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Quantitive Trading And Money Management Revised Edition
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Book Synopsis Quantitive Trading and Money Management: Revised Edition by : Fred Gehm
Download or read book Quantitive Trading and Money Management: Revised Edition written by Fred Gehm and published by McGraw-Hill. This book was released on 1995-07 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides the tools a trader needs to know to best utilize his trading capital. This book explains how to use mathematical techniques to calculate risk/reward possibilities, optimal trading size, profit objectives and stop loss points. It contains topics that looks at avoiding catastrophic losses, and the importance of diversification.
Book Synopsis Applied Quantitative Methods for Trading and Investment by : Christian L. Dunis
Download or read book Applied Quantitative Methods for Trading and Investment written by Christian L. Dunis and published by John Wiley & Sons. This book was released on 2004-01-09 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Book Synopsis Quality Money Management by : Andrew Kumiega
Download or read book Quality Money Management written by Andrew Kumiega and published by Academic Press. This book was released on 2011-08-29 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control. The financial industry in on the verge of a quality revolution. New and old firms alike are creating new investment vehicles and new strategies that are radically changing the nature of the industry. To compete, mutual funds, hedge fund industries, banks and proprietary trading firms are being forced to quicklyy research, test and implement trade selection and execution systems. And, just as in the early stages of factory automation, quality suffers and leads to defects. Many financial firms fall short of quality, lacking processes and methodologies for proper development and evaluation of trading and investment systems. Authors Kumiega and Van Vliet present a new step-by-step methodology for such development. Their methodology (called K|V) has been presented in numerous journal articles and at academic and industry conferences and is rapidly being accepted as the preferred business process for the institutional trading and hedge fund industries for development, presentation, and evaluation of trading and investment systems. The K|V model for trading system development combines new product development, project management and software development methodologies into one robust system. After four stages, the methodology requires repeating the entire waterfall for continuous improvement. The discussion quality and its applications to the front office is presented using lessons learned by the authors after using the methodology in the real world. As a result, it is flexible and modifiable to fit various projects in finance in different types of firms. Their methodology works equally well for short-term trading systems, longer-term portfolio management or mutual fund style investment strategies as well as more sophisticated ones employing derivative instruments in hedge funds. Additionally, readers will be able to quickly modify the standard K|V methodology to meet their unique needs and to quickly build other quantitatively drive applications for finance. At the beginning and the end of Quality Money Management the authors pose a key question: Are you willing to change and embrace quality for the 21st century or are willing to accept extinction? The real gem in this book is that the concepts give the reader a road map to avoid extinction. Presents a robust process engineering framework for developing and evaluating trading and investment systems Best practices along the step-by-step process will mitigate project risk, model risk, and ensure data quality Includes a quality model for backtesting and managing market risk of working systems
Book Synopsis Quantitative Trading by : Ernest P. Chan
Download or read book Quantitative Trading written by Ernest P. Chan and published by . This book was released on 2009 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: "While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed"--Resource description page.
Book Synopsis Inside the Black Box by : Rishi K. Narang
Download or read book Inside the Black Box written by Rishi K. Narang and published by John Wiley & Sons. This book was released on 2013-03-25 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world examples and informative anecdotes—a reliable resource takes you on a detailed tour through the black box. He 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. This new edition includes information on High Frequency Trading. Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work Provides key information for investors to evaluate the best hedge fund investments Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager This new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals.
Book Synopsis Modeling Maximum Trading Profits with C++ by : Valerii Salov
Download or read book Modeling Maximum Trading Profits with C++ written by Valerii Salov and published by John Wiley & Sons. This book was released on 2007-03-15 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Mr. Salov has taken one of my favorite creations – Perfect Profit – and provided an expanded description of his interpretation of it and put it in your hands with the included software. Like I said fifteen years ago, Perfect Profit is an important tool for the trading system developer. See for yourself." —Robert Pardo, President, Pardo Capital Limited "A very in-depth reference for programmers that should serve well into the future. The code herein lends itself well to other syntactically similar programming languages such as Java, PHP, and C#." —Ralph Vince The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same. This detailed guide will show you how to effectively calculate the potential profit in a market under conditions of variable transaction costs, and provide you with the tools needed to compute those values from real prices. You'll be introduced to new notions of s-function, s-matrix, s-interval, and polarities of s-intervals, and discover how they can be used to build the r- and l-algorithms as well as the first and second profit and loss reserve algorithms. Optimal money management techniques are also illustrated throughout the book, so you can make the most informed trading decisions possible. Filled with in-depth insight and expert advice, Modeling Maximum Trading Profits with C++ contains a comprehensive overview of trading, money management, and C++. A companion website is also included to help you test the concepts described throughout the book before you attempt to use them in real-world situations.
Book Synopsis Quantitative Fund Management by : M.A.H. Dempster
Download or read book Quantitative Fund Management written by M.A.H. Dempster and published by CRC Press. This book was released on 2008-12-22 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.
Book Synopsis Quantitative Trading by : Ernest P. Chan
Download or read book Quantitative Trading written by Ernest P. Chan and published by John Wiley & Sons. This book was released on 2021-06-21 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Master the lucrative discipline of quantitative trading with this insightful handbook from a master in the field In the newly revised Second Edition of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own trading firm. You'll discover new case studies and updated information on the application of cutting-edge machine learning investment techniques, as well as: Updated back tests on a variety of trading strategies, with included Python and R code examples A new technique on optimizing parameters with changing market regimes using machine learning. A guide to selecting the best traders and advisors to manage your money Perfect for independent retail traders seeking to start their own quantitative trading business, or investors looking to invest in such traders, this new edition of Quantitative Trading will also earn a place in the libraries of individual investors interested in exploring a career at a major financial institution.
