Inside The Black Box, 2/e(Wiley Finance)

黑盒子 第2版 量化交易精要(丛书)

数量经济学

售   价:
322.00
作      者
出  版 社
出版时间
2013年03月15日
装      帧
精装
ISBN
9781118362419
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页      码
336
开      本
23.9 x 15 x 2.9 cm
语      种
英文
版      次
2nd ed.
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图书简介
Inside the Black Box explains how quantitative and algorithmic trading strategies work in non-mathematical terms supplemented by anecdotes and real-world stories. There is a large chasm in the understanding of what quants do with quants often perpetuating the darkness by cloaking even trivial facts about their strategies and operations in secrecy. Most of their strategies are understandable and with that understanding investment professionals can better assess a particular fund’s value. The book also explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager. How do quants capture alpha? What is the real level of discretion in quant trading? What is the difference between theory-driven systems vs. data-mining strategies? What are the typical structures of quant systems? How do quants model risk? How do you know if it works? What are execution algorithms?
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Harvard Library
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