Quantitative Investing by Fred Piard
This book is aimed at providing simple quantitative strategies that individual investors can implement with little work using simple, free or cheap tools and services.
Quantitative Investing
Quantitative Investing
Summary
Provides quantitative strategies that any investor can implement with little work using simple, free or low-cost tools and services.
Quantitative Investing Summary
About Fred Piard
FRED PIARD gained extensive experience in the software industry, information systems consulting and marketing before discovering an interest in the financial markets. Self-taught in this field, he puts into practice what he learnt from his previous activities to build his own methodology. From his years in research he has the ability to combine a systemic point of view and an analytic approach. As a software architect he knows that the things that work the best in the long term are the simplest. As a consultant he experienced the real economy through various sectors: energy, banking, healthcare, manufacturing and public administration. And he learned from marketing that human group behavior can sometimes be modeled, but never predicted. He has a PhD in computer science, an MSc in software engineering and an MSc in civil engineering.
Table of Contents
Disclaimer About The Author Preface Acknowledgements Introduction 1. Methodology Focus on Simple Basic Principles Evaluating Strategies The Cost of a Drawdown Tools and Requirements Common Hypotheses, Vocabulary and Presentation Chapter Summary 2. Market Timing S&P 500 Market Timing Multi-Indexes Timing Sector Portfolio Timing Global Assets Portfolio Timing Chapter Summary 3. Momentum Sector Rotation Global Assets Rotation Paired Switching Chapter Summary 4. Seasonal Patterns The Only Strategy Backtested Over 319 Years A Two-Season Strategy A Four-Season Strategy The End of Year Pattern Seasons and Sectors More Seasonal Patterns Chapter Summary 5. Mixing Strategies An Attempt To Combine Everything The No Brain No Gain Strategy Building a Systemic Portfolio The Luck Factor Chapter Summary 6. Fundamental Quantitative Models Hypotheses A Value Model A Growth Model A Dividend Model Market Timing and Hedging Combining Models Chapter Summary 7. Designing A Strategy The Framework The Deadly Sins of Backtesting Chapter Summary Conclusion Appendices Appendix 1: Summer and Winter returns since 1950 Appendix 2: A New Kind of Quantitative Indicator Appendix 3: Bibliograph Appendix 4: Support Index
Additional information
GOR013548739
9780857193001
0857193007
Quantitative Investing by Fred Piard
Used - Like New
Paperback
Harriman House Publishing
20130830
146
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
The book has been read, but looks new. The book cover has no visible wear, and the dust jacket is included if applicable. No missing or damaged pages, no tears, possible very minimal creasing, no underlining or highlighting of text, and no writing in the margins