Внутри черного ящика. Простая правда о количественной торговле - это книга, написанная Риши Нарангом, которая раскрывает секреты и демистифицирует количественный трейдинг. Автор, сам являясь опытным практиком в этой области, дает понятное и доступное объяснение того, как работают стратегии количественной торговли, используя простой язык без сложных формул.
В книге приводится классификация различных видов альфа и объясняются ключевые концепции количественного инвестирования. Наранг описывает процесс создания количественной модели от идеи до реализации, рассказывает о том, как правильно тестировать стратегии и интегрировать их в инвестиционный портфель. Книга позволяет читателю заглянуть внутрь "черного ящика" количественной торговли и понять ее принципы.
Эта книга будет полезна как для тех, кто только начинает интересоваться алгоритмическими стратегиями, так и для опытных инвесторов в этой сфере. Простой и доступный стиль изложения делает сложную тему количественного инвестирования понятной широкому кругу читателей.
Inside The Black Box: The Simple Truth About Quantitative Trading by Rishi K. Narang is a book that demystifies the world of quantitative trading and provides an overview of the subject. The author provides a clear and concise explanation of the concept of alpha, and how it can be used to make informed trading decisions. Narang also classifies alpha into different types, such as market alpha, company alpha, and overall alpha, to help traders understand the different factors that affect their investments.
Narang’s book provides a comprehensive guide to quantitative trading, covering topics such as market psychology, market psychology, and market psychology. It also includes practical examples and case studies to help readers apply the concepts learned in the book to their own trading strategies.
The book is written in a clear and engaging style that makes it easy to understand even for those who are new to the field of quantitative trading. Narang’s experience as a quant fund manager and his connections with other practitioners make his work even more valuable.
Overall, Inside The Black Box is a must-read for anyone interested in learning more about quantitative trading and making informed investment decisions. It provides a clear framework and guidance for traders of all levels, and is a valuable resource for both experienced investors and those just starting out in the field.
Электронная Книга «Inside the Black Box. The Simple Truth About Quantitative Trading» написана автором Rishi Narang K. в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9780470529126
Описание книги от Rishi Narang K.
Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box «In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran.» ?Blair Hull, Founder, Hull Trading & Matlock Trading «Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work.» ?Peter Muller, Head of Process Driven Trading, Morgan Stanley «A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book.» ?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation «Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies.» ?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P. «Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside.» ?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management «This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms.» ?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money «Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates.» ?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital «Inside the Black Box provides a comprehensive and intuitive introduction to „quant“ strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy.» ?Asriel Levin, PhD, Managing Member, Menta Capital, LLC
