"Hunting Market Anomalies: Machine Learning Techniques for Contrarian Trading"
In a marketplace obsessed with momentum and trend-following, this book turns deliberately in the opposite direction. “Hunting Market Anomalies: Machine Learning Techniques for Contrarian Trading” is written for quantitatively inclined traders, researchers, portfolio managers, and advanced students who want to systematically exploit mean reversion and behavioral overreaction. It bridges the gap between academic anomaly research and industrial-strength trading systems, focusing on practical, implementable ideas rather than toy examples.
Readers will learn how to build a leak-free, point‑in‑time research stack; design robust statistical tests that survive multiple‑hypothesis scrutiny; and engineer features that capture price, microstructure, event-driven, and cross-asset reversal signals. The book walks through a complete machine learning pipeline—time-aware validation, regularization, model selection, and hyperparameter tuning—culminating in realistic backtests, cost modeling, and portfolio construction. By the end, you will know how to translate noisy market data into contrarian signals, deploy them in live portfolios, and monitor performance under changing regimes.
The text assumes familiarity with basic probability, linear algebra, and Python, but no prior experience in quantitative finance is required. Emphasis is placed on reproducible research, point‑in‑time simulation, and model explainability, making this a rigorous yet accessible guide for practitioners seeking durable, evidence-based t
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9798896652397
Quantità: Più di 20 disponibili
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo L2-9798896652397
Quantità: Più di 20 disponibili
Da: AHA-BUCH GmbH, Einbeck, Germania
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering. Codice articolo 9798896652397
Quantità: 2 disponibili
Da: preigu, Osnabrück, Germania
Taschenbuch. Condizione: Neu. Hunting Market Anomalies | Machine Learning Techniques for Contrarian Trading | Victor Trex | Taschenbuch | Englisch | 2025 | NobleTrex Press | EAN 9798896652397 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. Codice articolo 135842020
Quantità: 5 disponibili