Inside the black box : (Record no. 20036)

MARC details
000 -LEADER
fixed length control field 07514cam a2201021 i 4500
001 - CONTROL NUMBER
control field ocn824686639
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095216.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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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
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-- YDXCP
-- DG1
-- NOC
-- CUS
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-- OCLCF
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-- K6U
-- CDX
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-- UKDOC
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-- OCLCQ
-- OCLCO
-- OCLCQ
-- OCLCO
-- LOA
019 ## -
-- 840466702
-- 858027988
-- 864912472
-- 868031953
-- 880903975
-- 961673139
-- 962595296
-- 966207725
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118416990
Qualifying information (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118416996
Qualifying information (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118420591
Qualifying information (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118420594
Qualifying information (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118587973
Qualifying information (mobipocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118587979
Qualifying information (mobipocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118662717
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118662717
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118362411
Qualifying information (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 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@
System control number 000052915321
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000052925769
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
System control number 356995712
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 15340554
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.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
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 <a href="http://dx.doi.org/10.1002/9781118662717">http://dx.doi.org/10.1002/9781118662717</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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