9798896652335 - why models fail: a quant’s guide to overfitting and signal decay di trex, victor (6 risultati)
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
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Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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EUR 34,67
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 32,44
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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Paperback. Condizione: new. Paperback. "Why Models Fail: A Quant's Guide to Overfitting and Signal Decay"In modern quantitative finance, the real danger is rarely a missing factor or a clever new model-it is the quiet, systematic ways in which we fool ourselves. This book is written for quantitative researchers, portfolio manage…rs, data scientists, and risk professionals who build or rely on systematic trading and investment strategies. It speaks to practitioners who have seen glowing backtests fade in production and want a rigorous, engineering-grade framework for understanding why.Anchored in probability, time-series analysis, and robust performance measurement, the book develops a complete toolkit for diagnosing overfitting and signal decay in live trading. You will learn how to construct truly point-in-time datasets, identify data leakage, and design credible backtests. The text covers time-aware cross-validation, false discovery control, and Sharpe ratio deflation, then connects these to regime shifts, concept drift, portfolio construction, capacity limits, and execution frictions. Finally, it embeds models within a governance and monitoring lifecycle, turning model risk into a managed process rather than an unpleasant surprise.The presentation assumes comfort with basic statistics, linear algebra, and Python or a similar language, but it is self-contained in its treatment of more advanced topics. Written with a systematic, LaTeX-driven structure, it is suitable both as a practical handbook for active practitioners and as a teaching text for graduate-level courses in quantitative finance or financial This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 43,52
EUR 61,94 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering.
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Da: preigu, Osnabrück, Germaniapreigu
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EUR 42,05
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Why Models Fail | A Quant's Guide to Overfitting and Signal Decay | Victor Trex | Taschenbuch | Englisch | 2025 | NobleTrex Press | EAN 9798896652335 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
