Quantitative Investment Application In Chinese Stock Market

Quantitative Investment Application In Chinese Stock Market

by Qi Li
     
 
Nowadays in Chinese stock market, More and more quantitative investment-based fund and index fund companies are also springing up. Up to July,2010, there are 9 quantitative funds(active quantitative investment) and 12 index funds (passive quantitative investment) in Chinese A-Share Stock Exchange Market and Financial Engineering is becoming more popular in China. That

Overview

Nowadays in Chinese stock market, More and more quantitative investment-based fund and index fund companies are also springing up. Up to July,2010, there are 9 quantitative funds(active quantitative investment) and 12 index funds (passive quantitative investment) in Chinese A-Share Stock Exchange Market and Financial Engineering is becoming more popular in China. That is what stimulates me to describe the application of quantitative investment in Chinese stock market. In my book, I try to compare literal review of statistical ways for stock selection and also portfolio-construction computerized methodology and introduce my own stock selection and portfolio construction model (basing on Excel VBA, Matlab, SPSS).

Product Details

ISBN-13:
9783844321593
Publisher:
OmniScriptum GmbH & Co. KG
Publication date:
03/24/2011
Pages:
116
Product dimensions:
6.00(w) x 9.00(h) x 0.28(d)

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