Algorithmic trading and quantitative strategies / (Record no. 302188)

MARC details
000 -LEADER
fixed length control field 01711cam a22001695i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781498737166
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6028
Item number VEL
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Velu, Raja,
245 10 - TITLE STATEMENT
Title Algorithmic trading and quantitative strategies /
Statement of responsibility, etc. Raja Velu, Maxence Hardy, Daniel Nehren.
250 ## - EDITION STATEMENT
Edition statement 1.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. CRC PRESS
Date of publication, distribution, etc. 2020
300 ## - PHYSICAL DESCRIPTION
Extent xvi; 434 pages
520 ## - SUMMARY, ETC.
Summary, etc. "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"--
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hardy, Maxence,
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Nehren, Daniel,
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Dept. of Computer Science Dept. of Computer Science Reference 15/11/2021 332.6028 VEL DCS4904 15/11/2021 15/11/2021 Book