Algorithmic trading and quantitative strategies / (Record no. 302188)
[ view plain ]
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 |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date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 |