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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

By Amazon

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$ 33.00

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Price last updated : Nov 29, 2024 5:04 AM

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    Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

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    In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr.

    Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage.

    The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades.

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