Strategic/Proprietary Trading
The Strategic/Proprietary Trading desk leverages the Firm's capital to invest in the global markets. As a buy-side desk within a predominately sell-side Firm, this desk does not directly interact with Lehman Brothers clients. Instead, it relies on other sell-side firms in the market to provide incoming research and facilitate trade executions, acting like an internal hedge fund within the Firm.
http://www.lehman.com/careers/workatlehman/equities_div9.htm
Books for reading on quantitative trading techniques
Hedge Funds: Quantitative Insights (The Wiley Finance Series) by François-Serge Lhabitant
Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) by Ganapathy Vidyamurthy
Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman & Hall/Crc Financial Mathematics Series) by Edward E. Qian
Quantitative Trading Strategies (The Irwin Trader's Edge Series) by Lars Kestner
Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series) by Christian L. Dunis
Quantitative Trading and Money Management, Revised Edition by Fred Gehm
Advanced Trading Rules, Second Edition (Quantitative Finance) by Emmanual Acar
Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) by Andrew Pole
Electronic and Algorithmic Trading Technology: The Complete Guide (Complete Technology Guides for Financial Services) by Kendall Kim
Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by Ludwig B Chincarini
Saturday, April 5, 2008
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