Quantitative Investment Analysis

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Quantitative Investment Analysis

Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Quantitative Investment Analysis Book PDF

Author : Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Publisher : John Wiley & Sons
Page : 635 pages
File Size : 47,8 Mb
Release : 2015-11-02
Category : Business & Economics
ISBN : 9781119104223

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Quantitative Investment Analysis by Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson Pdf

Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.

Quantitative Investment Analysis

Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Quantitative Investment Analysis Book PDF

Author : Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Publisher : John Wiley & Sons
Page : 635 pages
File Size : 53,5 Mb
Release : 2015-10-15
Category : Business & Economics
ISBN : 9781119104605

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Quantitative Investment Analysis by Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson Pdf

Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.

Quantitative Investment Analysis

Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Quantitative Investment Analysis Book PDF

Author : Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson
Publisher : John Wiley & Sons
Page : 634 pages
File Size : 55,9 Mb
Release : 2015-10-15
Category : Business & Economics
ISBN : 9781119104599

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Quantitative Investment Analysis by Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle,Mark J. P. Anson Pdf

Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.

Quantitative Investing

Lingjie Ma
Quantitative Investing Book PDF

Author : Lingjie Ma
Publisher : Springer Nature
Page : 462 pages
File Size : 48,8 Mb
Release : 2020-09-07
Category : Business & Economics
ISBN : 9783030472023

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Quantitative Investing by Lingjie Ma Pdf

This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline. This volume will be particularly useful to advanced students and practitioners in finance and investments.

Quantitative Value, + Web Site

Wesley R. Gray,Tobias E. Carlisle
Quantitative Value Web Site Book PDF

Author : Wesley R. Gray,Tobias E. Carlisle
Publisher : John Wiley & Sons
Page : 293 pages
File Size : 44,6 Mb
Release : 2012-12-26
Category : Business & Economics
ISBN : 9781118328071

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Quantitative Value, + Web Site by Wesley R. Gray,Tobias E. Carlisle Pdf

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.

Applied Quantitative Methods for Trading and Investment

Christian L. Dunis,Jason Laws,Patrick Naïm
Applied Quantitative Methods for Trading and Investment Book PDF

Author : Christian L. Dunis,Jason Laws,Patrick Naïm
Publisher : John Wiley & Sons
Page : 426 pages
File Size : 48,9 Mb
Release : 2004-01-09
Category : Business & Economics
ISBN : 9780470871348

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Applied Quantitative Methods for Trading and Investment by Christian L. Dunis,Jason Laws,Patrick Naïm Pdf

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio

Quantitative Methods for Investment Analysis

Richard Armand DeFusco
Quantitative Methods for Investment Analysis Book PDF

Author : Richard Armand DeFusco
Publisher : Ingram
Page : 776 pages
File Size : 41,6 Mb
Release : 2004
Category : Business & Economics
ISBN : STANFORD:36105129672924

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Quantitative Methods for Investment Analysis by Richard Armand DeFusco Pdf

Designed for use in the CFA program or by investment professionals, this textbook provides a guide to applying quantitative analysis to the investment process. From the perspective of an investment generalist, it covers the knowledge, skills, and abilities needed to utilize quantitative methods. Chapters address the time value of money, discounted cash flow applications, market returns, statistical concepts, probability concepts, probability distributions, sampling and estimation, hypothesis testing, correlation and regression, time series analysis, and portfolio concepts. The authors are CFAs affiliated with universities or private companies. c. Book News Inc.

Big Data and Machine Learning in Quantitative Investment

Tony Guida
Big Data and Machine Learning in Quantitative Investment Book PDF

Author : Tony Guida
Publisher : John Wiley & Sons
Page : 308 pages
File Size : 49,7 Mb
Release : 2019-03-25
Category : Business & Economics
ISBN : 9781119522195

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Big Data and Machine Learning in Quantitative Investment by Tony Guida Pdf

Get to know the ‘why’ and ‘how’ of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it’s a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. • Gain a solid reason to use machine learning • Frame your question using financial markets laws • Know your data • Understand how machine learning is becoming ever more sophisticated Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment — and this book shows you how.

Quantitative Methods for Finance and Investments

John Teall,Iftekhar Hasan
Quantitative Methods for Finance and Investments Book PDF

Author : John Teall,Iftekhar Hasan
Publisher : John Wiley & Sons
Page : 296 pages
File Size : 49,8 Mb
Release : 2009-02-04
Category : Business & Economics
ISBN : 9781405141840

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Quantitative Methods for Finance and Investments by John Teall,Iftekhar Hasan Pdf

Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.

