- Main
- Mathematics
- Algorithmic Trading and Quantitative...
Algorithmic Trading and Quantitative Strategies
Raja Velu, Maxence Hardy, Daniel Nehren你有多喜歡這本書?
文件的質量如何?
下載本書進行質量評估
下載文件的質量如何?
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.
類別:
年:
2020
版本:
1
出版商:
Chapman and Hall/CRC
語言:
english
頁數:
450
ISBN 10:
1498737161
ISBN 13:
9781498737166
系列:
Chapman & Hall/CRC Financial Mathematics
文件:
PDF, 14.30 MB
你的標籤:
IPFS:
CID , CID Blake2b
english, 2020
該文件將發送到您的電子郵件地址。 您最多可能需要 1-5 分鐘收到它。
該文件將通過電報信使發送給您。 您最多可能需要 1-5 分鐘收到它。
注意:確保您已將您的帳戶鏈接到 Z-Library Telegram 機器人。
該文件將發送到您的 Kindle 帳戶。 您最多可能需要 1-5 分鐘就能收到它。
請注意:您需要驗證要發送到 Kindle 的每本書。 檢查您的郵箱是否有來自 Amazon Kindle 的驗證郵件。
轉換進行中
轉換為 失敗