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Author Narang, Rishi K, 1974-

Title Inside the black box : the simple truth about quantitative trading / Rishi K Narang.

Published Hoboken, N.J. : Wiley, c2009.


Location Call No. Status
 UniM Giblin Eunson  332.642 NARA    AVAILABLE
Physical description xv, 224 p. : ill. ; 24 cm.
Series [Wiley finance]
Wiley finance series.
Notes Series statement from jacket.
Bibliography Includes bibliographical references and index.
Contents Pt. 1. The Quant Universe -- Ch. 1. Why Does Quant Trading Matter? -- Ch. 2. An Introduction to Quantitative Trading -- Pt. 2. Inside the Black Box -- Ch. 3. Alpha Models: How Quants Make Money -- Ch. 4. Risk Models -- Ch. 5. Transaction Cost Models -- Ch. 6. Portfolio Construction Models -- Ch. 7. Execution -- Ch. 8. Data -- Ch. 9. Research -- Pt. 3. A Practical Guide for Investors in Quantitative Strategies -- Ch. 10. Risks Inherent to Quant Strategies -- Ch. 11. Criticisms of Quant Trading: Setting the Record Straight -- Ch. 12. Evaluating Quants and Quant Strategies -- Ch. 13. Looking to the Future of Quant Trading.
Summary "In straightforward, non-mathematical terms - supplemented by real-world examples and informative anecdotes - this reliable resource takes you on a detailed tour through the black box. It skillfully sheds light upon the work that "quants" do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies."--BOOK JACKET.
Subject Portfolio management -- Mathematical models.
Investment analysis -- Mathematical models.
Stocks -- Mathematical models.
ISBN 9780470432068 (cloth)
0470432063 (cloth)