Mutual Information in Trading Systems: Measuring Nonlinear Dependencies in Financial Markets with Python - Brossura

Preston, James

 
9798251073997: Mutual Information in Trading Systems: Measuring Nonlinear Dependencies in Financial Markets with Python
Brossura
ISBN 13: 9798251073997
Casa editrice: Independently published, 2026

Sinossi

Reactive Publishing

Financial markets are driven by complex relationships that traditional correlation measures often fail to capture. Many trading strategies rely on linear assumptions, yet real market dynamics frequently involve nonlinear dependencies that remain hidden when using standard statistical tools.

Mutual Information in Trading Systems introduces a rigorous framework for identifying and analyzing nonlinear relationships in financial data using information theory. The book explains how mutual information can reveal structural dependencies between variables such as price movements, volatility regimes, and macro signals that conventional methods overlook.

Through practical Python implementations, readers learn how to estimate mutual information, apply it to market datasets, and incorporate information-theoretic metrics into systematic trading research. The techniques presented are useful for analyzing feature relationships, improving signal selection, and understanding the informational structure of financial time series.

Topics covered include:

  • Foundations of information theory and entropy

  • Mutual information estimation techniques

  • Nonlinear dependency analysis in market data

  • Feature selection for trading models

  • Python implementations for quantitative research

  • Applications in systematic trading and financial data analysis

Designed for quantitative researchers, data scientists, and traders working with Python, this book provides a structured introduction to applying information-theoretic methods within modern trading systems.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Independently published
Data di pubblicazione
2026
Lingua
Inglese
ISBN 13 
9798251073997
Rilegatura
Copertina flessibile
Numero di pagine
430
Redattore
Schwartz Alice
Contatto del produttore
Manufactured by Amazon on behalf of the author
https://www.amazon.it/hz/contact-us

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