Quantitative Trading

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Quantitative Trading

Author : Xin Guo
ISBN : 9781498706490
Genre : Business & Economics
File Size : 84.35 MB
Format : PDF, Docs
Download : 895
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The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
Category: Business & Economics

Quantitative Trading

Author : Ernie Chan
ISBN : 047046626X
Genre : Business & Economics
File Size : 37.55 MB
Format : PDF, Kindle
Download : 792
Read : 1098

While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.
Category: Business & Economics

Quantitative Trading

Author : Ernest P. Chan
ISBN : 1119203376
Genre : Investment analysis
File Size : 34.83 MB
Format : PDF, ePub, Docs
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Read : 257

"While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed"--Resource description page.
Category: Investment analysis

Quantitative Trading With R

Author : Harry Georgakopoulos
ISBN : 9781137437471
Genre : Business & Economics
File Size : 41.40 MB
Format : PDF, ePub, Docs
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Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
Category: Business & Economics

An Introduction To Quantitative Finance

Author : Stephen Blyth
ISBN : 9780199666591
Genre : Business & Economics
File Size : 37.47 MB
Format : PDF, Mobi
Download : 528
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The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Category: Business & Economics

Learning Quantitative Finance With R

Author : Dr. Param Jeet
ISBN : 9781786465252
Genre : Computers
File Size : 50.64 MB
Format : PDF, ePub
Download : 155
Read : 1000

Implement machine learning, time-series analysis, algorithmic trading and more About This Book Understand the basics of R and how they can be applied in various Quantitative Finance scenarios Learn various algorithmic trading techniques and ways to optimize them using the tools available in R. Contain different methods to manage risk and explore trading using Machine Learning. Who This Book Is For If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required. What You Will Learn Get to know the basics of R and how to use it in the field of Quantitative Finance Understand data processing and model building using R Explore different types of analytical techniques such as statistical analysis, time-series analysis, predictive modeling, and econometric analysis Build and analyze quantitative finance models using real-world examples How real-life examples should be used to develop strategies Performance metrics to look into before deciding upon any model Deep dive into the vast world of machine-learning based trading Get to grips with algorithmic trading and different ways of optimizing it Learn about controlling risk parameters of financial instruments In Detail The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language. You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate. We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging. By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R. Style and approach This book introduces you to the essentials of quantitative finance with the help of easy-to-understand, practical examples and use cases in R. Each chapter presents a specific financial concept in detail, backed with relevant theory and the implementation of a real-life example.
Category: Computers

An Introduction To Quantitative Finance

Author : Christopher Hian Ann Ting
ISBN : 9789814704328
Genre : Business & Economics
File Size : 57.34 MB
Format : PDF
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This concise textbook provides a unique framework to introduce Quantitative Finance to advanced undergraduate and beginning postgraduate students. Inspired by Newton's three laws of motion, three principles of Quantitative Finance are proposed to help practitioners also to understand the pricing of plain vanilla derivatives and fixed income securities. The book provides a refreshing perspective on Box's thesis that "all models are wrong, but some are useful." Being practice- and market-oriented, the author focuses on financial derivatives that matter most to practitioners. The three principles of Quantitative Finance serve as buoys for navigating the treacherous waters of hypotheses, models, and gaps between theory and practice. The author shows that a risk-based parsimonious model for modeling the shape of the yield curve, the arbitrage-free properties of options, the Black-Scholes and binomial pricing models, even the capital asset pricing model and the Modigliani-Miller propositions can be obtained systematically by applying the normative principles of Quantitative Finance.
Category: Business & Economics

Quantitative Trading Strategies

Author : Lars Kestner
ISBN : 0071436030
Genre : Business & Economics
File Size : 73.20 MB
Format : PDF, ePub
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Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.
Category: Business & Economics

Quantitative Finance For Dummies

Author : Steve Bell
ISBN : 9781118769461
Genre : Business & Economics
File Size : 31.38 MB
Format : PDF, ePub, Mobi
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An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.
Category: Business & Economics

Quantitative Trading Quick Start

Author : F. M. Z. Quant
ISBN : 1099071003
Genre :
File Size : 21.56 MB
Format : PDF, Docs
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FMZ Quant platform is a financial technology company that focused on quantitative trading software development and quantitative trading strategy research and services. Our core business architecture are: quantitative trading platform, strategy robot research and development, blockchain asset trading system, intelligent investment consultant application expansion and other complete technical solutions, covering the complete financial investment eco-industrial chain, exploring quantitative financial technology services New business model. We are committed to helping brokers and exchanges building quantitative ecosystems through data, engines, AI and other technologies, helping private equity firms solve quantitative trading technical problems and helping universities to build Financial engineering education bases. With strong and deep technical support, more than 10 securities and futures companies have chosen FMZ as their trustable professional partners. More than 30 blockchain asset exchanges are provided by FMZ with intelligent market-making strategies and technical support. More than 50 private equity firms have chosen our products and services, and deep cooperation with a number of universities to help them achieve financial engineering education upgrades. Quantitative investment is a self-innovative smart wealth management service. In the financial sector, intelligent quantitative trading has also been deposited for many years, and the results are remarkable! However, due to its high professional threshold, it rarely appears in the public eye. The FMZ Quant put great and intensive efforts on the technical confusion and high costs faced by traders in quantitative trading system construction. In the future, we will focus on serving brokers, trust funds, public offerings, private equity and high-end asset management teams to provide users with safe, professional and efficient financial solutions with advanced technology. Trend Momentum Strategy Through various trading tools, judge whether there is a clear trend in the market, and passively make corresponding trading operations according to the market. Cross-Market Spot Moving Strategy By comparing the bid-ask spreads of the same trading target in different trading markets, buying in low-priced exchanges and selling in high-priced exchanges to obtain low-risk profits. Futures Arbitrage Strategy By comparing the same trading targets in the market , but the bid-ask spreads of different contracting date varieties, according to the principle of mean return, low price buy high price sell. High Frequency Market Making Strategy Through a large number of high-frequency buying and selling transactions, tracking price changes, constantly presided over the buying and selling of the two markets, providing trading liquidity for blockchain assets. The FMZ quantitative platform consists of three parts FMZ online console FMZ cloud server docker FMZ quantitative trading terminal
Category:

