ABSTRACT

Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all.

Features

  • Filled with novel examples and analogies from within and beyond the world of finance
  • Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment
  • A unique insight from an author with experience of both the practical and academic spheres.

chapter Chapter 1|26 pages

Introduction to Hedge Funds

chapter Chapter 2|16 pages

Hedge Fund Research and Data

chapter Chapter 3|24 pages

Manager Selection and Hedge Fund Factors

chapter Chapter 4|12 pages

Performance Persistence

chapter Chapter 5|20 pages

From Mean-Variance to Risk Parity

chapter Chapter 6|16 pages

Advanced Portfolio Construction

chapter Chapter 7|28 pages

Expert Hedge Fund Managers

chapter Chapter 8|22 pages

Expert Hedge Fund Investors

chapter Chapter 9|18 pages

Inclusion and Diversity