The Elements of Quantitative Investing

Giuseppe A. Paleologo [1 week ago]

Download or Read Online The Elements of Quantitative Investing - Giuseppe A. Paleologo free Book (PDF, ePub, Mobi), Expert real-world insight on the intricacies of quantitative trading before, during, and after the trade

The Elements of Quantitative Investing is a comprehensive guide to quantitative investing, covering everything readers need to know from inception of a strategy, to execution, to post-trade analysis, with insight into all the quantitative methods used throughout the investment process. This book describes all the steps of quantitative modeling, including statistical properties of returns, factor model, portfolio management, and more. The inclusion of each topic is determined by real-world applicability. Divided into three parts, each corresponding to a phase of the investment process, this book focuses on well-known factor models, such as PCA, but with essential grounding in financial context. This book encourages the reader to think deeply about simple things.

The author, Giuseppe Paleologo, has held senior quantitative research and risk management positions at three of the four biggest hedge fund platforms in the world, and at one of the top three proprietary trading firms. Currently, he serves as the Head of Quantitative Research at Balyasny Asset Management with $21 billion in assets under management. He has held teaching positions at Cornell University and New York University and holds a Ph.D. and two M.S. from Stanford University. This book answers questions that every quantitative investor has asked at some point in their career, including:
How do I model multivariate returns? How do I test these models, either developed by me or by 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 do I account for transaction costs in portfolio management?
The Elements of Quantitative Investing earns a well-deserved spot on the bookshelves of financial practitioners seeking expert insight from a leading financial executive on quantitative investment topics—knowledge which is usually accessible to few and transmitted by one-on-one apprenticeship.

Are you looking for Ebook The Elements of Quantitative Investing? You will be glad to know that right now a The Elements of Quantitative Investing PDF is available on our online library. With our online resources, you can find The Elements of Quantitative Investing or just about any type of ebooks, for any type of product. Read Online The Elements of Quantitative Investing eBook here.

We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with eBook The Elements of Quantitative Investing. To get started finding The Elements of Quantitative Investing, you are right to find our website which has a comprehensive collection of ebook listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented. You will also see that there are specific sites catered to different product types or categories, brands or niches related with The Elements of Quantitative Investing eBook PDF. So depending on what exactly you are searching, you will be able to choose ebooks to suit your own needs.