Algorithmic Trading and Quantitative Strategies

Raja Velu

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Lingua: inglese

Editore: CRC Press LLC, 2020

1498737161 / 9781498737166

Serie: Libro 50 di 71 - Chapman and Hall/CRC Financial Mathematics

Da: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc

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Descrizione dell’articolo da parte del venditore

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 of the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings.A GitHub repository includes data sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.

Codice articolo CIN1498737161G

Titolo
Algorithmic Trading and Quantitative Strategies
Autore
Raja Velu
Editore
CRC Press LLC
Anno di pubblicazione
2020
Condizione
Good
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1498737161
ISBN 13
9781498737166
Serie
Libro 50 di 71: Chapman and Hall/CRC Financial Mathematics

World of Books Inc

Montgomery, IL, U.S.A.

Venditore con 2 stelle

Venditore AbeBooks dal 23 marzo 2026

Tariffe di spedizione nazionale per U.S.A.

ArticoloDa 4 a 12 giorni lavorativiDa 3 a 6 giorni lavorativi
Primo articoloEUR 0,00EUR 9,44
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