9798268328554 - machine learning for options trading: building alpha with data-driven signals: predictive modeling, feature engineering, and risk-aware execution for ... markets: 3 (comprehensive options 2025) de van der post, hayden (8 resultados)
Idioma: Inglés
Editorial: Independently published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 41,83
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Condición: As New. Unread book in perfect condition.
Idioma: Inglés
Editorial: Independently published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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Condición: New.
Idioma: Inglés
Editorial: Independently published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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Envío por EUR 17,36Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
Idioma: Inglés
Editorial: Independently published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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Envío por EUR 17,36Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
Idioma: Inglés
Editorial: Independently Published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 44,77
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Paperback. Condición: new. Paperback. Reactive PublishingUnlock the Power of Machine Learning to Gain a Competitive Edge in Options MarketsIn today's hyper-competitive financial landscape, traditional options trading strategies are no longer enough. Machine Learning for Options Trading bridges the gap between theoretical finance… and real-world execution by giving you a practical, end-to-end framework to build predictive models, generate trading signals, and optimize execution using Python.This book is your tactical playbook for deploying supervised and unsupervised learning methods to uncover actionable insights buried in options data. From volatility surfaces and skew metrics to time-decay and delta shifts, you'll learn how to engineer features that matter, and turn those features into alpha-generating signals.What You'll LearnFeature Engineering for Derivatives: Moneyness, IV rank, skew, term structure, gamma exposure, and moreSignal Generation with ML Models: Random forests, gradient boosting, and ensemble techniquesTime Series Forecasting for Options: LSTM and sequence modeling for implied volatility and delta reversionRisk-Aware Portfolio Construction: Designing delta/vega/gamma-neutral basketsBacktesting & Execution: Walk-forward validation, slippage modeling, and trade simulationTools and Frameworks CoveredPython (Pandas, NumPy, Scikit-learn, XGBoost, TensorFlow, Keras)OptionMetrics-style datasets and real-time feedsCustom backtesting engines for options-specific performanceWho This Book Is ForQuantitative traders seeking a machine learning edgeData scientists entering derivatives marketsOptions professionals upgrading their tech stackPython developers moving into financeWhether you're a seasoned quant or a self-taught trader, this book will help you transition from back-of-the-envelope models to machine-learned alpha with statistical rigor and automation. Data is the new edge. Machine learning is how you extract it.Build smarter signals. Trade with conviction. Outperform the crowd. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Editorial: Independently Published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
- Tapa blanda
- Impresión bajo demanda
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 45,55
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PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Idioma: Inglés
Editorial: Independently Published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 40,06
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PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Idioma: Inglés
Editorial: Independently Published 2025
Serie: Comprehensive Options 2025, Libro 2 de 4. Libro 2 de 4 - Comprehensive Options 2025
- Tapa blanda
- Impresión bajo demanda
Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 44,68
Envío por EUR 42,82Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. Reactive PublishingUnlock the Power of Machine Learning to Gain a Competitive Edge in Options MarketsIn today's hyper-competitive financial landscape, traditional options trading strategies are no longer enough. Machine Learning for Options Trading bridges the gap between theoretical finance… and real-world execution by giving you a practical, end-to-end framework to build predictive models, generate trading signals, and optimize execution using Python.This book is your tactical playbook for deploying supervised and unsupervised learning methods to uncover actionable insights buried in options data. From volatility surfaces and skew metrics to time-decay and delta shifts, you'll learn how to engineer features that matter, and turn those features into alpha-generating signals.What You'll LearnFeature Engineering for Derivatives: Moneyness, IV rank, skew, term structure, gamma exposure, and moreSignal Generation with ML Models: Random forests, gradient boosting, and ensemble techniquesTime Series Forecasting for Options: LSTM and sequence modeling for implied volatility and delta reversionRisk-Aware Portfolio Construction: Designing delta/vega/gamma-neutral basketsBacktesting & Execution: Walk-forward validation, slippage modeling, and trade simulationTools and Frameworks CoveredPython (Pandas, NumPy, Scikit-learn, XGBoost, TensorFlow, Keras)OptionMetrics-style datasets and real-time feedsCustom backtesting engines for options-specific performanceWho This Book Is ForQuantitative traders seeking a machine learning edgeData scientists entering derivatives marketsOptions professionals upgrading their tech stackPython developers moving into financeWhether you're a seasoned quant or a self-taught trader, this book will help you transition from back-of-the-envelope models to machine-learned alpha with statistical rigor and automation. Data is the new edge. Machine learning is how you extract it.Build smarter signals. Trade with conviction. Outperform the crowd. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
