Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies
| Author | : | |
| Rating | : | 4.67 (790 Votes) |
| Asin | : | 0134192796 |
| Format Type | : | paperback |
| Number of Pages | : | 224 Pages |
| Publish Date | : | 2014-08-18 |
| Language | : | English |
DESCRIPTION:
Ray’s work has been presented to regulators, including those at the SEC and the Fed; academics at conferences such as the American Finance Association and European Finance Association; and industry participants. You can read more about the author at his website: sugata. He received his Doctorate, Master’s, and Bachelor’s degrees from the Wharton School at the University of Pennsylvania. . Ray’s research has been
He also presents powerful screens built by some of the world’s most successful investors.Whether you’re a serious investor, professional advisor, or student of finance, Ray will help you determine the optimal quantitative rules for your investing objectives and then backtest their performance through any historical time period. Ray has done a great job outlining how a DIY investor can invest in systematic strategies. As a purchaser of this book, you’re entitled to a free 20-week trial subscription to Equities Lab and a discounted subscription afterward.You’ll learn how to start small, matching quantitative strategies with your investment style and comfort level. The book and the included software provide a complete solution for investors and students looking to learn and implement quantitative investing strategies. The book is easy to read, and the steps to use the software are clearly explained.” --Professor Mahendrarajah Nimalendran,
Great to learn the fundamentals, made even more interesting with the power of Equities Lab This book is a great primer for any finance student trying to get a foothold into the realm of quantitative trading strategies. While Sugata Ray's book is a solid guide on its own, adding instruction and a trial in Equities Lab to the mix made it better. Backed by the fundamental guidelines set forth in this book any student or individual investor can let their imagination run wild testing a seemingly endless variety of different quantitative strategies. Coming from a student graduating with a finance degree, I believe this book allowed me to have a solid understanding of f. Decent primer but obviously written as marketing material for the website For the price, this was not what I was expecting. Since it was written by a finance professor, I was expecting something more in-depth. Unfortunately, this book reads more like an infomercial to Sugata Ray's EquitiesLab website. I would say this book is geared more towards those who need an initial primer to quantitative investing concepts and who plan on relying on a single website or source to provide the black-box testing of quantitative strategies. Not for anyone who is looking for a more mathematically rigorous or in-depth analysis of "why" certain strategies work.. Cody Azzi said Absolutely helped me screen stocks so much better! I used two formulas given from the book. Absolutely helped me screen stocks so much better! I used two formulas given from the book to find companies with high yields when back-testing similar companies
In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. He demonstrates each key technique using state-of-the-art Equities Lab software — and this book comes with 20 weeks of free access to Equities Lab, plus a discount on its purchase. Ray covers key topics including stock screening, portfolio rebalancing, market timing, returns and dividends, benchmarks, bespoke measures, and more. He also presents a series of powerful screens built by many of the world’s most successful investors. Together, this guidebook and software combine to offer a turnkey solution for creating virtually any quantitative strategy, and then accurately estimating its performance and risk characteristics — helping you systematically maximize your profits and control your risk.. Sugata Ray demonstrates how to invest successfully in US equities with quantitative strategies, using rigorous rule sets to decide when and what to trade. Whether you’re a serious investor, profes