机读格式显示(MARC)
- 000 02405cam a2200349 i 4500
- 008 200211s2020 flua 000 0 eng
- 020 __ |a 9781498737166 |c CNY822.51
- 040 __ |a DLC |b eng |c DLC |e rda
- 082 04 |a 332.60285 |2 23
- 100 1_ |a Velu, Raja, |e author.
- 245 10 |a Algorithmic trading and quantitative strategies / |c Raja Velu, Maxence Hardy, Daniel Nehren.
- 260 __ |a Boca Raton : |b CRC Press, |c 2020.
- 300 __ |a 1 volume : |b illustrations ; |c 24 cm.
- 336 __ |a text |b txt |2 rdacontent
- 337 __ |a unmediated |b n |2 rdamedia
- 338 __ |a volume |b nc |2 rdacarrier
- 490 0_ |a Chapman & Hall/CRC financial mathematics series
- 520 __ |a "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"-- |c Provided by publisher.
- 650 _0 |a Finance |x Data processing.
- 650 _0 |a Finance |x Computer programs.
- 650 _0 |a Investment analysis.
- 650 _0 |a Electronic trading of securities.
- 700 1_ |a Hardy, Maxence, |e author.
- 700 1_ |a Nehren, Daniel, |e author.