| view 👀:98 |
🙍 oneddl |
redaktor: Baturi | Rating👍:
Quantitative Portfolio Management The Art and Science of Statistical Arbitrage [#305323]
English | 2021 | ISBN: 1119821320 | 298 pages | True (PDF EPUB) | 16.15 MB
Discover foundational and advanced techniques in quantitative equity trading from aveteraninsider
InQuantitative Portfolio Management:The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quantDr. MichaelIsichenkodelivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learnpatterns ofasset returns from historical data,generateand combine multiple forecasts, manage risk, build astock portfoliooptimized for risk and trading costs, and execute trades.
In this important book,you'lldiscover:
- Machine learning methodsof forecasting stock returns in efficient financial markets
- How to combinemultipleforecasts 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 andpracticalaspects of portfolio construction, including multi-factor risk models,multi-periodtrading costs, and optimal leverage
Perfect for investment professionals, like quantitative traders and portfolio managers,Quantitative Portfolio Managementwill 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 datascience, machine learning, and optimizationto the stock market.
Buy Premium From My Links To Get Resumable Support,Max Speed & Support Me
.html
https://rapidgator.net/file/6e84c47e5e7c5a56afc21cc637b35b93/tk3iu.Quantitative.Portfolio.Management.The.Art.and.Science.of.Statistical.Arbitrage.rar.html
⚠️ Dead Link ?
You may submit a re-upload request using the search feature.
All requests are reviewed in accordance with our Content Policy.
Significant surge in the popularity of free ebook download platforms. These virtual repositories offer an unparalleled range, covering genres that span from classic literature to contemporary non-fiction, and everything in between. Enthusiasts of reading can easily indulge in their passion by accessing free books download online services, which provide instant access to a wealth of knowledge and stories without the physical constraints of space or the financial burden of purchasing hardcover editions.
Comments (0)
Users of Guests are not allowed to comment this publication.