In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. Sugata Ray demonstrates how to invest successfully in US equities with quantitative strategies, using rigorous rule sets to decide when and what to trade.
Whether you’re a serious investor, professional advisor, or student of finance, Ray will help you determine the optimal quantitative rules for your investing objectives, and then "backtest" their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software — and this book comes with 20 weeks of free access to Equities Lab, plus a discount on its purchase.
Ray covers key topics including stock screening, portfolio rebalancing, market timing, returns and dividends, benchmarks, bespoke measures, and more. He also presents a series of powerful screens built by many of the world’s most successful investors.
Together, this guidebook and software combine to offer a turnkey solution for creating virtually any quantitative strategy, and then accurately estimating its performance and risk characteristics — helping you systematically maximize your profits and control your risk.
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“Dr. Ray covers both the theory and practice of creating quantitative stock portfolio strategies and backtesting them using the software that is included. The book and the included software provide a complete solution for investors and students looking to learn and implement quantitative investing strategies. The book is easy to read, and the steps to use the software are clearly explained.”
--Professor Mahendrarajah Nimalendran, John H. and Mary Lou Dasburg Professor of Finance, Warrington College of Business Administration, University of Florida
“Dr. Ray has done a great job outlining how a DIY investor can invest in systematic strategies. Highly recommended!”
--Wesley R. Gray, Executive Managing Member, Alpha Architect
Sugata Ray teaches and conducts research at the University of Florida. Ray’s research has been published in a number of peer-reviewed journals, including the Journal of Investment Management and the Journal of Financial Markets. Ray’s work has been presented to regulators, including those at the SEC and the Fed; academics at conferences such as the American Finance Association and European Finance Association; and industry participants. Ray’s research has been covered in CNN, The Economist, the Financial Times, NPR, and The Wall Street Journal, among numerous other trade and popular press outlets. In addition to his academic pursuits, Ray also develops and manages quantitative investment strategies for Fundamental Global Investors, an investment company, and Capital Wealth Advisors, a wealth management company. Previously, Ray worked in various capacities in a number of financial services firms and asset managers, including Legg Mason, Oliver Wyman, and Lehman Brothers. He received his Doctorate, Master’s, and Bachelor’s degrees from the Wharton School at the University of Pennsylvania. You can read more about the author at his website: www.sugata.in.
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Descripción FT Press, 2015. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P110134192796