A Diversified Set of Quantitative Active Investment Models -

Author:   Andres Vesilind
Publisher:   VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG
ISBN:  

9783639179323


Pages:   162
Publication Date:   26 July 2009
Format:   Paperback
Availability:   In Print   Availability explained
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A Diversified Set of Quantitative Active Investment Models -


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Overview

This book describes a possible way how investors can build a set of investment models to earn excess returns in global financial markets. The book argues, that global interest rate and currency markets are less effective and therefore creating more possibilities for profitable active speculation than global stock markets, because they have a higher share of participants who do not have profit maximization as their main goal. Furthermore the book proposes a systematic way how a set of quantitative investment models that is able to earn excess returns in interest rate and currency markets using derivative instruments can be built. The models use technical analysis, econometric analysis and simple ranking as methods, various financial market and macroeconomic data as inputs and give trading signals to trade foreign exchange forward contracts of G10 currency pairs and futures of major advanced government bond and short-term interest rate marksts.

Full Product Details

Author:   Andres Vesilind
Publisher:   VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG
Imprint:   VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG
Dimensions:   Width: 15.20cm , Height: 0.90cm , Length: 22.90cm
Weight:   0.247kg
ISBN:  

9783639179323


ISBN 10:   3639179323
Pages:   162
Publication Date:   26 July 2009
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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