Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
ISBN: 0070248826
Found in 1 comment on Hacker News
View on Amazon
We may earn a commission from purchases made through links on this page.
Not ready yet? Get weekly book picks.
Get the best books from Hacker News each week
Join 4,500+ subscribers and get the best books mentioned on Hacker News every Thursday.
A big part of algorithmic trading and stat arb is portfolio management, including deriving alpha, building risk models, etc.
The bible is: http://www.amazon.com/Active-Portfolio-Management-Quantitati...