Principles of Quantitative Equity Investing

Principles of Quantitative Equity Investing

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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 youa€™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 qbacktestq their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software a€” 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 worlda€™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 a€” helping you systematically maximize your profits and control your risk.Technical analysis is a specific form of a timing screen. Technical analysis is the science (or art) of reading stock price charts and predicting what will happen next . Figure 6.1 shows an example of technical analysis from the Wikipedia entry onanbsp;...

Title:Principles of Quantitative Equity Investing
Author:Sugata Ray
Publisher:FT Press - 2015-05-30


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