The Quant Investor's Almanac 2011 A Roadmap to Investing

by ;
Edition: 1st
Format: Paperback
Pub. Date: 2010-10-05
Publisher(s): Wiley
List Price: $49.95

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Summary

The Quant Inves tor's Almanac 2011 will provide a ready reference in a calendar format for taking stock and properly anticipating changes in securities given the economic announcements. The economic announcements of various countries are too numerous to contain in a single book. Yet, as the markets are becoming increasingly global, there is a clear need for almanacs of economic announcements of different countries. As such, the Almanac series will consist of books with announcements for different countries or regions: the US Almanac, for example, will focus on the US events. Other almanacs will cover: the UK, Canada, European Union, Japan, Australia and New Zealand. Each book in the series will also highlight the latest academic research related to the economic indicators and investment management in an easily digestible format. The books will include event studies and other characteristics specific to the country or region. As the first book in the series, The Quant Investor's Almanac 2011 by Steven Krawciw and Irene Aldridge is different from competing publications in that competing almanacs are focused on events that relate to market closures, international holidays, historic events or repetitive events such as option expiry. The Quant Investor's Almanac 2011 identifies that release dates of data used by leading indicators widely used by traders. Usually, books of economic indicators explain the use of forecasting tools and trends but do not contain a calendar of when these events are announced. This is the book that fills in the gap.

Table of Contents

Preface
Introduction to Quantitative Investing
January: New Ideas In Quant Investing Strategies: Stocks
February: Cutting-Edge Quant Investing Strategies: Foreign Exchange, Mutual Funds, and ETFs
March: National Output and Income
April: Sectoral Production, Orders, and Inventories
May: Consumer Spending and Confidence
June: Housing and Construction
July: Foreign Trade and International Capital Flow
August: Employment
September: Prices, Wages, and Productivity
October: Monetary and Financial Data
November: Federal Reserve Policy and Federal Government Finances
December: Innovative Trading Ideas
Glossary
References
About the Authors
Index
Table of Contents provided by Publisher. All Rights Reserved.

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