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Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies
book

Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies

by Sugata Ray
June 2015
Beginner
256 pages
5h 7m
English
Pearson
Content preview from Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies

Index

A

abstracts, financial journals, 131

accounts, creating, in Equities Lab, 13-15

ADRs (American Depository Receipts), 48

aimless screens, 32-34

alphas, 90-92

American Depository Receipts (ADRs), 48

analysis platforms versus Equities Lab, 162-164

Anginer, Deniz, 168

anomalies, 129

API (application programming interface), 151

Apple, market caps, 36

application programming interface (API), 151

appraisal ratio, 95

articles, finding academic finance articles, 133

asset allocation, role of quantitative equity investing in wealth management, 156-158

asset classes, 170

ATM cards, brokerage accounts, 148

avoiding behavioral biases, 142-143

B

Bachelier, Louis, 174

backtest data, exporting, to Excel, 87

backtest results, comparing, 38

backtesting, ...

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Publisher Resources

ISBN: 9780134193403Purchase book