内容简介

New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style-supplemented by real-world examples and informative anecdotes-a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading. Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work Provides key information for investors to evaluate the best hedge fund investments Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager This new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals.


里什•纳兰

华尔街顶级数量金融投资专家、资深对冲基金经理

作者纳兰1996年进入对冲基金行业,一直关注量化交易策略。现为特勒西斯资本有限责任公司(Telesis Capital LLC)的主要合伙人,这家公司主要采用量化交易策略进行投资。此前,他是圣巴巴拉阿尔法策略投资公司的基金经理。纳兰还曾与他人合作创立了Tradeworx 公司并担任总裁,这家公司在1999~2002年管理着数只量化对冲基金。

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豆瓣评论

  • 虫虎兽
    对干这行的人应该都是常识,对感兴趣的年轻同学大概是个很好的入门读物。当然也不可能讲什么实质性的东西,很多数据和方法也很过时了。最后给hft平反了一下,还算fair。08-11
  • 黯淡蓝点
    A comprehensive guide for beginners10-17
  • 冰点
    非常清晰的科普读物啊08-05
  • henryu¥拉丝裤
    讲的比较提纲挈领,也比较泛,对入门玩家帮助应该还是挺大。有幸见过作者,老帅哥。12-18
  • qwertyuiop123
    比较全面的介绍,很多细节可能需要回头再看06-27

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