Название: Advanced Algorithmic TradingАвтор: Michael L. Halls-Moore
Издательство: Quantstart
Год: 2016
Формат: pdf
Страниц: 160
Размер: 10,8 mb
Язык: English
This book concentrates on three major areas of mathematical modelling-Bayesian Statistics, Time Series Analysis and Machine Learning-that will augment your quantitative trading research process in order to help you discover sources of alpha.
The book is broadly laid out in four sections. The first three are theoretical in nature and teach the basics of Bayesian Statistics, Time Series Analysis and Machine Learning, with many references presented for further research. The fourth section applies all of the previous theory to the backtesting of quantitative trading strategies using the QSTrader open-source backtesting engine.