June 2015
Beginner
256 pages
5h 7m
English
book
Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies
by Sugata Ray
Content preview from Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading StrategiesBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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1. Overview of Quantitative Investing
Quantitative investing is generally defined as the use of a rigorous set of rules based on easily observable criteria to guide investment decisions. It encompasses a wide variety of strategies, from longer-term equity strategies where equities are bought and held for periods up to or longer than a year, to very short-term strategies trading in and out of securities multiple times during the course of a day. Of course, these shorter-term strategies do not really “invest” in the securities. Regardless of the exact type of strategy employed, there are several common steps in all types of quantitative investing: (1) screens, (2) backtests, and (3) implementation. This general process is graphically represented ...
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