#739 in Business & money books
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Reddit mentions of Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
Sentiment score: 3
Reddit mentions: 5
We found 5 Reddit mentions of Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. Here are the top ones.
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> Can you recommend any books on coding quant strategies?
http://www.quantstart.com/articles/quantitative-finance-reading-list
Favorites I've read so far:
Also
Edit: Be prepared to spend about 3 months just randomly browsing Investopedia to crack through all the jargon :)
Also, these guys have some pretty rockin' videos on on everything finance, from "WTF is an ETF?" to "WTF is a European Call Option?" to "How do I manage my pension?", especially useful if you're in the UK. The videos helped me a lot when I was getting started at my current job.
https://www.youtube.com/user/MoneyWeekVideos/videos
I write strategies for a living. This is the quant bible for portfolio trading.
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk https://www.amazon.com/dp/0070248826/ref=cm_sw_r_cp_apa_i_Ze2wDbY25EJWT
I have a similar academic background as you (math / econ) and am a largely self-taught quant. For books, I recommend Active Portfolio Management and Quantitative Equity Portfolio Management. I also recommend academic papers to get a feel for the empirical side in addition to theory that you will read in the books. Great papers to start with are Fama / French (1992) and Avellaneda / Lee (2008). As mentioned, Quantopian is also great for the user forum and pre-baked back-testing engine. You would also find a lot of value in building your own simple back-testing engine in python or matlab or whatever. I wrote mine in python.
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Don't feel intimidated. When I first picked up academic papers, I understood 10% of it on first read. Now, I'm able to breeze through many of them, depending on how esoteric the math / symbology is. Feel free to message me any specific questions you need and I can try to point you in the right direction.
Agree with EpicAlcohol, this is extremely vague. Do you know what securities the team invests in?
If it’s active equity, this is the canonical text book that everyone will tell you to read. It’s actualy very skimable since the chapters are broken up into a theory section and a math section.
Feel free to PM me for some more info. I was in a similar situation recently.
http://www.amazon.com/Active-Portfolio-Management-Quantitative-Controlling/dp/0070248826
I worked through this book. It's the real deal.