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Inside the Black Box: The Simple Truth About Quantitative Trading
By Rob | August 28, 2009
This is a new book just launched by Rishi Narang who is one of my Linkedin Friends at the ETF Strategist group.
For those of you interested in Quantitative Trading - this may be an interesting read. While it does not have the professional trader analysis i usually read from pro-traders such as Toby Crabel or Linda Raschke - it is an interesting offering for you: quants.
Summarized is what Amazon.com wrote about this book:
“Rishi Narang has created Inside the Black Box. In non-mathematical terms-and supplemented by anecdotes and real-world stories-this guide explains how quantitative trading strategies actually work. Written in a straightforward and accessible style, this book also skillfully explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager. Some of the questions covered throughout these pages include: How do quants capture alpha? What is the difference between theory-driven systems vs. data-mining strategies? How do quants model risk? ”
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