UID:
edocfu_9959326916002883
Format:
1 online resource
ISBN:
9780470529126
,
0470529121
,
9780470529140
,
0470529148
,
9780470529133
,
047052913X
,
9781118267738
,
1118267737
,
1282369261
,
9781282369269
Series Statement:
Wiley finance
Content:
"This book takes you on a tour through the black box, inside and out. It sheds light on the work that quants do, lifting the veil of mystery surrounds quantitative trading and allowing those interested in doing so to evaluate quants and their strategies"--Preface.
Note:
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.
Additional Edition:
Print version: Narang, Rishi K, 1974- Inside the black box : the simple truth about quantitative trading. Hoboken, N.J. : Wiley, 2009 ISBN 9781118311820
Language:
English
Keywords:
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267738