Overview
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 maximise your profits and control your risk.
Full Product Details
Author: Sugata Ray
Publisher: Pearson Education (US)
Imprint: Addison Wesley
Dimensions:
Width: 17.50cm
, Height: 1.20cm
, Length: 22.90cm
Weight: 0.360kg
ISBN: 9780134878454
ISBN 10: 0134878450
Pages: 224
Publication Date: 20 February 2018
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: In Print
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.
Author Information
Sugata Ray teaches and conducts research at the University of Florida. Ray’s research has been published in a number of peer-reviewed journals, including the Journal of Investment Management and the Journal of Financial Markets. Ray’s work has been presented to regulators, including those at the SEC and the Fed; academics at conferences such as the American Finance Association and European Finance Association; and industry participants. Ray’s research has been covered in CNN, The Economist, the Financial Times, NPR, and The Wall Street Journal, among numerous other trade and popular press outlets. In addition to his academic pursuits, Ray also develops and manages quantitative investment strategies for Fundamental Global Investors, an investment company, and Capital Wealth Advisors, a wealth management company. Previously, Ray worked in various capacities in a number of financial services firms and asset managers, including Legg Mason, Oliver Wyman, and Lehman Brothers. He received his Doctorate, Master’s, and Bachelor’s degrees from the Wharton School at the University of Pennsylvania. You can read more about the author at his website: www.sugata.in.
