9798196854927 - etf arbitrage with python: market making, basket pricing, creation-redemption, and liquidity modeling de preston, james (6 resultados)
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 33,95
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 31,18
Envío por EUR 4,85Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 43,00
Envío por EUR 62,20Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Taschenbuch. Condición: Neu. Neuware - Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these… relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision.
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 31,43
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Paperback. Condición: new. Paperback. Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these…relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 32,34
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. Print on Demand.
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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 35,40
Envío por EUR 43,13Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these…relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
