Inside the black box : (Record no. 12381)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 08010cam a2201129 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn824686639 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171224114138.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130118s2013 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2013002485 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | DLC |
| Modifying agency | EBLCP |
| -- | MHW |
| -- | N$T |
| -- | E7B |
| -- | YDXCP |
| -- | DG1 |
| -- | NOC |
| -- | CUS |
| -- | B24X7 |
| -- | UBY |
| -- | MEAUC |
| -- | UMI |
| -- | TEFOD |
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| -- | OCLCF |
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| 019 ## - | |
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| -- | 868031953 |
| -- | 880903975 |
| -- | 961673139 |
| -- | 962595296 |
| -- | 966207725 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118416990 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118416996 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118420591 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118420594 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118587973 |
| Qualifying information | (mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118587979 |
| Qualifying information | (mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118662717 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118662717 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118362411 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118362419 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781118362419 |
| Qualifying information | (cloth) |
| 028 01 - PUBLISHER NUMBER | |
| Publisher number | EB00063554 |
| Source | Recorded Books |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000050425560 |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000052282133 |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
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| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
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| 029 1# - (OCLC) | |
| OCLC library identifier | CHBIS |
| System control number | 010026941 |
| 029 1# - (OCLC) | |
| OCLC library identifier | CHVBK |
| System control number | 306238926 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041634473 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV042742505 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 397500521 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 404319602 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000654298 |
| 029 1# - (OCLC) | |
| OCLC library identifier | GBVCP |
| System control number | 790206420 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NLGGC |
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| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
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| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041776518 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043395311 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)824686639 |
| Canceled/invalid control number | (OCoLC)840466702 |
| -- | (OCoLC)858027988 |
| -- | (OCoLC)864912472 |
| -- | (OCoLC)868031953 |
| -- | (OCoLC)880903975 |
| -- | (OCoLC)961673139 |
| -- | (OCoLC)962595296 |
| -- | (OCoLC)966207725 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | CL0500000289 |
| Source of stock number/acquisition | Safari Books Online |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | B1569CE7-C0C6-4B05-BC65-F9D3253F7564 |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4529.5 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 036000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/2 |
| Edition number | 23 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Narang, Rishi K, |
| Dates associated with a name | 1974- |
| 245 10 - TITLE STATEMENT | |
| Title | Inside the black box : |
| Remainder of title | a simple guide to quantitative and high frequency trading / |
| Statement of responsibility, etc | Rishi K. Narang. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition. |
| 264 #1 - | |
| -- | Hoboken, New Jersey : |
| -- | John Wiley & Sons, Inc., |
| -- | [2013] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 588 0# - | |
| -- | Print version record and CIP data provided by publisher. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Inside the Black Box; Contents; Preface to the Second Edition; Acknowledgments; Part One The Quant Universe; Chapter 1 Why Does Quant Trading Matter?; The Benefit of Deep Thought; The Measurement and Mismeasurement of Risk; Disciplined Implementation; Summary; Notes; Chapter 2 An Introduction to Quantitative Trading; What Is a Quant?; What Is the Typical Structure of a Quantitative Trading System?; Summary; Notes; Part Two Inside the Black Box; Chapter 3 Alpha Models: How Quants Make Money; Types of Alph a Models: Theory-Driven and Data-Driven; Theory-Driven Alpha Models. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Strategies Utilizing Price-Related DataStrategies Utilizing Fundamental Data; Data-Driven Alph a Models; Implementing the Strategies; Forecast Target; Time Horizon; Bet Structure; Investment Universe; Model Definition; Conditioning Variables; Run Frequency; An Explosion of Diversity; Blending Alpha Models; Summary; Notes; Chapter 4 Risk Models; Limiting the Amount of Risk; Limiting by Constraint or Penalty; Measuring the Amount of Risk; Where Limits Can Be Applied; Limiting the Types of Risk; Theory-Driven Risk Models; Empirical Risk Models; How Quants Choose a Risk Model; Summary; Notes. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 5 Transaction Cost ModelsDefining Transaction Costs; Commissions and Fees; Slippage; Market Impact; Types of Transaction Cost Models; Flat Transaction Cost Models; Linear Transaction Cost Models; Piecewise-Linear Transaction Cost Models; Quadratic Transaction Cost Models; Summary; Note; Chapter 6 Portfolio Construction Models; Rule-Based Portfolio Construction Models; Equal Position Weighting; Equal Risk Weighting; Alpha-Driven Weighting; Summary of Rule-Based Portfolio Construction Models; Portfolio Optimizers; Inputs to Optimization; Optimization Techniques. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Final Thoughts on OptimizationOutput of Portfolio Construction Models; How Quants Choose a Portfolio Construction Model; Summary; Notes; Chapter 7 Execution; Order Execution Algorithms; Aggressive versus Passive; Other Order Types; Large Order versus Small Order; Where to Send an Order; Trading Infrastructure; Summary; Notes; Chapter 8 Data; The Importance of Data; Types of Data; Sources of Data; Cleaning Data; Storing Data; Summary; Notes; Chapter 9 Research; Blueprint for Research: The Scientific Method; Idea Generation; Testing; In-Sample Testing, a.k.a. Training. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | What Constitutes a "Good" Model?Overfitting; Out-of-Sample Testing; Assumptions of Testing; Summary; Note; Part Three A Practical Guide for Investors in Quantitative Strategies; Chapter 10 Risks Inherent to Quant Strategies; Model Risk; Inapplicability of Modeling; Model Misspecification; Implementation Errors; Regime Change Risk; Exogenous Shock Risk; Contagion, or Common Investor, Risk; How Quants Monitor Risk; Summary; Notes; Chapter 11 Criticisms of Quant Trading; Trading Is an Art, Not a Science; Quants Cause More Market Volatility by Underestimating Risk; The Market Turmoil of 2008. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style-supplemented by real-world examples and informative anecdotes-a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading. Offers an updat. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment analysis |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stocks |
| General subdivision | Mathematical models. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management |
| General subdivision | Mathematical models. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment analysis |
| General subdivision | Mathematical models. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stocks |
| General subdivision | Mathematical models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Investments & Securities |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment analysis |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| -- | (OCoLC)fst00978187 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01072082 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stocks |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01133724 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Portfolio management / Mathematical models. |
| Source of heading or term | local |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment analysis / Mathematical models. |
| Source of heading or term | local |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stocks / Mathematical models. |
| Source of heading or term | local |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Narang, Rishi K, 1974- |
| Title | Inside the black box. |
| Edition | Second edition. |
| Place, publisher, and date of publication | Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] |
| International Standard Book Number | 9781118362419 |
| Record control number | (DLC) 2012047248 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118662717 |
| Public note | Wiley Online Library |
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| 938 ## - | |
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