文档介绍:Additional Praise for Inside the Black Box
“Rishi presents a thorough overview of quant trading in an easy-to-read
format, free of much of the hype and hysteria that has recently surrounded
computerized trading. The book clearly categorizes the different types of
strategies, explaining in plain English the basic ideas behind how and when
they work. Most importantly, it dispels the popular notion that all quants
are the same, exposing the diversity of the types of skills and thinking that
are involved in quant trading and related disciplines. An excellent read for
anyone who wants to understand what the field is all about.”
—Shakil Ahmed, PhD, Global Head of Market Making, Citi Equities
“To look at the man, you would never know that Rishi could write so clear-
ly and effectively about something plex as quantitative trading and
investment. But he does and does it brilliantly. And, even if you already own
the first edition, you should buy this one, too. The new material on high
speed trading is worth the price of admission, and you will have a chance,
especially in Chapter 16, to see Rishi at his incisive and high spirited best. If
you don’t laugh out loud, you have no soul.”
—Galen Burghardt, Director of Research, Newedge
“Quant managers will find their meetings with investors to be smoother if
the investors have read this book.  And even more so if the manager him or
herself has read and understood it.”
—David DeMers, Portfolio Manager, SAC Capital Advisors, LP
“In this second edition of Inside the Black Box Rishi highlights role of quant
trading in recent financial crises with clear language and without using any
complex equations. In chapter 11 he mon quant myths. He
leads us effortlessly through the quant trading processes and makes it very
easy prehend, as he himself is a quant trader.”
—Pankaj N. Patel, Global Head of Quantitative Equity Research,
Credit Suisse
Inside the
Black Box
Founded in 1807, John Wil