Skip to product information
1 of 1

Raja Velu,Maxence Hardy,Daniel Nehren

Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies

Regular price £109.48 GBP
Regular price £115.00 GBP Sale price £109.48 GBP
Sale Sold out
Taxes included. Shipping calculated at checkout.

YOU SAVE £5.52

  • Condition: Brand new
  • UK Delivery times: Usually arrives within 2 - 3 working days
  • UK Shipping: Fee starts at £2.39. Subject to product weight & dimension

Bulk ordering. Want 15 or more copies? Get a personalised quote and bigger discounts. Learn more about bulk orders.

  • More about Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies provides a comprehensive overview of this growing field, focusing on empirical modeling and practical know-how. It covers market structure, quantitative microstructure models, quantitative trading, alpha generation, active portfolio management, news and sentiment analytics, and execution algorithms. It also includes a GitHub repository with data sets and explanatory/exercise Jupyter notebooks.

\n Format: Hardback
\n Length: 434 pages
\n Publication date: 14 July 2020
\n Publisher: Taylor & Francis Inc
\n


Algorithmic Trading and Quantitative Strategies is a comprehensive guide to this rapidly evolving field, blending rigorous quantitative analysis with practical hands-on experience. The book delves into the underlying context of trading, exploring market structure and quantitative microstructure models, while also providing a comprehensive quantitative toolbox, including advanced machine learning models, to excel in the field. It covers topics such as quantitative trading, alpha generation, active portfolio management, and recent advancements in news and sentiment analytics. The book also provides a detailed examination of execution algorithms, emphasizing their current state and critical issues, including market impact. Furthermore, it concludes with a discussion of the technology infrastructure required for implementing algorithmic strategies in large-scale production environments.

To enhance learning, the book includes a GitHub repository with data sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve specific analysis or problem-solving tasks.

Whether you're a student seeking to gain insights into algorithmic trading or a professional looking to advance your skills in this field, Algorithmic Trading and Quantitative Strategies is an invaluable resource that will help you navigate the complexities of this dynamic industry.

\n Weight: 870g\n
Dimension: 161 x 241 x 28 (mm)\n
ISBN-13: 9781498737166\n \n

UK and International shipping information

UK Delivery and returns information:

  • Delivery within 2 - 3 days when ordering in the UK.
  • Shipping fee for UK customers from £2.39. Fully tracked shipping service available.
  • Returns policy: Return within 30 days of receipt for full refund.

International deliveries:

Shulph Ink now ships to Australia, Belgium, Canada, France, Germany, Ireland, Italy, India, Luxembourg Saudi Arabia, Singapore, Spain, Netherlands, New Zealand, United Arab Emirates, United States of America.

  • Delivery times: within 5 - 10 days for international orders.
  • Shipping fee: charges vary for overseas orders. Only tracked services are available for most international orders. Some countries have untracked shipping options.
  • Customs charges: If ordering to addresses outside the United Kingdom, you may or may not incur additional customs and duties fees during local delivery.
View full details