Quantitative Portfolio Management -

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Je staat op het punt om Quantitative Portfolio Management in epub helemaal gratis te downloaden. Een boek van auteur dat is gepubliceerd op 2021-11-15. Als je het online wilt vinden, kun je het zoeken met ISBN 9781119821328. Het heeft 304 pagina's en is in Nederlands taal. Je kunt het krijgen in PDF, epub, mobi, kindle en vele andere formaten.

Samenvatting van het boek


“This is a wonderful book: deep, original, witty, and provocative. It is a survey of the most important ideas and methods of modern quantitative investment that should enthrall both seasoned and junior quants. A must-read that will no doubt become a classic.”

—Jean-Philippe Bouchaud, Chairman and Chief Scientist, Capital Fund Management; member of the French Academy of Sciences

“In his lively and clever style, Isichenko shares from his decades of experience at some of the top quantitative trading shops. Even seasoned veterans will find unfamiliar ideas, as he includes many concepts and models nowhere else in print.”

—Colin Rust, Quantitative Portfolio Manager, Cubist Systematic Strategies

“I encouraged Michael Isichenko not to seek publication of this book, a comprehensive and accurate survey of market structure and data and mathematical and computational approaches and results for systematic trading. I am grateful that he enlarged and extended it beyond a first draft. I now hope that competitors have so much to absorb that they'll misapply much and not eliminate all remaining avenues to profit for my firm.”

—Aaron Sosnick, Founder, Analytics, Research & Trading Advisors

An in-depth and telling handbook for quant portfolio management from a leading industry expert

Quantitative Portfolio Management is a complete and up-to-date exploration of the quantitative analysis process. You’ll find information about sourcing financial data, alpha generation approaches, dealing with risk, portfolio construction, and trade execution.

The book covers both theoretical and algorithmic machine learning subjects in the context of competition-based market efficiency that imposes limits on complexity and performance of quantitative trading models. In addition to foundational subjects that form the basis of quantitative finance, you’ll also learn about lesser-known machine learning algorithms and rarely discussed topics, like forecast combining and multi-period portfolio optimization. The author expertly balances practical observations drawn from his years as a practicing portfolio manager with financial and mathematical insights in statistics and machine learning.

Belangrijke feiten over het ebook

Titel van het boek: "Quantitative Portfolio Management"
Auteur van het boek:
ISBN: 9781119821328
Language: Nederlands
Totaal aantal pagina's: 304
Datum van uitgave: 2021-11-15
Bestandsformaten: PDF - ePub - Kindle
Beschikbaarheid: Beschikbaar voor directe download
Categorie: Economie en financiën

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