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Book Cover
E-book
Author Sugata, Ray, author

Title Principles of quantitative equity investing : a complete guide to creating, evaluating, and implementing trading strategies / Sugata Ray
Published Old Tappan, New Jersey : Pearson Education, Inc., [2015]
©2015

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Description 1 online resource (1 volume) : illustrations
Summary 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 you'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 "backtest" their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software -- 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 world'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 -- helping you systematically maximize your profits and control your risk
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Portfolio management.
Stocks -- United States
Investment analysis.
BUSINESS & ECONOMICS -- Finance.
Investment analysis
Portfolio management
Stocks
United States
Form Electronic book
LC no. 2015936653
ISBN 9780134193380
0134193385
Other Titles Complete guide to creating, evaluating, and implementing trading strategies