Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage,Used

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage,Used

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SKU: SONG1119821320
Brand: Wiley
$50.78
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Discover foundational and advanced techniques in quantitative equity trading from a veteran insiderIn Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicistturnedquant 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, youll 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 multifactor risk models, multiperiod trading costs, and optimal leveragePerfect 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.

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

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