Introduction 1. Rule Based Volatility Investment 2. Rule Based Carry and Momentum Investment 3. Rule Based Value Investment 4. Rule Based Portfolio Bibliography Index The first complete, practical, example-driven guide to building rule-based investment strategies that work.
Chiente Hsu (New York, NY) is the founder of Alpha System Advisors, LLC. She was Managing Director and global head of Alpha Strategies at Credit Suisse. From 1998 to 2012, she led a team of Ph.Ds implementing quantitative investment strategies for investors, which included asset management, pension funds, corporates and hedge funds. Dr. Hsu was previously a professor at the University of Vienna, Austria, and a visiting professor at Duke University in North Carolina, teaching and conducting research in financial econometrics. She has published widely in major finance and economics journals, such as The Review of Economics and Statistics . Dr. Hsu holds an MA in Computer Science and Business Management from the Technical University Vienna and a Ph.D in Economics from the University of Vienna, Austria.