EQUITY MANAGEMENT QUANTITIVE ANALYSIS

Bruce I. Jacobs,Kenneth N. Levy
EQUITY MANAGEMENT QUANTITIVE ANALYSIS Book PDF

Author : Bruce I. Jacobs,Kenneth N. Levy
Publisher : McGraw Hill Professional
Page : 428 pages
File Size : 41,5 Mb
Release : 2000
Category : Business & Economics
ISBN : 0071371338

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EQUITY MANAGEMENT QUANTITIVE ANALYSIS by Bruce I. Jacobs,Kenneth N. Levy Pdf

Two pioneers and innovators in the money management field present their choice of groundbreaking, peer-reviewed articles on subjects including portfolio engineering and long-short investment strategy. More than just a collection of classic review pieces, however, Equity Management provides new material to introduce, interpret, and integrate the pieces, with an introduction that provides an authoritative overview of the chapters. Important and innovative, it is destined to become the "Graham and Dodd" of quantitative equity investing. About the Authors: Bruce I. Jacobs and Kenneth N. Levy are Principals of Jacobs Levy Equity Management. Based in Florham Park, New Jersey, Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Jacobs Levy currently manages over $15 billion in various strategies for a prestigious global roster of 50 corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations, including over 25 of Pensions & Investments' "Top 200 Pension Funds/Sponsors." Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and co-editor, with Ken Levy, of Market Neutral Strategies. He serves on the advisory board of the Journal of Portfolio Management. Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee and on the advisory board of POSIT.

The Current State of Quantitative Equity Investing

Ying L. Becker,Marc R. Reinganum
The Current State of Quantitative Equity Investing Book PDF

Author : Ying L. Becker,Marc R. Reinganum
Publisher : CFA Institute Research Foundation
Page : 82 pages
File Size : 42,6 Mb
Release : 2018-05-10
Category : Business & Economics
ISBN : 9781944960452

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The Current State of Quantitative Equity Investing by Ying L. Becker,Marc R. Reinganum Pdf

Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.

Quantitative Investment Analysis Workbook

Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle
Quantitative Investment Analysis Workbook Book PDF

Author : Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle
Publisher : John Wiley & Sons
Page : 287 pages
File Size : 54,9 Mb
Release : 2010-12-22
Category : Business & Economics
ISBN : 9781118044841

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Quantitative Investment Analysis Workbook by Richard A. DeFusco,Dennis W. McLeavey,Jerald E. Pinto,David E. Runkle Pdf

In Quantitative Investment Analysis Workbook, Second Edition, financial experts Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle offer you a wealth of practical information and exercises that will further enhance your understanding of this discipline. This essential study guide—which parallels the main book chapter by chapter—contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews.

Principles of Quantitative Equity Investing

Sugata Ray
Principles of Quantitative Equity Investing Book PDF

Author : Sugata Ray
Publisher : FT Press
Page : 289 pages
File Size : 48,7 Mb
Release : 2015-05-30
Category : Business & Economics
ISBN : 9780134193397

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Principles of Quantitative Equity Investing by Sugata Ray Pdf

In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. 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, 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. 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.

The Quants

Scott Patterson
The Quants Book PDF

Author : Scott Patterson
Publisher : Currency
Page : 354 pages
File Size : 40,9 Mb
Release : 2011-01-25
Category : Business & Economics
ISBN : 9780307453389

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The Quants by Scott Patterson Pdf

With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a gripping tale of ambition and hubris, and an ominous warning about Wall Street’s future. In March of 2006, four of the world’s richest men sipped champagne in an opulent New York hotel. They were preparing to compete in a poker tournament with million-dollar stakes, but those numbers meant nothing to them. They were accustomed to risking billions. On that night, these four men and their cohorts were the new kings of Wall Street. Muller, Griffin, Asness, and Weinstein were among the best and brightest of a new breed, the quants. Over the prior twenty years, this species of math whiz--technocrats who make billions not with gut calls or fundamental analysis but with formulas and high-speed computers--had usurped the testosterone-fueled, kill-or-be-killed risk-takers who’d long been the alpha males the world’s largest casino. The quants helped create a digitized money-trading machine that could shift billions around the globe with the click of a mouse. Few realized, though, that in creating this unprecedented machine, men like Muller, Griffin, Asness and Weinstein had sowed the seeds for history’s greatest financial disaster. Drawing on unprecedented access to these four number-crunching titans, The Quants tells the inside story of what they thought and felt in the days and weeks when they helplessly watched much of their net worth vaporize--and wondered just how their mind-bending formulas and genius-level IQ’s had led them so wrong, so fast.

Quantitative Analysis for Investment Management

Robert Alexander Taggart
Quantitative Analysis for Investment Management Book PDF

Author : Robert Alexander Taggart
Publisher : Unknown
Page : 328 pages
File Size : 43,5 Mb
Release : 1996
Category : Investment analysis
ISBN : UCSD:31822021517057

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Quantitative Analysis for Investment Management by Robert Alexander Taggart Pdf

Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management. The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.