Rule based investing: designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility
Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Upper Saddle River, N.J.
FT Press
2014
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| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9780133354379/?ar |
| Zusammenfassung: | Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance . |
| Beschreibung: | Includes bibliographical references and index. - Print version record |
| Umfang: | 1 Online-Ressource (1 volume) illustrations |
| ISBN: | 9780133354355 0133354350 9780133354379 |
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| spelling | Hsu, Chiente 1964- VerfasserIn aut Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility Chiente Hsu Upper Saddle River, N.J. FT Press 2014 1 Online-Ressource (1 volume) illustrations Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Includes bibliographical references and index. - Print version record Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance . Investments Portfolio management Investissements Gestion de portefeuille BUSINESS & ECONOMICS ; Finance 9780133354348 Erscheint auch als Druck-Ausgabe 9780133354348 |
| spellingShingle | Hsu, Chiente 1964- Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility Investments Portfolio management Investissements Gestion de portefeuille BUSINESS & ECONOMICS ; Finance |
| title | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility |
| title_auth | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility |
| title_exact_search | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility |
| title_full | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility Chiente Hsu |
| title_fullStr | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility Chiente Hsu |
| title_full_unstemmed | Rule based investing designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility Chiente Hsu |
| title_short | Rule based investing |
| title_sort | rule based investing designing effective quantitative strategies for foreign exchange interest rates emerging markets equity indices and volatility |
| title_sub | designing effective quantitative strategies for foreign exchange, interest rates, emerging markets, equity indices, and volatility |
| topic | Investments Portfolio management Investissements Gestion de portefeuille BUSINESS & ECONOMICS ; Finance |
| topic_facet | Investments Portfolio management Investissements Gestion de portefeuille BUSINESS & ECONOMICS ; Finance |
| work_keys_str_mv | AT hsuchiente rulebasedinvestingdesigningeffectivequantitativestrategiesforforeignexchangeinterestratesemergingmarketsequityindicesandvolatility |