Price loading...

The Elements of Quantitative Investing (Wiley Finance)

Economics

Price data last checked 104 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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.

Key Features

New Store Stock

Product Specifications

Format: hardcover
ASIN: 139426545X
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 21 April 2025
Listed Since: 07 December 2023

Barcode

No barcode data available

The Elements of Quantitative Investing (Wiley Finance)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing

Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

Ultimate Quant Job Interview Questions Workbook: Brief Crash Courses and Real Interview Questions taking you from Beginner to Wall Street Offers (The ... Quantitative Trading Strategies with Python)

Quantitative Hedge Funds: Discretionary, Systematic, Ai, Esg And Quantamental

Quantitative Portfolio Management: with Applications in Python (Springer Texts in Business and Economics)

Quantitative Portfolio Management: with Applications in Python (Springer Texts in Business and Economics)

Multi-Asset Investing: A Practitioner's Framework

Quantitative Hedge Funds: Discretionary, Systematic, Ai, Esg And Quantamental

Quant_Py: Python for Quantitative Finance

Nonlinear Investing: A Quantamental Approach

Quantitative Methods: An Introduction for Business Management

Price-Based Investment Strategies: How Research Discoveries Reinvented Technical Analysis

Equity Analytics: Strategies, Models, and Techniques in Computational Finance (Investment Analytics)

Portfolio Management: Theory, Behavioral Aspects and Applications

Market Risk Analysis, Quantitative Methods in Finance (The Wiley Finance Series)

Wiley The New Money Management - Asset Allocation Framework

Financial Modeling of the Equity Market: From CAPM to Cointegration: 144 (Frank J. Fabozzi Series)

Quantitative Algorithm Design for FX Markets: Building High-Frequency Trading Systems With Python (The Artificial Edge: Quantitative Trading Strategies with Python)

Quantitative Investment Analysis: 124 (CFA Institute Investment Series)

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Analytics in Debt Valuation & Management (PROFESSIONAL FINANCE & INVESTM)

Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach