出版社: Wiley
副标题: A Simple Guide to Quantitative and High Frequency Trading
出版年: 2013-3-25
页数: 336
定价: USD 49.95
装帧: Hardcover
ISBN: 9781118362419
内容简介 · · · · · ·
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 ...
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.
作者简介 · · · · · ·
里什•纳兰
华尔街顶级数量金融投资专家、资深对冲基金经理
作者纳兰1996年进入对冲基金行业,一直关注量化交易策略。现为特勒西斯资本有限责任公司(Telesis Capital LLC)的主要合伙人,这家公司主要采用量化交易策略进行投资。此前,他是圣巴巴拉阿尔法策略投资公司的基金经理。纳兰还曾与他人合作创立了Tradeworx 公司并担任总裁,这家公司在1999~2002年管理着数只量化对冲基金。
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Inside the Black Box的书评 · · · · · · ( 全部 15 条 )
交易员为什么需要量化思维?
有几个翻译上的误导不得不说一下,以免对阅读本书的新手造成误导乃至亏损。
打开量化投资的黑箱[第2版]
这篇书评可能有关键情节透露
作为华尔街顶级数量金融专家、资深对冲基金经理,毕业于加州伯克利的他对于金融市场的运转、风险以及过往的经验教训都有非常成熟和系统的见解。本书的案例和术语难度适中,翻译也非常好。一些案例的细节,如对1998年,2007年经济危机过程的描述清晰,让人印象深刻。 书中首先引... (展开)量化投资者的第一本书
a SIMPLE truth about quant trading
Beginners' Guide
这篇书评可能有关键情节透露
Black box: Chapter 3. Alpha Model Bayesian forecasting: allow new info to change a prior (Bayesian forecasting) Price: - trend - mean reversion Fundamentals: - Yield/Value: EP ratio - Growth/Sentiment: PEG ratio - Quality: leverage, diversity of revenue sou... (展开)> 更多书评 15篇
论坛 · · · · · ·
在这本书的论坛里发言这本书的其他版本 · · · · · · ( 全部4 )
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机械工业出版社 (2016)8.1分 311人读过
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机械工业出版社 (2012)7.4分 376人读过
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Wiley (2009)7.9分 37人读过
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谁读这本书? · · · · · ·
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- 在豆瓣转让 有237人想读,手里有一本闲着?
订阅关于Inside the Black Box的评论:
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0 有用 海马 2017-10-04 08:14:19
概略
0 有用 勝負師董寶珠 2013-07-28 16:40:27
没啥区别,营养不多
0 有用 qwertyuiop123 2020-06-27 20:07:28
比较全面的介绍,很多细节可能需要回头再看
0 有用 黯淡蓝点 2018-10-17 11:43:37
A comprehensive guide for beginners
0 有用 踏水而行 2022-04-26 22:45:09
332.642 NAR
0 有用 Tristan 2022-09-07 15:47:10 上海
比较全面,读完可以对quant trading有一个整体了解,便于找到自己的位置,很赞的入门读物
0 有用 疯了吧 2022-07-04 17:20:18
了解到了量化交易的一些概念,不太系统和连贯。
0 有用 踏水而行 2022-04-26 22:45:09
332.642 NAR
0 有用 qwertyuiop123 2020-06-27 20:07:28
比较全面的介绍,很多细节可能需要回头再看
0 有用 deepbright 2020-02-02 23:33:41
Highly recommended by our quant research team, which is indeed a quite comprehensive introduction to how quantitative and high frequency trading works. As an veteran in hedge fund industry, the author... Highly recommended by our quant research team, which is indeed a quite comprehensive introduction to how quantitative and high frequency trading works. As an veteran in hedge fund industry, the author goes through data, alpha model, risk model, transaction cost models as well as portfolio construction process. A nice one from insider. (展开)