Price loading...

Equity Analytics: Strategies, Models, and Techniques in Computational Finance (Investment Analytics)

Stocks & Shares

Price data last checked 95 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

"Equity Analytics: Strategies, Models, and Techniques in Computational Finance" by Dr. Jonathan Kinlay is an indispensable resource for financial professionals seeking to excel in quantitative research, computational finance, and algorithmic trading. As a renowned expert, Dr. Kinlay delivers a comprehensive guide tailored to enhance expertise in these domains. This book offers a clear path through the intricate world of computational finance, financial data analysis, and algorithmic trading. Readers will gain proficiency in applying data science and machine learning techniques to manage vast financial datasets and develop sophisticated trading and investment strategies. The knowledge presented is relevant to postgraduate research and aligns with the needs of financial institutions. Key topics include: • Equities Entity Store: An efficient data framework for comprehensive equity market analysis. • Advanced Single-Stock Analytics: Employing time series models and machine learning for forecasting and trading. • High-Performing Pairs Trading Strategies: Utilizing Kalman filter, Factor Models, and Fractional Integration. • Rigorous Backtesting: Executing strategies within a well-structured framework. • Portfolio Analytics: Exploring Modern Portfolio Theory, Factor Neutral Portfolios, Style Analysis, and Long-Only/Short strategies. • Quantitative Trading Strategies: Implementing momentum, statistical arbitrage, and machine learning-guided optimization. The second edition is released with a significant upgrade to the Equities Entity Store, including: • Expansion of the equity universe to around 7,700 entities. • New entity stores for indices (500 entities) and ETFs (over 2,500 entities). • Integration with Interactive Brokers TWS platform for real-time data, account information, and order execution. • Enhancements to the Equity Analytics software library. The data model now includes unadjusted and adjusted prices, and new metrics such as Convexity, Internal Bar Strength, True Range, and Typical Price. The book and software library have been enriched with new algorithms: • Equity Convexity factor modeling • Vectorized backtesting • Market Timing with ETFs • Dynamic Time Warping • Swing trading strategies using Internal Bar Strength and RSI • Pairs Trading with Fractional Differencing These additions empower professionals with cutting-edge tools and techniques to navigate computational finance and algorithmic trading. Readers will be equipped with unparalleled knowledge and practical skills to excel in these dynamic fields.

Product Specifications

Format: hardcover
ASIN: B0D54KPFK2
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Stocks & Shares
Domain: Amazon UK
Release Date: 21 May 2024
Listed Since: 24 May 2024

Barcode

No barcode data available

Equity Analytics: Strategies, Models, and Techniques in Computational Finance (Investment Analytics)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Quantitative Algorithm Design for FX Markets: Building High-Frequency Trading Systems With Python (The Artificial Edge: Quantitative Trading Strategies with Python)

Machine Learning for Algorithmic Trading - Second Edition: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

Ultimate Quant Job Interview Questions Workbook: Brief Crash Courses and Real Interview Questions taking you from Beginner to Wall Street Offers (The ... Quantitative Trading Strategies with Python)

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

Applied Equity Analysis: Stock Valuation Techniques for Wall Street Professionals (McGraw-Hill Library of Investment and Finance)

Statistical Arbitrage in Algorithmic Trading: Stationarity, Cointegration, and Mean-Reverting Stochastic Processes With Python (Computational Mathematics Library)

Hands-On Machine Learning for Algorithmic Trading: Design and implement investment strategies based on smart algorithms that learn from data using Python

Market Making Algorithms: 33 Comprehensive Powerful Algorithms With Full Python Code

Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering (Chapman and Hall/CRC Financial Mathematics Series)

Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software: Templates for Learning Quantitative Methods and R Software (Second Edition)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software: Templates for Learning Quantitative Methods and R Software (Second Edition)

Applications of Computational Intelligence in Data-Driven Trading

Practical Quantitative Finance with Python: A Comprehensive Guide to Quantitative Analysis and Trading Strategy Development

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quant_Py: Python for Quantitative Finance

Algorithmic Trading Hands-On Approach Using Python

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

Electronic and Algorithmic Trading Technology: The Complete Guide (Complete Technology Guides for Financial Services)

Financial Modeling of the Equity Market: From CAPM to Cointegration: 144 (Frank J. Fabozzi Series)

Advances in Financial Planning and Forecasting: 11

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

Technical Analysis for the Trading Professional 2E (PB): Strategies and Techniques for Today's Turbulent Global Financial Markets