Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management - Tapa blanda

Lvy Processes in Algorithmic Trading with Python (Paperback)

Paperback. Condición: new. Paperback. Reactive Publishing In modern financial markets, traditional models like Black-Scholes fail to capture the complexity of asset price movements, especially during periods of volatility and extreme events. Levy processes offer a powerful alternative by extending Brownian motion to account for jump dynamics, heavy-tailed distributions, and market microstructure effects-making them essential for algorithmic traders, quants, and risk analysts.This book provides a practical, code-driven approach to implementing Levy processes in Python for high-frequency trading (HFT), quantitative strategies, and risk modeling. Readers will learn how to simulate, calibrate, and apply advanced stochastic models such as Variance Gamma, Normal Inverse Gaussian, and Jump-Diffusion to real-world financial data.Key Topics Covered: Introduction to Levy Processes - Understanding how they extend Brownian motion for financial modelingSimulating Levy Processes in Python - Monte Carlo methods, Variance Gamma, and Jump-Diffusion modelsHigh-Frequency Trading Applications - Using Levy-driven models for price prediction and strategy developmentRisk Management and Tail Events - Modeling extreme market movements and improving portfolio resilienceParameter Estimation & Calibration - Implementing Maximum Likelihood Estimation (MLE) and Machine Learning techniquesAdvanced Python Implementations - Full code examples using NumPy, SciPy, pandas, and JAX for speed optimizationDesigned for quantitative traders, financial engineers, and algorithmic strategists, this book combines rigorous theory with hands-on Python code to give you a competitive edge in modern financial markets. Whether you are a quant developer, hedge fund researcher, or a data scientist, this book will elevate your understanding of financial modeling and trading strategy design.Get your copy today and master the power of Levy processes in algorithmic trading! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9798313844978

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