Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series) (English Edition)
Price: 65,09 €
(as of Aug 18, 2021 12:30:34 UTC – Details)
Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals.
The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings.
A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.
ASIN :B08FRQHT1S
Éditeur :Chapman and Hall/CRC; 1er édition (12 août 2020)
Langue :Anglais
Taille du fichier :20630 KB
Utilisation simultanée de l’appareil :Jusqu’à 4 appareils simultanés, selon les limites de l’éditeur
Synthèse vocale :Non activée
Confort de lecture :Non activé
X-Ray :Non activée
Word Wise :Non activé
Nombre de pages de l’édition imprimée :450 pages