Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility

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Description

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 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.

Rule Based Investing: 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.

Get “Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility” now!

Additional information

Author

Chiente Hsu

Binding

Hardcover

EAN

9780133354348

EAN List

9780133354348

Edition

1

ISBN

0133354342

Is Eligible For Trade In

1

Item Dimensions

925, hundredths-inches, 650, hundredths-inches, 85, hundredths-pounds, 64, hundredths-inches

Label

FT Press

Languages

English, Published, English, Original Language, English, Unknown

Manufacturer

FT Press

Number Of Items

1

Number Of Pages

192

Package Dimensions

87, hundredths-inches, 913, hundredths-inches, 79, hundredths-pounds, 614, hundredths-inches

Package Quantity

1

Product Group

Book

Product Type Name

ABIS_BOOK

Publication Date

2013-12-30

Publisher

FT Press

Studio

FT Press

Trade In Value

400, USD, $4.00