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£104.98

CRC Press Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics)

Name: Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics)
Brand: CRC Press
Price: 78.25 GBP
Availability: InStock

Econometrics

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Description

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.

Product Specifications

Brand: CRC Press
Format: Hardcover
ASIN: 1498737161
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 14 July 2020
Listed Since: 20 December 2017

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CRC Press Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics)

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