Long Short Market Neutral Investment Process Book
Hi everyone,
I am a regular reader of the different informative threads.
I work in the equity business of a LO but would like to move to a fundamental market neutral L/S (either at a MM or SM). I have been trying to find books specific to the topic (especially around investment process / trading implementation of the types of Strat) but so far only found one (''advanced portfolio management'' from Paleologo). I was wondering whether you had other books to recommend (or websites)?
Thanks!
Bump
Best Practices for equity research analysts by Valentine.
yes I read a while back but I thought it was quite basic and focused on equity research.
I am more after a book which explains the implementation of these strategies (isolation of idio risks, correlation between the two legs of the trade, dealing with margin call risks, sizing of positions, catalysts...)
Do you have any books for these?
Handbook of Hedge Funds - L’Habitant
There’s not a book that condenses the MM experience into text. It’s pretty antithetical to the model as you’d be giving up a lot of your edge and knowledge-base that took years to build up.
The Paleologo books are really good - APM a very good practitioners guide to risk while his new book is def more quant heavy but imo worth slogging through
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