| Description |
1 online resource (1 volume) : illustrations |
| Bibliography |
Includes bibliographical references and index. |
| Summary |
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. |
| Subject |
Portfolio management.
|
|
Stocks -- United States.
|
|
Investment analysis.
|
|
Gestion de portefeuille. |
|
Actions (Titres de société) -- États-Unis. |
|
Analyse financière. |
|
Investment analysis |
|
Portfolio management |
|
Stocks |
|
United States |
| Added Title |
Complete guide to creating, evaluating, and implementing trading strategies |
| Other Form: |
Print version: Sugata, Ray. Principles of quantitative equity investing. Old Tappan, New Jersey : Pearson Education, Inc., [2015] 9780134192796 (DLC) 2015936653 (OCoLC)907125535 |
| ISBN |
9780134193380 (electronic bk.) |
|
0134193385 (electronic bk.) |
|
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