| 000 -LEADER |
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| fixed length control field |
02832nam a22001817a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250523b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9798886131093 (pbk.) |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
English |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64 BAT |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bateson, Richard D |
| 245 ## - TITLE STATEMENT |
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| Title |
Quantitative hedge funds : |
| Remainder of title |
discretionary, systematic, AI, ESG and quantamental / |
| Statement of responsibility, etc. |
Richard D Bateson (author) |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
New Jersey : |
| Name of publisher, distributor, etc. |
World Scientific Publishing, |
| Date of publication, distribution, etc. |
2025. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiv, 263 p. ; |
| Other physical details |
ill. ; |
| Dimensions |
23 cm. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Summary : "Welcome to the secretive club of modern hedge funds, where important players in the world of investing and capital markets have invested close to 4 trillion globally. If you're intrigued by the inner workings of hedge funds, investment techniques and technologies they use to source investment alpha, this book is for you. Focusing on the author's three decades of trading experience at leading banks and hedge funds, it covers both discretionary and computer-driven strategies and perspectives on AI-based and quantamental investing using new alternative data, which includes numerous examples and insights of real trades and investment strategies. No mathematical knowledge is required, with the relevant algorithms detailed in the appendices. <br/>Discretionary investing details equity and credit investing across the corporate capital structure. Through trading equities, bonds and loans, event-driven trades can target profitable special situations and relative value opportunities. Systematic trading involves computer-driven strategies derived from a scientific and statistical analysis of liquid markets. The investment strategies of both CTAs and long/short equity funds are detailed, from trend-following to factor-based approaches. AI investing is fashionable but does the reality for hedge funds correspond to the AI hype present in other non-financial domains? AI using neural nets and other machine learning techniques are outlined along with their practical application in regards to investing. Quantitative Hedge Funds also discusses environmental, social and governance (ESG) investing, which has rapidly evolved as the public and institutions demand solutions to global problems such as climate change, pollution and unethical labour practices. ESG investment strategies are migrating out of the long-only space and into hedge funds. Finally, the advent of big data has led to multiple alternative datasets available for hedge fund managers. The integration of alternative data into the investment process is discussed, together with the rise of so-called quantamental investing, a hybrid of the best of human skill and computer-based technologies"-- Provided by publisher. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Includes bibliographical references and index. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options, Futures & Derivatives. |
| -- |
Hedge funds. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
