5. Example Filter System: Buy Write; 5.6. Example Signal Strength System: Multifactor Long-Short; 5.7. Conclusion; Chapter 6 STAGE 0: The Money Document; 6.1. Business Description; 6.2. Market Analysis; 6.3. Request Seed Capital; 6.4. Conclusion; STAGE I: Design and Document Trading/Investment Strategy
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Chapter 7 STAGE 1: Overview
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English
Additional Edition:
ISBN 0-12-372549-6
Language:
English
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