The Elements of Quantitative Investing (Wiley Finance) - Tapa dura

Acerca del autor

GIUSEPPE A. PALEOLOGO, PhD, is the Head of Quantitative Research at Balyasny Asset Management. Previously, he held senior positions in quantitative research and risk at Citadel, Millennium, and Hudson River Trading. He has extensive experience in equities quantitative risk management, portfolio construction, and alpha signal research. He holds a doctorate in Management Science and Engineering from Stanford University.

De la contraportada

In The Elements of Quantitative Investing, celebrated quantitative research and investment expert Dr. Giuseppe Paleologo delivers a comprehensive guide to quantitative investing. The author covers everything you need to know about the subject, from strategy formulation to investment plan execution and post-trade analysis and provides key insights into all the quantitative methods used throughout the investment process.

You’ll discover authoritative descriptions of every step of the quantitative modeling process, including statistical properties of returns, factor models, portfolio management, and more. The book is divided into three parts — each corresponding to a different phase of the investment process — and focuses on well-known factor models, like Principal Component Analysis, with an essential grounding in financial contexts.

The Elements of Quantitative Investing encourages readers to think deeply about simple things and shows you how to attack and solve the practical problems that arise for every quantitative investor: How do I model multivariate returns? How do I test models I’ve developed or obtained from 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 should I account for transaction costs in portfolio management?

The book answers all these questions, and more. It’s the perfect guide for financial practitioners seeking expert insights from a leading financial executive on quantitative investment topics. Packed with information that is usually only accessible for those apprenticing under practicing quantitative investors, The Elements of Quantitative Investing is the hands-on roadmap to the subject that you’ve been waiting for.

De la solapa interior

In The Elements of Quantitative Investing, celebrated quantitative research and investment expert Dr. Giuseppe Paleologo delivers a comprehensive guide to quantitative investing. The author covers everything you need to know about the subject, from strategy formulation to investment plan execution and post-trade analysis and provides key insights into all the quantitative methods used throughout the investment process.

You'll discover authoritative descriptions of every step of the quantitative modeling process, including statistical properties of returns, factor models, portfolio management, and more. The book is divided into three parts -- each corresponding to a different phase of the investment process -- and focuses on well-known factor models, like Principal Component Analysis, with an essential grounding in financial contexts.

The Elements of Quantitative Investing encourages readers to think deeply about simple things and shows you how to attack and solve the practical problems that arise for every quantitative investor: How do I model multivariate returns? How do I test models I've developed or obtained from 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 should I account for transaction costs in portfolio management?

The book answers all these questions, and more. It's the perfect guide for financial practitioners seeking expert insights from a leading financial executive on quantitative investment topics. Packed with information that is usually only accessible for those apprenticing under practicing quantitative investors, The Elements of Quantitative Investing is the hands-on roadmap to the subject that you've been waiting for.