Inside the Black Box

Inside the Black Box pdf epub mobi txt 電子書 下載2025

裏什•納蘭

華爾街頂級數量金融投資專傢、資深對衝基金經理

作者納蘭1996年進入對衝基金行業,一直關注量化交易策略。現為特勒西斯資本有限責任公司(Telesis Capital LLC)的主要閤夥人,這傢公司主要采用量化交易策略進行投資。此前,他是聖巴巴拉阿爾法策略投資公司的基金經理。納蘭還曾與他人閤作創立瞭Tradeworx 公司並擔任總裁,這傢公司在1999~2002年管理著數隻量化對衝基金。

出版者:Wiley
作者:Rishi K. Narang
出品人:
頁數:224
译者:
出版時間:2009-9
價格:USD 49.95
裝幀:Hardcover
isbn號碼:9780470432068
叢書系列:
圖書標籤:
  • 金融 
  • Quant 
  • 量化 
  • 交易係統 
  • 黑箱 
  • 金融數學 
  • Finance 
  • 高頻交易 
  •  
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Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box "In Inside the Black Box: The Simple Truth About Quantitative Trading , Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran."

—Blair Hull, Founder, Hull Trading & Matlock Trading "Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work."

—Peter Muller, Head of Process Driven Trading, Morgan Stanley "A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book."

—Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation "Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies."

—Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P. "Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside."

—Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management "This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms."

—Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money "Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates." —Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital "Inside the Black Box provides a comprehensive and intuitive introduction to "quant" strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy."

—Asriel Levin, PhD, Managing Member, Menta Capital, LLC

具體描述

讀後感

評分

評分

評分

本來之前還想著看下業內人士是怎麼來量化分析做trader的,不過作者這本書是introduction的意思,隻是在描述trader的各種做法和一些過去量化交易的事件而已。休市價交易和限價交易之類的其實本科學金融的應該都學過。也許書本身是不錯的,不過是和期望不一樣吧瞭而已。  

評分

量化策略的掃盲書,是可以學到東西的那種。前半部分說得很詳細,其實對比目前國內的情況,和成書時的美國類似。正適閤像我這種連滑點具體指啥也不清楚的人.... 量化投資,簡而言之是一個方法和決策的過程。在策略形成之前,運用人工來開發,策略大概形成後,做迴測和擬閤,再編...  

評分

量化策略的掃盲書,是可以學到東西的那種。前半部分說得很詳細,其實對比目前國內的情況,和成書時的美國類似。正適閤像我這種連滑點具體指啥也不清楚的人.... 量化投資,簡而言之是一個方法和決策的過程。在策略形成之前,運用人工來開發,策略大概形成後,做迴測和擬閤,再編...  

用戶評價

评分

淺嘗輒止地瞭解瞭量化交易的大體結構。對於拓寬視野很有幫助。從書本身的內容來說,章節之間的內容略有重復,但作為少有的係統介紹量化交易的入門書籍,還是值得一讀的。對日常工作也有幫助。

评分

講的東西很多 入門瞭解一下還是可以的

评分

中文版的讀過瞭

评分

基礎常識,意義不大。

评分

剛讀完。內容不深,但是非常係統地介紹瞭quant trading中所運用的思想及邏輯,適閤入門。

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