10. Risks Inherent to Quant Strategies

  1. Rishi K Narang

Published Online: 1 DEC 2011

DOI: 10.1002/9781118267738.ch10

Inside the Black Box: The Simple Truth About Quantitative Trading

Inside the Black Box: The Simple Truth About Quantitative Trading

How to Cite

Narang, R. K. (2009) Risks Inherent to Quant Strategies, in Inside the Black Box: The Simple Truth About Quantitative Trading, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267738.ch10

Publication History

  1. Published Online: 1 DEC 2011
  2. Published Print: 24 AUG 2009

ISBN Information

Print ISBN: 9780470432068

Online ISBN: 9781118267738

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Keywords:

  • long-term returns;
  • quant strategies;
  • model risk;
  • mortgage business;
  • global market turmoil

Summary

This chapter contains sections titled:

  • Model Risk

  • Regime Change Risk

  • Exogenous Shock Risk

  • Contagion, or Common Investor, Risk

  • How Quants Monitor Risk

  • Summary