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The Quant Investor's Almanac 2011: A Roadmap to Investing

The Quant Investor's Almanac 2011: A Roadmap to Investing

Irene Aldridge, Steven Krawciw

ISBN: 978-0-470-63561-2

Oct 2010

198 pages

Select type: Paperback

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The only book that examines the economic events relevant to economic indicators

Economic indicators are often the primary drivers of value in various financial securities, from equities and fixed income to foreign exchange, commodities, and various derivative instruments. Most indicators are released on a fixed schedule, known well in advance. However, aggregating the schedules of all the announcements is a lot of work.

That's where The Quant Investor's Almanac 2011comes in handy. This reliable guide identifies the release dates of data used by leading indicators, which are widely used by traders, and then puts this information in perspective – all while organizing this valuable information into an easy to use calendar format.

  • Highlights the latest research related to each economic indicator
  • Includes an online application where you can find daily updates to economic events and expanded references
  • Provides a ready reference for properly anticipating changes in securities given various economic announcements

The right information can make all the difference in your trading or investing endeavors. This book will show you exactly what you need to know in order to enhance your financial performance.


Introduction to Quantitative Investing.

January: New Ideas In Quant Investing Strategies: Stocks.

February: Cutting-Edge Quant Investing Strategies: Foreign Exchange, Mutual Funds, and ETFs.

March: National Output and Income.

April: Sectoral Production, Orders, and Inventories.

May: Consumer Spending and Confidence.

June: Housing and Construction.

July: Foreign Trade and International Capital Flow.

August: Employment.

September: Prices, Wages, and Productivity.

October: Monetary and Financial Data.

November: Federal Reserve Policy and Federal Government Finances.

December: Innovative Trading Ideas.



About the Authors.