{"product_id":"algorithmic-trading-and-quantitative-strategies-raja-velu-9781498737166","title":"Algorithmic Trading and Quantitative Strategies","description":"\u003cp\u003e\u003cstrong\u003eAlgorithmic Trading and Quantitative Strategies\u003c\/strong\u003e 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.\u003c\/p\u003e\u003cp\u003eThe 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 of the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings.\u003c\/p\u003e\u003cp\u003eA GitHub repository includes data sets and explanatory\/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis\/problem.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Raja Velu, Maxence Hardy, Daniel Nehren\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1498737161\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781498737166\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/06\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 450\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.20lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.30h x 6.10w x 1.10d\u003cbr\u003e\u003cbr\u003e\u003cb\u003eReview Citation(s): \u003c\/b\u003e\u003cbr\u003e\u003ci\u003eChoice\u003c\/i\u003e 09\/01\/2021","brand":"Raja Velu","offers":[{"title":"Hardcover","offer_id":43936467943679,"sku":"9781498737166","price":130.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_d299dfa1-eb28-4d3b-8032-bed07619de37.jpg?v=1681425729","url":"https:\/\/www.whiterainbookhouse.com\/products\/algorithmic-trading-and-quantitative-strategies-raja-velu-9781498737166","provider":"WR Book House","version":"1.0","type":"link"}