The Quant's Checklist: How to Professionally Build a High-performance Quantitative Portfolio

Connors, Larry

ISBN 10: 1118166507 / ISBN 13: 9781118166505

Published by Bloomberg Pr, 2012

About this Item

2nd edition. 175 pages. 10.25x7.25x0.75 inches. In Stock.

Seller Inventory # x-1118166507

Bibliographic Details

• Title: The Quant's Checklist: How to Professionally Build a High-performance Quantitative Portfolio
• Publisher: Bloomberg Pr
• Publication Date: 2012
• ISBN 10: 1118166507
• ISBN 13: 9781118166505
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.35 kilograms

About this title

Synopsis

For years, traders and investors have been using unproven assumptions about popular patterns such as breakouts, momentum, new highs, new lows, market breadth, put/call ratios and more without knowing if there is a statistical edge.

Common wisdom holds that the stock markets are ever changing. But, as it turns out, common wisdom can be wrong. Offering a comprehensive look back at the way the markets have acted over the last two decades, How Markets Really Work: A Quantitative Guide to Stock Market Behavior, Second Edition shows that nothing has changed, that the markets behave the same way today as they have in years past, and that understanding this puts you in a prime position to profit. Written by two top financial experts and filled with charts and graphs that illustrate the market concepts they develop, the book takes a sometimes contrarian view of everything from market edges to historical volatility, and from volume to put/call ratio, giving you all that you need to truly understand how the markets function. Fully revised and updated, How Markets Really Work, Second Edition takes a level-headed, data-driven look at the markets to show how they function and how you can apply that information intelligently when making investment decisions.

About the Author

LAURENCE A. CONNORS is Managing Partner of LCA Capital, an asset management firm, and Connors Research, a financial markets research company. Connors has more than thirty years of experience working in the financial markets industry, is a best-selling author, and has been featured and quoted in numerous news outlets, including the Wall Street Journal, the New York Times, and Barron's.

CESAR ALVAREZ is the Director of Research for Connors Research. Alvarez has been at the forefront of stock market research for years, and has developed a number of successful trading systems now used by investors and fund managers around the world.