Articles liés à Quantitative Portfolio Management: The Art and Science...
Synopsis
Discover foundational and advanced techniques in quantitative equity trading from a veteran insider
In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades.
In this important book, you'll discover:
- Machine learning methods of forecasting stock returns in efficient financial markets
- How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods
- Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as "benign overfitting" in machine learning
- The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage
Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l'auteur
MICHAEL ISICHENKO, PhD, is a theoretical physicist and a quantitative portfolio manager who worked at Kurchatov Institute, University of Texas, University of California, SAC Capital Advisors, Société Générale, and Jefferies. He received his doctorate in physics and mathematics from the Moscow Institute of Physics and Technology and is an expert in plasma physics, nonlinear dynamics, and statistical and chaos theory.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Edité par
Wiley, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Ancien ou d'occasion
Couverture rigide
Vendeur : World of Books (was SecondSale), Montgomery, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : Good. Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you?ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methodsWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as ?benign overfitting? in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. . N° de réf. du vendeur 00110912491
Acheter D'occasion
EUR 27,03
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Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Edité par
Wiley, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Ancien ou d'occasion
Couverture rigide
Vendeur : World of Books Inc, Montgomery, IL, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Hardback. Etat : Good. Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you?ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methodsWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as ?benign overfitting? in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. . N° de réf. du vendeur CIN1119821320G
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EUR 28,88
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Expédition nationale : Etats-Unis
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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Edité par
Wiley (edition 1), 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Ancien ou d'occasion
Couverture rigide
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
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Hardcover. Etat : Very Good. 1. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. N° de réf. du vendeur 1119821320-11-1-29
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EUR 33,18
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Quantitative Portfolio Management : The Art and Science of Statistical Arbitrage
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 42582156-n
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Quantitative Portfolio Management: The Art and Sci Format: Cloth
Edité par
John Wiley and Sons, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Neuf
Couverture rigide
Vendeur : INDOO, Avenel, NJ, Etats-Unis
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Etat : New. N° de réf. du vendeur 9781119821328
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Expédition nationale : Etats-Unis
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Image d'archives
Quantitative Portfolio Management : The Art and Science of Statistical Arbitrage
Edité par
Wiley, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 42582156
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Expédition nationale : Etats-Unis
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Quantitative Portfolio Management
Edité par
John Wiley and Sons Inc, US, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Neuf
Couverture rigide
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you'll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methodsWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as "benign overfitting" in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. N° de réf. du vendeur LU-9781119821328
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Expédition depuis Royaume-Uni vers Etats-Unis
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Quantitative Portfolio Management
Edité par
John Wiley and Sons, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Neuf
Couverture rigide
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9781119821328
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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage (eng)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Etat : new. N° de réf. du vendeur 6LI2HAV4KC
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Expédition depuis Italie vers Etats-Unis
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Quantitative Portfolio Management
Edité par
John Wiley and Sons Inc, US, 2021
ISBN 10 : 1119821320
ISBN 13 : 9781119821328
Neuf
Couverture rigide
Vendeur : Rarewaves USA, HEBRON, KY, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you'll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methodsWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as "benign overfitting" in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. N° de réf. du vendeur LU-9781119821328
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EUR 44
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Expédition nationale : Etats-Unis
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