Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Quantitative investment strategy?

Definition 27.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Hoofdstuk 27 — Quantitative Investment Strategies

A quantitative investment strategy (QIS) is a bank’s rules-based systematic strategy published as an index (a systematic strategy index, Book 5, chapter 19), with a rulebook, a calculation agent and a backtest, which clients access through swaps, notes or funds rather than by running it themselves.

Lees in het hoofdstuk →