I’d like to bring your attention to an excellent new book I read this weekend.
The book, Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance), by Rishi Narang, is hands down the best introductory book I’ve read on the topic. Narang does a brilliant job of explaining (in simple English), how and why quantitative trading works. If you are looking for a primer on Quantitative Trading I strongly endorse and recommend this book.
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