Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
Algorithmic Trading and Quantitative Strategies, Hardback Book

Algorithmic Trading and Quantitative Strategies Hardback

Hardback

Out of stock

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.

Information

Other Formats

£105.00

Out of stock
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information