Quality Money Management : Process Engineering and Best Practices for Systematic Trading and Investment

Endnotes 285

Chapter 25

1. Rice, Chris. “ Best practices in algorithmic trading. ” Active Equity Essays & Presentations. http://www.
   ssga.com/library/esps/chrisricealgorithmictrading20050809/page.html

Chapter 26

1. Bacon, Carl. 2004. Practical Portfolio Performance Measurement and Attribution. John Wiley and

Sons, Ltd. p. 29

Chapter 27

1. Bacon, Carl. 2004. Practical Portfolio Performance Measurement and Attribution. Wiley.


2. Laker, Damien. 2002. “ Fundamentals of performance attribution: the Brinson model. ” MSCI Barra.
   http://www.mscibarra.com/resources/pdfs/PerfBrinson.pdf


3. Laker, Damien. 2002. “ Fundamentals of performance attribution: the Brinson model. ” MSCI Barra.
   http://www.mscibarra.com/resources/pdfs/PerfBrinson.pdf


4. Laker, Damien. 2002. “ Fundamentals of performance attribution: the Brinson model. ” MSCI Barra.
   http://www.mscibarra.com/resources/pdfs/PerfBrinson.pdf

Chapter 28

1. Goetsch and Davis. 2000. Quality Management: Introduction to Total Quality Management for
   Production, Processing and Services. 3rd edition. Upper Saddle River, NJ: Prentice Hall. p. 556.


2. Amsden, Robert T., Howard E. Butler, and Davida M. Amsden. 1998. SPC Simplified: Practical
   Step to Quality. 2nd edition. Productivity, Inc.