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

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


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The first authoritative, example-driven guide to the design and application of rule-based investment strategies. 

  • Shows how to construct high-quality rule-based investment strategies that generate return and reduce risk across multiple asset classes
  • The only book on rule-based investment that covers Forex, rates, emerging markets, equity, and volatility
  • Offers practical insight for distinguishing ineffective rule-based investment strategies from profitable ones
  • Relevant to trading, investing and applied corporate finance audiences


  • Copyright 2014
  • Dimensions: 6" x 9"
  • Edition: 1st
  • Book
  • ISBN-10: 0-13-335434-2
  • ISBN-13: 978-0-13-335434-8

Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance.

Sample Content

Online Sample Chapter

Rule Based Volatility Investment

Sample Pages

Download the sample pages (includes Chapter 1 and Index)

Table of Contents


1. Rule Based Volatility Investment

2. Rule Based Carry and Momentum Investment

3. Rule Based Value Investment

4. Rule Based Portfolio



The first complete, practical, example-driven guide to building rule-based investment strategies that work.


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