Are there any recommendations regarding these basic topics one might find on a systematic trading desk? Also basic hedging theory and basis trading would be appreciated as well.
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the question is broad since beta, gmv, Sharpe apply to almost any finance position beyond trading. these topics are covered together in Bodie, Kane, Marcus - Investments. for hedging with derivatives see Hull - Options, futures and other derivatives
answered Jun 28, 2019 at 12:00