December 2013
Intermediate to advanced
192 pages
3h 13m
English
book
Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility
by Chiente Hsu
Content preview from Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and VolatilityBecome 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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Praise for Rule Based Investing
“This excellent book presents very clear and understandable rules for mitigating the risks on investments designed to earn the risk premiums on volatility and ‘carry’ portfolios. As well known in academia and industry, a naïve strategy of mechanically entering these investments offers a steady stream of small positive returns with occasional disastrously large negative returns. The book presents clear-cut, understandable, and sound sets of rules for attenuating the disasters but still earning nice average returns over time per unit risk. The book is quite suitable for undergraduate and master’s level courses. It should also be a convenient reference and practical guide for academics and practitioners. The tables ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.