Publisher's Synopsis
Praise For The Quant Investor′s Almanac 2011 " The Quant Investor′s Almanac is an accessible resource for every investor. The authors present economic indicators and quantitative analysis to empower investors with insights that guide how markets move. The weekly announcements and summaries of investment ideas are thought–provoking. As a value investor, my investment decisions are informed by a deep understanding of a company and its prospects. Knowing in advance when to expect a particular announcement keeps me current with the market." — Danilo Ruas Santiago, Partner, Rational Asset Management Quantitative investing has been shown to generate steady returns. Not surprisingly, individuals and companies deploying quantitative investment strategies have closely guarded their secrets. Some of these strategies have been published, but only in advanced academic journals that require advanced mathematical skills beyond those of the average investor. The Quant Investor′s Almanac 2011 was designed to help you overcome this obstacle. It is the first book that makes cutting–edge quantitative investment strategies accessible to all investors, large and small, institutional and individual. Written in a straightforward style, this reliable guide puts quantitative investing in perspective and provides the insights you need to manage a portfolio within such a framework. And while the field of quantitative investing is extremely broad, The Quant Investor′s Almanac 2011 focuses on strategies associated with some of today′s most accessible financial vehicles, including stocks, bonds, mutual funds, exchange–traded funds, and more. Opening with an informative Introduction that presents an essential overview of quantitative investing, the twelve subsequent sections—each of which corresponds to a month of the year—include the dates, times, and projected impact of key macroeconomic events scheduled to take place in the United States, United Kingdom, European Union, Canada, and other countries. In addition to the calendar of economic events, each section also outlines the latest quantitative investing strategies—explaining the key ideas behind each one and enabling you to deploy them in various markets around the world.
