Algorithmic Trading and Quantitative Strategies
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 authors then present the necessary quantitative toolbox including more advanced machine lea… Celý popis ↓
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Algorithmic Trading and Quantitative Strategies
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 authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. 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 last main topic of execution algorithms is covered in detail with emphasis on the They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics.
Parametre
- Výrobca
- Taylor & Francis Inc