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Quantitative portfolio management : the art and science of statistical arbitrage /
"Quantitative trading of financial securities is a multi-billion dollar business employing thousands of portfolio managers and quantitative analysts ("quants") trained in mathematics, physics, or other "hard" sciences. The quants trade stocks and other instruments creating l...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2021]
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a22000008i 4500 | ||
|---|---|---|---|
| 001 | OR_on1246674300 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu|||||||| | ||
| 008 | 210414s2021 njua ob 001 0 eng | ||
| 010 | |a 2021013924 | ||
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| 015 | |a GBC1G3011 |2 bnb | ||
| 016 | 7 | |a 020341982 |2 Uk | |
| 020 | |a 9781119821212 |q (epub) | ||
| 020 | |a 1119821215 | ||
| 020 | |a 1119821223 | ||
| 020 | |a 9781119821229 |q (electronic bk.) | ||
| 020 | |z 9781119821328 |q (cloth) | ||
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| 029 | 1 | |a AU@ |b 000070046028 | |
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| 037 | |a 9781119821212 |b Wiley | ||
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| 082 | 0 | 0 | |a 332.6 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Isichenko, Michael, |e author. | |
| 245 | 1 | 0 | |a Quantitative portfolio management : |b the art and science of statistical arbitrage / |c Michael Isichenko. |
| 264 | 1 | |a Hoboken, New Jersey : |b John Wiley & Sons, Inc., |c [2021] | |
| 300 | |a 1 online resource (xxxi, 261 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 520 | |a "Quantitative trading of financial securities is a multi-billion dollar business employing thousands of portfolio managers and quantitative analysts ("quants") trained in mathematics, physics, or other "hard" sciences. The quants trade stocks and other instruments creating liquidity for investors and competing, as best they can, at finding and exploiting any mispricings. The result is highly efficient financial markets not immune to occasional events of crowding, bubbling, and liquidation panic. This book covers all the major parts of the quantitative trading process starting with sourcing financial data, learning future asset returns from historical data, generating and combining multiple forecasts, dealing with risk, building optimal portfolio of stocks subject to risk preferences and trading costs, and executing trades. The exposition seeks a balance between financial insight, mathematical ideas of statistical and machine learning, practical computational aspects, actual events and thoughts "from the trenches", as observed by a quantitative portfolio manager, and even actual questions asked at countless quant interviews. The intended audience includes practicing quants who will encounter things both familiar and novel (such lesser known ML algorithms or multi-period portfolio optimization), students and scientists thinking of joining the quant workforce (and wondering if it's worth it), and the general public interested in quantitative and algorithmic trading from a broad scientific, and occasionally ironic, standpoint"-- |c Provided by publisher. | ||
| 588 | |a Description based on print version record and CIP data provided by publisher; resource not viewed. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Portfolio management |x Mathematical models. | |
| 650 | 0 | |a Arbitrage. | |
| 650 | 6 | |a Gestion de portefeuille |x Modèles mathématiques. | |
| 650 | 7 | |a Arbitrage. |2 fast |0 (OCoLC)fst00812760 | |
| 650 | 7 | |a Portfolio management |x Mathematical models. |2 fast |0 (OCoLC)fst01072082 | |
| 776 | 0 | 8 | |i Print version: |a Isichenko, Michael. |t Quantitative portfolio management |d Hoboken, New Jersey : John Wiley & Sons, Inc., [2021] |z 9781119821328 |w (DLC) 2021013923 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781119821328/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a YBP Library Services |b YANK |n 302461948 | ||
| 938 | |a YBP Library Services |b YANK |n 17636547 | ||
| 938 | |a EBSCOhost |b EBSC |n 3033227 | ||
| 994 | |a 92 |b IZTAP | ||