The Elements of Quantitative Investing

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...