Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility

Acknowledgments

I wish to thank Bruce Tuckman, without whom this book would not be possible. Bruce has been my mentor since day one of my investment banking career. From Bruce I learned not to sacrifice intellect or morals in the fast moving world of finance.

I wish to thank George Tauchen from whom I’ve learned financial econometrics, and I continue learning from him. All mistakes in the book of course are my responsibility alone.

I wish to thank my colleagues and teammates at Credit Suisse. I was fortunate to be given the support and vote of confidence to run a quant team full of hard working talent.

I wish to thanks Adam Esperidiao, a brilliant inventor and entrepreneur. Adam has been key in making technical subjects accessible to a broad ...