The Elements of Quantitative Investing

Practical and relevant insights into the intricacies of quantitative trading at every stage of the investing process The Elements of Quantitative Investing is an in insightful and practical roadmap to every part of the quantitative investing process, from strategy formulation to post-trade analysis. Written by Dr. Giuseppe Paleologo, the author of the widely read Advanced Portfolio Management: A Quant's Guide for Fundamental Investors, the book walks you through every step of quantitative modeling. You'll learn about the statistical properties of returns, factor models, and portfolio management as you discover critical quantitative investing concepts grounded in key financial context. Everything that's been included in the book is highly relevant to quantitative investing in contemporary markets, and the author has focused exclusively on those subjects that can advance a quantitative investor's success in an increasingly competitive financial marketplace. Perfect for financial practitioners looking for applicable insights from one of the industry's leading lights, The Elements of Quantitative Investing makes accessible information, techniques, strategies, and knowledge typically available only to a select few. It's an essential and hands-on guide to quantitative investing.