Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series)

This book brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies. The book provides a comprehensive description of the methodologies both published and unpublished, but being practiced. The strength of the book is the intuitive approach to developing algorithms - based on statistical techniques, machine learning ideas, and optimization methods.

• | Author: Raja Velu
• | Publisher: Chapman and Hall/CRC
• | Publication Date: August 06, 2020
• | Number of Pages: 450 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 1498737161
• | ISBN-13: 9781498737166