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ETF Arbitrage with Python: Market Making, Basket Pricing, Creation-Redemption, and Liquidity Modeling - Couverture souple
Synopsis
Reactive Publishing
Exchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.
This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.
Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.
Inside, the book covers:
Creation-redemption mechanics and ETF primary-market structure
Authorized participants and liquidity provider workflows
Basket pricing and net asset value relationships
Premium and discount analysis
ETF liquidity modeling and spread behavior
Market making concepts for ETF products
Python-based research workflows for ETF data
Hedging logic across ETF shares and underlying baskets
Practical modeling examples for pricing and arbitrage analysis
ETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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ETF Arbitrage with Python (Paperback)
impression à la demandeVendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798196854927
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ETF Arbitrage with Python: Market Making, Basket Pricing, Creation-Redemption, and Liquidity Modeling
impression à la demandeVendeur : California Books, Miami, FL, Etats-Unis
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ETF Arbitrage with Python
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798196854927
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ETF Arbitrage with Python
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798196854927
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ETF Arbitrage with Python (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798196854927
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Expédition depuis Royaume-Uni vers Etats-Unis
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ETF Arbitrage with Python : Market Making, Basket Pricing, Creation-Redemption, and Liquidity Modeling
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware - Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision. N° de réf. du vendeur 9798196854927
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EUR 43
Expédition à EUR 62,20
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Expédition depuis Allemagne vers Etats-Unis
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