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Quantitative Investing

Autor Fred Piard
en Limba Engleză Paperback – 18 aug 2013
This book is aimed at providing simple quantitative strategies that individual investors can implement with little work using simple, free or cheap tools and services.
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Specificații

ISBN-13: 9780857193001
ISBN-10: 0857193007
Pagini: 146
Dimensiuni: 159 x 235 x 6 mm
Greutate: 0.23 kg
Editura: HARRIMAN HOUSE LTD

Notă biografică

Fred Piard

Cuprins

Disclaimer
About The Author
Preface
Acknowledgements
Introduction
1. Methodology
Focus on Simple Basic Principles
Evaluating Strategies
The Cost of a Drawdown
Tools and Requirements
Common Hypotheses, Vocabulary and Presentation
Chapter Summary
2. Market Timing
S&P 500 Market Timing
Multi-Indexes Timing
Sector Portfolio Timing
Global Assets Portfolio Timing
Chapter Summary
3. Momentum
Sector Rotation
Global Assets Rotation
Paired Switching
Chapter Summary
4. Seasonal Patterns
The Only Strategy Backtested Over 319 Years
A Two-Season Strategy
A Four-Season Strategy
The End of Year Pattern
Seasons and Sectors
More Seasonal Patterns
Chapter Summary
5. Mixing Strategies
An Attempt To Combine Everything
The "No Brain No Gain" Strategy
Building a Systemic Portfolio
The Luck Factor
Chapter Summary
6. Fundamental Quantitative Models
Hypotheses
A Value Model
A Growth Model
A Dividend Model
Market Timing and Hedging
Combining Models
Chapter Summary
7. Designing A Strategy
The Framework
The Deadly Sins of Backtesting
Chapter Summary
Conclusion
Appendices
Appendix 1: Summer and Winter returns since 1950
Appendix 2: A New Kind of Quantitative Indicator
Appendix 3: Bibliograph
Appendix 4: Support
Index