Algorithmic Trading and Quantitative Strategies

Raja Velu

6 valoraciones de Goodreads

Idioma: inglés

Editorial: CRC Press LLC, 2020

1498737161 / 9781498737166

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

Librería: World of Books Inc, Montgomery, IL, Estados Unidos de AmericaWorld of Books Inc

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Descripción del artículo del vendedor

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.

N° de ref. del artículo CIN1498737161G

Título
Algorithmic Trading and Quantitative Strategies
Autor
Raja Velu
Editorial
CRC Press LLC
Año de publicación
2020
Estado
Good
Encuadernación
Hardback
Idioma
inglés
ISBN 10
1498737161
ISBN 13
9781498737166
Serie
Libro 50 de 71: Chapman and Hall/CRC Financial Mathematics

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de AbeBooks desde 23 de marzo de 2026

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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission

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