151 Trading Strategies

151 Trading Strategies

Zura Kakushadze, Juan Andrés Serur

0 /

0

0 comments

How much do you like this book?

What’s the quality of the file?
Download the book for quality assessment

What’s the quality of the downloaded files?

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. click to read more

Year:
2018

Edition:
1st ed.

Publisher:
Springer International Publishing,Palgrave Macmillan

Language:
english

Pages:
480

ISBN 13:
9783030027926

File:
PDF, 4.90 MB