eBook
Algorithmic Trading and Quantitative Strategies
| Τίτλος: | Algorithmic Trading and Quantitative Strategies |
|---|---|
| Περιγραφή: | 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 on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings.A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem. |
| Συγγραφείς: | Raja Velu, Maxence Hardy, Daniel Nehren |
| Resource Type: | eBook. |
| Θέματα: | Finance--Mathematical models--Computer programs, Finance--Data processing, Investment analysis, Electronic trading of securities |
| Categories: | BUSINESS & ECONOMICS / Investments & Securities / Analysis & Trading Strategies, BUSINESS & ECONOMICS / Investments & Securities / Portfolio Management, COMPUTERS / Data Science / Machine Learning |
| Βάση Δεδομένων: | eBook Index |
| FullText | Text: Availability: 0 |
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| Header | DbId: edsebk DbLabel: eBook Index An: 2409209 RelevancyScore: 950 AccessLevel: 6 PubType: eBook PubTypeId: ebook PreciseRelevancyScore: 949.708740234375 |
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| Items | – Name: Title Label: Title Group: Ti Data: Algorithmic Trading and Quantitative Strategies – Name: Abstract Label: Description Group: Ab Data: 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 on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings.A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Raja+Velu%22">Raja Velu</searchLink><br /><searchLink fieldCode="AR" term="%22Maxence+Hardy%22">Maxence Hardy</searchLink><br /><searchLink fieldCode="AR" term="%22Daniel+Nehren%22">Daniel Nehren</searchLink> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Finance--Mathematical+models--Computer+programs%22">Finance--Mathematical models--Computer programs</searchLink><br /><searchLink fieldCode="DE" term="%22Finance--Data+processing%22">Finance--Data processing</searchLink><br /><searchLink fieldCode="DE" term="%22Investment+analysis%22">Investment analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Electronic+trading+of+securities%22">Electronic trading of securities</searchLink> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Investments+%26+Securities+%2F+Analysis+%26+Trading+Strategies%22">BUSINESS & ECONOMICS / Investments & Securities / Analysis & Trading Strategies</searchLink><br /><searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Investments+%26+Securities+%2F+Portfolio+Management%22">BUSINESS & ECONOMICS / Investments & Securities / Portfolio Management</searchLink><br /><searchLink fieldCode="ZK" term="%22COMPUTERS+%2F+Data+Science+%2F+Machine+Learning%22">COMPUTERS / Data Science / Machine Learning</searchLink> |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=2409209 |
| RecordInfo | BibRecord: BibEntity: Classifications: – Code: 332.0285554 Scheme: ddc Type: prePub Languages: – Code: eng Text: English Subjects: – SubjectFull: Finance--Mathematical models--Computer programs Type: general – SubjectFull: Finance--Data processing Type: general – SubjectFull: Investment analysis Type: general – SubjectFull: Electronic trading of securities Type: general Titles: – TitleFull: Algorithmic Trading and Quantitative Strategies Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Raja Velu – PersonEntity: Name: NameFull: Maxence Hardy – PersonEntity: Name: NameFull: Daniel Nehren – PersonEntity: Name: NameFull: Raja Velu – PersonEntity: Name: NameFull: Maxence Hardy – PersonEntity: Name: NameFull: Daniel Nehren IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2020 – D: 08 M: 12 Type: profile Y: 2020 Identifiers: – Type: isbn-print Value: 9780367507015 – Type: isbn-print Value: 9781498737166 – Type: isbn-electronic Value: 9781498737197 – Type: isbn-electronic Value: 9781498737210 – Type: isbn-electronic Value: 9780429183942 Titles: – TitleFull: Algorithmic Trading and Quantitative Strategies Type: main |
| ResultId | 1 |