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05-03-2023, 08:19 PM
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pdf | 36.16 MB | English | Isbn: B09FZVTM64 | Author: Michael Isichenko | Year: 2021
Description:
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.*
Category:Investing Portfolio Management, Investment Portfolio Management, Stock Market Investing
https://i114.fastpic.ru/big/2020/1009/81/82292ccf29364dd9131c066a6b966a81.png
https://nitroflare.com/view/7826E134E331770/
https://rapidgator.net/file/9603383d8f55401bbd4bc82429da292a/
pdf | 36.16 MB | English | Isbn: B09FZVTM64 | Author: Michael Isichenko | Year: 2021
Description:
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.*
Category:Investing Portfolio Management, Investment Portfolio Management, Stock Market Investing
https://i114.fastpic.ru/big/2020/1009/81/82292ccf29364dd9131c066a6b966a81.png
https://nitroflare.com/view/7826E134E331770/
https://rapidgator.net/file/9603383d8f55401bbd4bc82429da292a/