High Performance Quantitative Strategies

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High Performance Quantitative Strategies

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Author : William Johnson
language : en
Publisher: HiTeX Press
Release Date : 2024-10-14

High Performance Quantitative Strategies written by William Johnson and has been published by HiTeX Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-14 with Business & Economics categories.

"High-Performance Quantitative Strategies: Trading at the Speed of Markets" offers an insightful exploration into the realm of quantitative trading, where financial acumen meets technological innovation. This book serves as an essential guide for those seeking to harness the power of mathematical models and algorithmic strategies to navigate and excel in today’s fast-paced financial markets. Tailored for both beginners and experienced traders, it presents a comprehensive framework that delves into the foundational principles of quantitative finance, data analysis, and risk management, equipping readers with the necessary tools to make informed, strategic trading decisions. Each chapter unfolds a distinct aspect of quantitative trading, from the intricacies of financial market fundamentals and advanced statistical techniques to the implementation of high-frequency trading strategies and machine learning models. The text is crafted with clarity and precision, fostering a deep understanding of complex concepts while emphasizing practical application in real-world scenarios. Alongside, it addresses the challenges posed by regulatory and technological dynamics, ensuring readers are well-prepared to meet the evolving demands of global financial markets. As you turn the pages, "High-Performance Quantitative Strategies" not only enlightens but also inspires a profound appreciation of the synergy between theoretical knowledge and market execution, elevating your trading prowess to new heights.

Algorithmic Trading And Quantitative Strategies

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Author : Raja Velu
language : en
Publisher: CRC Press
Release Date : 2020-08-12

Algorithmic Trading And Quantitative Strategies written by Raja Velu and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-12 with Business & Economics categories.

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.

Quantitative Strategies For Achieving Alpha

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Author : Richard Tortoriello
language : en
Publisher: McGraw Hill Professional
Release Date : 2008-12-01

Quantitative Strategies For Achieving Alpha written by Richard Tortoriello and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-01 with Business & Economics categories.

Alpha, higher-than-expected returns generated by an investment strategy, is the holy grail of the investment world. Achieve alpha, and you've beaten the market on a risk-adjusted basis. Quantitative Strategies for Achieving Alpha was borne from equity analyst Richard Tortoriello's efforts to create a series of quantitative stock selection models for his company, Standard & Poor's, and produce a “road map” of the market from a quantitative point of view. With this practical guide, you will gain an effective instrument that can be used to improve your investment process, whether you invest qualitatively, quantitatively, or seek to combine both. Each alpha-achieving strategy has been extensively back-tested using Standard & Poor's Compustat Point in Time database and has proven to deliver alpha over the long term. Quantitative Strategies for Achieving Alpha presents a wide variety of individual and combined investment strategies that consistently predict above-market returns. The result is a comprehensive investment mosaic that illustrates clearly those qualities and characteristics that make an investment attractive or unattractive. This valuable work contains: A wide variety of investment strategies built around the seven basics that drive future stock market returns: profitability, valuation, cash flow generation, growth, capital allocation, price momentum, and red flags (risk) A building-block approach to quantitative analysis based on 42 single-factor and nearly 70 two- and three-factor backtests, which show the investor how to effectively combine individual factors into robust investment screens and models More than 20 proven investment screens for generating winning investment ideas Suggestions for using quantitative strategies to manage risk and for structuring your own quantitative portfolios Advice on using quantitative principles to do qualitative investment research, including sample spreadsheets This powerful, data intensive book will help you clearly see what empirically drives the market, while providing the tools to make more profitable investment decisions based on that knowledge--through both bull and bear markets.

Principles Of Quantitative Equity Investing

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Author : Sugata Ray
language : en
Publisher: FT Press
Release Date : 2015-05-30

Principles Of Quantitative Equity Investing written by Sugata Ray and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-30 with Business & Economics categories.

In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. Sugata Ray demonstrates how to invest successfully in US equities with quantitative strategies, using rigorous rule sets to decide when and what to trade. Whether you’re a serious investor, professional advisor, or student of finance, Ray will help you determine the optimal quantitative rules for your investing objectives, and then "backtest" their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software — and this book comes with 20 weeks of free access to Equities Lab, plus a discount on its purchase. Ray covers key topics including stock screening, portfolio rebalancing, market timing, returns and dividends, benchmarks, bespoke measures, and more. He also presents a series of powerful screens built by many of the world’s most successful investors. Together, this guidebook and software combine to offer a turnkey solution for creating virtually any quantitative strategy, and then accurately estimating its performance and risk characteristics — helping you systematically maximize your profits and control your risk.

The Empowered Employee

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Author : Serina Sidhu
language : en
Publisher: Notion Press
Release Date : 2016-10-31

The Empowered Employee written by Serina Sidhu and has been published by Notion Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-31 with Business & Economics categories.

"The author provides a step-by-step approach on how to get your first job or even carry out a successful career shift by following powerful and smart strategies. It inspires and supports readers to achieve their greatest dreams, talents and ambitions in a culturally diverse work environment. The book focuses on the important question of employer's expectations from a potential employee. It leaves the reader with an understanding of how to face complex challenges and succeed at all costs. This book covers:  Valuable and practical advice on job interviews.  Practical and effective strategies to handle salary negotiations.  Challenging interview questions and how to respond to them.  Detailed instructions on business-oriented verbal and written skills.  Guidelines to improve your corporate image.  Develop networking opportunities through mutually beneficial professional groups.  Powerful tools to build the best teams and foster performance efficiency.  The importance of ethical behavior in individual and business practices.  Decode complex body language through drawings and illustrations. "

International Journal Of Strategic Organization And Behavioural Science

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Author : Siddhartha Sarkar
language : en
Publisher: Universal-Publishers
Release Date :

International Journal Of Strategic Organization And Behavioural Science written by Siddhartha Sarkar and has been published by Universal-Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

The Current State Of Quantitative Equity Investing

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Author : Ying L. Becker
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2018-05-10

The Current State Of Quantitative Equity Investing written by Ying L. Becker and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-10 with Business & Economics categories.

Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.

High Frequency Trading

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Author : Irene Aldridge
language : en
Publisher: John Wiley and Sons
Release Date : 2009-12-22

High Frequency Trading written by Irene Aldridge and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-22 with Business & Economics categories.

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

Advances In Financial Machine Learning

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Author : Marcos Lopez de Prado
language : en
Publisher: John Wiley & Sons
Release Date : 2018-02-21

Advances In Financial Machine Learning written by Marcos Lopez de Prado and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-21 with Business & Economics categories.

Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Quantitative Fund Management

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Author : M.A.H. Dempster
language : en
Publisher: CRC Press
Release Date : 2008-12-22

Quantitative Fund Management written by M.A.H. Dempster and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Business & Economics categories.

The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.