The Elements of Quantitative Investing

Name: The Elements of Quantitative Investing
Brand: John Wiley & Sons Inc
SKU: 9781394265459
Price: 61.54 EUR
Availability: InStock

Автор: Paleologo, Giuseppe A.

Език:

Корици: С твърди корици

Издател: John Wiley & Sons Inc

Наличност: Външен склад

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61.54 € 120.36 лв

Expert real-world insight on the intricacies of quantitative trading before, during, and after the t...

Информация за книгата

Автор

Paleologo, Giuseppe A.

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2025

страници

400

EAN

9781394265459

ISBN

139426545X

Enbook ID

44598968

Издател

John Wiley & Sons Inc

Теглоt

766

Пълно описание

Expert real-world insight on the intricacies of quantitative trading before, during, and after the trade The Elements of Quantitative Investing is a comprehensive guide to quantitative investing, covering everything readers need to know from inception of a strategy, to execution, to post-trade analysis, with insight into all the quantitative methods used throughout the investment process. This book describes all the steps of quantitative modeling, including statistical properties of returns, factor model, portfolio management, and more. The inclusion of each topic is determined by real-world applicability. Divided into three parts, each corresponding to a phase of the investment process, this book focuses on well-known factor models, such as PCA, but with essential grounding in financial context. This book encourages the reader to think deeply about simple things. The author, Giuseppe Paleologo, has held senior quantitative research and risk management positions at three of the four biggest hedge fund platforms in the world, and at one of the top three proprietary trading firms. Currently, he serves as the Head of Quantitative Research at Balyasny Asset Management with $21 billion in assets under management. He has held teaching positions at Cornell University and New York University and holds a Ph.D. and two M.S. from Stanford University. This book answers questions that every quantitative investor has asked at some point in their career, including: How do I model multivariate returns?How do I test these models, either developed by me or by commercial vendors?How do I incorporate asset-specific data in my model?How do I convert risk appetite and expected returns into a portfolio?How do I account for transaction costs in portfolio management? The Elements of Quantitative Investing earns a well-deserved spot on the bookshelves of financial practitioners seeking expert insight from a leading financial executive on quantitative investment topics—knowledge which is usually accessible to few and transmitted by one-on-one apprenticeship.

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The Elements of Quantitative Investing

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Пълно описание

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