Isichenko, M

Quantitative Portfolio Management - The Art and Science of Statistical Arbitrage

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ISBN 13:
9781119821328
author:
Isichenko, M
format:
Hardback
publisher:
John Wiley & Sons Inc
language:
English
Publication Year:
2021
Pages:
304
Dimensions:
22.7 x 16 x 1.9 centimetres (0.4
Genre:
Business, Investments & Securities, Stocks,
Condition:
New
Availability:
Item usually sent within 10 working days
£33.25

Description

Discover the art and science of statistical arbitrage with this comprehensive guide to quantitative portfolio management. Dr. Michael Isichenko shares his expertise in machine learning methods for forecasting stock returns, avoiding pitfalls such as overfitting, and constructing optimized portfolios. This book provides a systematic review of the quantitative trading of equities, covering topics such as combining multiple forecasts, managing risk, and executing trades. It is an indispensable resource for investment professionals, data scientists, and students in statistical and quantitative disciplines looking to improve their understanding of applying data science and machine learning to the stock market. With its focus on practical applications and theoretical foundations, this book offers a valuable insight into the world of quantitative portfolio management, making it an essential read for anyone seeking to enhance their knowledge in this field.

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