Inside the black box
Subtitle: the simple truth about quantitative trading
By: Rishi K. Narang.
Series: Wiley finance series
Publisher: Wiley
Published: 2009
Place of publication: Hoboken, N.J
Language: eng
Format: Hardcover
Number of pages: 224
ISBN-13: 9780470432068
Subjects: Portfolio management -- Mathematical models; Investment analysis -- Mathematical models; Stocks -- Mathematical models
Notes: Includes bibliographical references and index.
Table of contents: title: Preface
pagenum: xi; title: Acknowledgments
pagenum: xv; label: Part One
title: The Quant Universe; label: 1
title: Why Does Quant Trading Matter?
pagenum: 3; label: 2
title: An Introduction to Quantitative Trading
pagenum: 11; label: Part Two
title: Inside the Black Box; label: 3
title: Alpha Models: How Quants Make Money
pagenum: 21; label: 4
title: Risk Models
pagenum: 55; label: 5
title: Transaction Cost Models
pagenum: 67; label: 6
title: Portfolio Construction Models
pagenum: 79; label: 7
title: Execution
pagenum: 99; label: 8
title: Data
pagenum: 111; label: 9
title: Research
pagenum: 125; label: Part Three
title: A Practical Guide for Investors in Quantitative Strategies; label: 10
title: Risks Inherent to Quant Strategies
pagenum: 149; label: 11
title: Criticisms of Quant Trading: Setting the Record Straight
pagenum: 169; label: 12
title: Evaluating Quants and Quant Strategies
pagenum: 185; label: 13
title: Looking to the Future of Quant Trading
pagenum: 203; title: Notes
pagenum: 207; title: About the Author
pagenum: 212; title: Index
pagenum: 213