好书分享 Rule Based Investing Designing - Chiente Hsu

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Rule Based Investing Designing - Chiente Hsu.pdf (5.36 MB, 需要: 6 个论坛币)

2014-8-4 14:43:33 上传

亚马逊上排名很高的投资策略新书
需要: 6 个论坛币  [购买]

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.

Contents
Introduction
Chapter 1 Rule Based Volatility Investment
Learning to Love Volatility
Volatility in Capital Markets
Investing in Volatility Through Rules
Profiting from Volatility and Awareness of the Danger
The Examples of Rule Based Vol Investments
Building a Volatility Portfolio
Some Remarks
Chapter 2 Rule Based Carry and Momentum Investment
Rule Based Carry Investment
“Benchmark” Returns in the FX Carry Trade
The Risks of the FX Carry Trade
The Steam Roller
Simple yet Effective Rules for Carry Investment
Some Remarks
Chapter 3 Rule Based Value Investment
Value in Emerging Markets
Value Investing in Emerging Market FX
Rule Based Investment in Emerging Market FX
Fundamental Rules
Technical Rules: Overlaying Credit Default Swap Spread as Market Indicator
Combining Fundamental Rules and Risk Indicators
Value Investing in Emerging Market Sovereign Bonds
Fundamental Rules
Technical Rules
Combination of Macro Fundamentals and Market Indicator
Some Remarks
Chapter 4 Rule Based Portfolio
The Next Crisis and Beyond
Bibliography
Index

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关键词：Investing Designing Design Invest Based discipline especially investment management maintain

sha fa .... thanks ...

谢谢分享。

这书不错，多谢分享。

这本书没看过啊

顶一个~~~

楼主很不厚道，用本残缺不全的忽悠人。

晕啊，这个好像不是全书，而是摘要。

cqiao 发表于 2014-10-31 09:53
楼主很不厚道，用本残缺不全的忽悠人。

是kindle版本，我已经全篇读过了，没有问题啊！

顶上去！！我量化板块就要这样的！！