People think all quant finance is the same as HFT. It's not. A big part of algorithmic trading and stat arb is portfolio management, including deriving alpha, building risk models, etc. The bible is: http://www.amazon.com/Active-Portfolio-Management-Quantitati... (http://www.amazon.com/Active-Portfolio-Management-Quantitative-Controlling/dp/0070248826)
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FROM THE SHARED SHELF · 2006–2026 SAMPLE
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
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