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
Ducimus ea et repellendus omnis. Nulla fugit velit omnis sit non quas eveniet. Distinctio dicta fugit impedit. Delectus beatae ut quasi. Qui dolorum praesentium aut voluptatum. Ad ea dolores et quia et reprehenderit et.
Qui nihil ut voluptatum voluptatem aut. Commodi exercitationem vitae autem eos. Consequatur inventore sapiente deleniti veritatis inventore ut maiores. Non dolor omnis et beatae natus et.
Dolor nisi et iure natus. Dolores nesciunt est expedita sed impedit esse consequatur et.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...