Book Synopsis EQUITY MANAGEMENT QUANTITIVE ANALYSIS by : Bruce I. Jacobs
Download or read book EQUITY MANAGEMENT QUANTITIVE ANALYSIS written by Bruce I. Jacobs and published by McGraw Hill Professional. This book was released on 2000 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two pioneers and innovators in the money management field present their choice of groundbreaking, peer-reviewed articles on subjects including portfolio engineering and long-short investment strategy. More than just a collection of classic review pieces, however, Equity Management provides new material to introduce, interpret, and integrate the pieces, with an introduction that provides an authoritative overview of the chapters. Important and innovative, it is destined to become the "Graham and Dodd" of quantitative equity investing. About the Authors: Bruce I. Jacobs and Kenneth N. Levy are Principals of Jacobs Levy Equity Management. Based in Florham Park, New Jersey, Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Jacobs Levy currently manages over $15 billion in various strategies for a prestigious global roster of 50 corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations, including over 25 of Pensions & Investments' "Top 200 Pension Funds/Sponsors." Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and co-editor, with Ken Levy, of Market Neutral Strategies. He serves on the advisory board of the Journal of Portfolio Management. Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee and on the advisory board of POSIT.
Book Synopsis Fixed Income Markets by : Moorad Choudhry
Download or read book Fixed Income Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2014-09-09 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
Download or read book Algorithmic Trading written by Ernie Chan and published by John Wiley & Sons. This book was released on 2013-05-28 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Algorithmic TRADING “Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers.” —DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management “Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses.” —ROGER HUNTER, Mathematician and Algorithmic Trader
Book Synopsis Quantitative Portfolio Management by : Michael Isichenko
Download or read book Quantitative Portfolio Management written by Michael Isichenko and published by John Wiley & Sons. This book was released on 2021-09-10 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you’ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market.
Book Synopsis Profitability and Systematic Trading by : Michael Harris
Download or read book Profitability and Systematic Trading written by Michael Harris and published by John Wiley & Sons. This book was released on 2008-04-30 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In order to overcome certain obstacles and make more informed decisions in today’s markets, you need to use the appropriate models and apply careful analysis. Nobody understands this better than author Michael Harris. And now, with Profitability and Systematic Trading, he reveals how to achieve this goal, by discussing some of the most important trading concepts he’s worked on during twenty years of research and development in this field.
Book Synopsis Trading and Money Management in a Student-Managed Portfolio by : Brian Bruce
Download or read book Trading and Money Management in a Student-Managed Portfolio written by Brian Bruce and published by Academic Press. This book was released on 2013-11-01 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Money Management in a Student-Managed Portfolio is a hands-on textbook for student-managed investment funds (SMIFs). The book presents the applied material that textbooks on portfolios and investments always overlook. Its focus on "how-to" questions summarizes the disciplines and skills necessary for trading. Covering equities, hedge funds and derivatives, and fixed income, it captures the breadth and detail necessary for developing and executing trading strategies. Developed specifically for SMIF courses, the book features calculations, examples, and software that help you move from talking about markets to taking positions in them. Methodically summarizes the disciplines and skills necessary for trading Teaches you to build a ranking model for securities and write a research report for a sell-side firm Covers equities, fixed income, derivatives, and hedge funds
Download or read book The Quants written by Scott Patterson and published by Currency. This book was released on 2011-01-25 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a gripping tale of ambition and hubris, and an ominous warning about Wall Street’s future. In March of 2006, four of the world’s richest men sipped champagne in an opulent New York hotel. They were preparing to compete in a poker tournament with million-dollar stakes, but those numbers meant nothing to them. They were accustomed to risking billions. On that night, these four men and their cohorts were the new kings of Wall Street. Muller, Griffin, Asness, and Weinstein were among the best and brightest of a new breed, the quants. Over the prior twenty years, this species of math whiz--technocrats who make billions not with gut calls or fundamental analysis but with formulas and high-speed computers--had usurped the testosterone-fueled, kill-or-be-killed risk-takers who’d long been the alpha males the world’s largest casino. The quants helped create a digitized money-trading machine that could shift billions around the globe with the click of a mouse. Few realized, though, that in creating this unprecedented machine, men like Muller, Griffin, Asness and Weinstein had sowed the seeds for history’s greatest financial disaster. Drawing on unprecedented access to these four number-crunching titans, The Quants tells the inside story of what they thought and felt in the days and weeks when they helplessly watched much of their net worth vaporize--and wondered just how their mind-bending formulas and genius-level IQ’s had led them so wrong, so fast.
Book Synopsis The Complete Guide to Capital Markets for Quantitative Professionals by : Alex Kuznetsov
Download or read book The Complete Guide to Capital Markets for Quantitative Professionals written by Alex Kuznetsov and published by McGraw Hill Professional. This book was released on 2006-11-22 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Complete Guide to Capital Markets for Quantitative Professionals is a comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry. It is written in a clear, conversational style and requires no prior knowledge of either finance or financial analytics. The book begins by discussing the operation of the financial industry and the business models of different types of Wall Street firms, as well as the job roles those with technical backgrounds can fill in those firms. Then it describes the mechanics of how these firms make money trading the main financial markets (focusing on fixed income, but also covering equity, options and derivatives markets), and highlights the ways in which quantitative professionals can participate in this money-making process. The second half focuses on the main areas of Wall Street technology and explains how financial models and systems are created, implemented, and used in real life. This is one of the few books that offers a review of relevant literature and Internet resources.
Book Synopsis Quantitative Trading with R by : Harry Georgakopoulos
Download or read book Quantitative Trading with R written by Harry Georgakopoulos and published by Springer. This book was released on 2015-02-02 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
