Rule Based Investing

Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility

Business & Finance, Finance & Investing, Investments & Securities, Personal Finance
Cover of the book Rule Based Investing by Chiente Hsu, Pearson Education
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Chiente Hsu ISBN: 9780133354362
Publisher: Pearson Education Publication: December 17, 2013
Imprint: FT Press Language: English
Author: Chiente Hsu
ISBN: 9780133354362
Publisher: Pearson Education
Publication: December 17, 2013
Imprint: FT Press
Language: English
Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance.
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance.

More books from Pearson Education

Cover of the book Microsoft Outlook 2013 Plain & Simple by Chiente Hsu
Cover of the book Fiber Optics by Chiente Hsu
Cover of the book Outsmarting Google: SEO Secrets to Winning New Business by Chiente Hsu
Cover of the book The Short Put, a Worthwhile Cash Cow by Chiente Hsu
Cover of the book Your iPad at Work (covers iOS 7 on iPad Air, iPad 3rd and 4th generation, iPad2, and iPad mini) by Chiente Hsu
Cover of the book Letters to a Law Student by Chiente Hsu
Cover of the book Adobe ColdFusion 8 Web Application Construction Kit, Volume 2 by Chiente Hsu
Cover of the book InfoPath with SharePoint 2013 How-To by Chiente Hsu
Cover of the book Sams Teach Yourself Twitter in 10 Minutes by Chiente Hsu
Cover of the book How Markets Are Structured by Chiente Hsu
Cover of the book Final Cut Pro X by Chiente Hsu
Cover of the book Sony NEX-6 by Chiente Hsu
Cover of the book Transitioning the Supply Network of Chennai Engineering Ltd to Cloud Computing by Chiente Hsu
Cover of the book Key Management Models, 3rd Edition by Chiente Hsu
Cover of the book Powering your home theater from your Mac by Chiente Hsu
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy