Narang: Inside the Black Box, Third Edition: A Simple Guid e to Quantitative and High-Frequency Trading, Gebunden

Klappentext

Praise for INSIDE THE BLACK BOX
"Once again, the insightful Rishi Narang pulls back the covers on quantitative investing in all its forms. As investing inexorably becomes more systematic, let him guide you in understanding these increasingly important investment strategies."
- Ronald N. Kahn, Global Head of Systematic Investment Research, BlackRock
"Rishi has been demystifying this misunderstood part of the finance ecosystem as an author and practitioner for decades. His insights are both helpful synthesis for the novice and thought-provoking challenge for the expert."
-Ben Samild, Chief Investment Officer, Future Fund
"Rishi Narang has a great gift for taking the most complex and arcane of topics within Quantitative Investing (already a complex and arcane world) and making them accessible to all readers. Few others possess Rishi's level of technical and rhetorical skill, allowing this book to be both an educational and fun read. Indeed, Rishi takes us to the very edge of the field and lets us peer inside and also imagine the future. This book is mandatory reading for all who are interested in Quantitative Investing-not just my students at MIT!"
- Matthew Rothman, Head of Statistical Arbitrage Strategies, Millennium Management and Senior Lecturer, MIT Sloan School of Management
"This third edition is required reading for anyone who invests in quantitative funds, and strongly recommended to those who build, operate, design, or run black boxes, who will appreciate Narang's super clear, jargon free high level description of the internal workings."
- Stephen Boyd, Samsung Professor in the School of Engineering, Stanford University
"Inside the Black Box is a comprehensive, plain-English introduction to all major aspects of systematic investing. It has earned its longstanding reputation as a canonical overview of the topic. This third edition updates and expands the treatment of predictive modeling, portfolio construction, data sources, the future of quantitative investing, and more. If you're looking for a careful, accessible on-ramp that cuts through the jargon to shed light on the ideas, stop here."
- Jon McAuliffe, Chief Investment Officer, The Voleon Group
"Rishi does a phenomenal job of demystifying the 'black box.' Approachable and comprehensive, this book provides valuable insights to both newcomers and seasoned practitioners alike-a must-read for anyone with an interest in the field!"
- Stefano Robbiati, Senior Managing Director, Quantitative Strategies and Research, Ontario Teachers' Pension Plan