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Title: Surprisingly non rigorous
Review: First, the positive - this book is a very light read.However, I must agree with others here that it has very little value for practitioners of quant trading. Not because it doesn't go into valuable trading strategies or PDEs, etc, but because it doesn't add to the reader's knowledge of how to employ rigorous statistical techniques to validate the results of various strategies. It touches on some important topics but just doesn't go into enough depth.I read it as part of the CAIA curriculum and I suppose it could be a useful introduction to investors who have no familiarity with quant trading. But it seems more appropriate for a high school level intro to trading class.
