Overview
Discover foundational and advanced techniques in quantitative equity trading from aĀ veteranĀ insiderĀ
InĀ Quantitative Portfolio Management:Ā The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quantĀ Dr. MichaelĀ IsichenkoĀ delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learnĀ patterns ofĀ asset returns from historical data,Ā generateĀ and combine multiple forecasts, manage risk, build aĀ stock portfolioĀ optimized for risk and trading costs, and execute trades.Ā
In this important book,Ā youāllĀ discover:Ā
- Machine learning methodsĀ of forecasting stock returns in efficient financial marketsĀ
- How to combineĀ multipleĀ 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 ābenign overfittingā in machine learningĀ
- The theoretical andĀ practicalĀ aspects of portfolio construction, including multi-factor risk models,Ā multi-periodĀ trading costs, and optimal leverageĀ
Perfect for investment professionals, like quantitative traders and portfolio managers,Ā Quantitative Portfolio ManagementĀ 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 dataĀ science, machine learning, and optimizationĀ to the stock market.Ā
This book title, Quantitative Portfolio Management (The Art and Science of Statistical Arbitrage), ISBN: 9781119821328, by Michael Isichenko, published by Wiley (August 3, 2021) is available in hardcover. Our minimum order quantity is 25 copies. All standard bulk book orders ship FREE in the continental USA and delivered in 4-10 business days.
Unlike Amazon and other retailers who may also offer Quantitative Portfolio Management (The Art and Science of Statistical Arbitrage) books on their website, we specialize in large quantities and provide personal service, from trusted, experienced, friendly people in Portland, Oregon. We offer a Price Match Guarantee, and QuickQuote form, to make purchasing quick and easy.
Prefer to work with a human being when you order Quantitative Portfolio Management (The Art and Science of Statistical Arbitrage) books in bulk? Our Book Specialists are standing by Monday-Friday 8-5 PST, ready to help!