Informationism

Author : Krzysztof Urbanowicz
ISBN : 1505971497
Genre :
File Size : 24.97 MB
Format : PDF, ePub, Docs
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Someone can ask: why I am introducing philosophy and even some kind of God to book about physics and finance? So I should refer to this question. You should start from the beginning, if you would like to build something successful. You have to create first: fundamentals, your absolute truth, objectives that could not be discredited. Something that you proof in your mind from beginning to end fully logically, that everybody can perform in the same manner, as a logic experiment.
Category:

F For Quantitative Finance

Author : Johan Astborg
ISBN : 9781782164630
Genre : Computers
File Size : 73.98 MB
Format : PDF
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To develop your confidence in F#, this tutorial will first introduce you to simpler tasks such as curve fitting. You will then advance to more complex tasks such as implementing algorithms for trading semi-automation in a practical scenario-based format. If you are a data analyst or a practitioner in quantitative finance, economics, or mathematics and wish to learn how to use F# as a functional programming language, this book is for you. You should have a basic conceptual understanding of financial concepts and models. Elementary knowledge of the .NET framework would also be helpful.
Category: Computers

Inside The Black Box

Author : Rishi K. Narang
ISBN : 9780470529140
Genre : Business & Economics
File Size : 32.68 MB
Format : PDF, ePub
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Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box "In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran." ?Blair Hull, Founder, Hull Trading & Matlock Trading "Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work." ?Peter Muller, Head of Process Driven Trading, Morgan Stanley "A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book." ?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation "Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies." ?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P. "Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside." ?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management "This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms." ?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money "Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates." ?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital "Inside the Black Box provides a comprehensive and intuitive introduction to "quant" strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy." ?Asriel Levin, PhD, Managing Member, Menta Capital, LLC
Category: Business & Economics

Algorithmic Trading And Quantitative Strategies

Author : Raja Velu
ISBN : 9781498737197
Genre : Business & Economics
File Size : 65.37 MB
Format : PDF, ePub, Mobi
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Algorithmic Trading and Quantitative Strategies 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. The 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 on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.
Category: Business & Economics

Paul Wilmott Introduces Quantitative Finance

Author : Paul Wilmott
ISBN : 9780470065372
Genre : Business & Economics
File Size : 66.56 MB
Format : PDF, ePub
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In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Category: Business & Economics

Machine Trading

Author : Ernest P. Chan
ISBN : 9781119219606
Genre : Business & Economics
File Size : 79.82 MB
Format : PDF
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Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level. Algorithmic trading is booming, and the theories, tools, technologies, and the markets themselves are evolving at a rapid pace. This book gets you up to speed, and walks you through the process of developing your own proprietary trading operation using the latest tools. Utilize the newer, easier algorithmic trading platforms Access markets previously unavailable to systematic traders Adopt new strategies for a variety of instruments Gain expert perspective into the human side of trading The strength of algorithmic trading is its versatility. It can be used in any strategy, including market-making, inter-market spreading, arbitrage, or pure speculation; decision-making and implementation can be augmented at any stage, or may operate completely automatically. Traders looking to step up their strategy need look no further than Machine Trading for clear instruction and expert solutions.
Category: Business & Economics

Quantitative Finance

Author : Erik Schlogl
ISBN : 9781315359854
Genre : Mathematics
File Size : 78.76 MB
Format : PDF, ePub
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Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web Resource The author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.
Category: Mathematics

Machine Learning

Author :
ISBN : OCLC:1137154985
Genre :
File Size : 62.55 MB
Format : PDF
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"Play the markets like a pro by integrating machine learning into your investment strategies! This online training course takes a completely practical approach to applying machine learning techniques to quant trading. The focus is on practically applying machine learning techniques to develop sophisticated quant trading models. From setting up your own historical price database in MySQL, to writing hundreds of lines of Python code, the focus is on doing from the get-go. Financial markets are fickle beasts that can be extremely difficult to navigate for the average investor. This quant trading using machine learning course will introduce you to machine learning, a field of study that gives computers the ability to learn without being explicitly programmed, while teaching you how to apply these techniques to quantitative trading. Using Python libraries, you will discover how to build sophisticated financial models that will better inform your investing decisions."--Resource description page.
Category:

Mastering R For Quantitative Finance

Author : Edina Berlinger
ISBN : 9781783552085
Genre : Computers
File Size : 55.28 MB
Format : PDF, ePub, Docs
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This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
Category: Computers