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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...




Exactly. Where I used to work, anyone without a quant background would be urged to buy a copy of Grinold and Kahn the bible you suggested above or "Quantitative Equity Portfolio Management" by Chincarini and Kim.




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