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151 Trading Strategies
Kakushadze, Zura / Serur, Juan Andrés
Éditeur : PALGRAVE
ISBN papier: 9783030027919
Parution : 2018
Code produit : 1375690
Catégorisation :
Livres /
Gestion /
Finance /
Ouvrages généraux
Formats disponibles
| Format | Qté. disp. | Prix* | Commander |
|---|---|---|---|
| Livre papier | 1 |
Prix membre : 94,53 $ Prix non-membre : 99,50 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
Description
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.