Hedge Fund Analysis and Modelling Using C++ and Website

by Paul Darbyshire

The only guide available to the quantitative analysis of hedge fund risks and returns using C++If they hope to survive and thrive in today's rocky financial landscape, hedge funds can no longer ignore their risk/return profiles. Written for fund managers and analysts, as well as asset managers and both institutional and individual investors, this book outlines a practical, case-driven approach to measuring the risk/return profiles of hedge funds using the latest modelling techniques. The authors provide many real-world examples and exercises, while exploring potential pitfalls associated with hedge fund analysis and modelling hedge funds in C++. Written for non-techies, the book provides a brief, accessible introduction to object-oriented programming, along with step-by-step guidance on the basics of quantitative modelling in C++.Covers all the major data vendors, exploring their information sources and the limitations and pitfalls that must be taken into consideration when interpreting and using such dataExplains how to manipulate data stored in a database management system using various programming protocolsDescribes how to use stored data to build quantitative hedge fund strategies and algorithmic trading systemsShows how to interface C++ and Excel and exploit Excel functionalities in both C++ algorithm development and GUI designThe Companion Website features all the source code, working examples and exercises contained in the book

288 pages, Kindle Edition

First published April 30, 2013