SKU/Artículo: AMZ-B0DKWZ6BCM
Quantitative Risk and Return Models in Trading With Python (Richman Computational Economics)
Format:
Kindle
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Fuera de stock
Fuera de stock
Peso con empaque:
0.15 kg
0.15 kg
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Sí
Sí
Condición
Nuevo
Nuevo
Producto de:
Amazon
Amazon
Viaja desde
USA
USA
Sobre este producto
- Unleash the Power of Quantitative Trading and Risk Management with PythonDiscover the intricate world of quantitative trading and risk management with this comprehensive guide, designed for traders, financial analysts, and quantitative professionals seeking to elevate their trading strategies and optimize their portfolios. Bridging complex financial theory with practical applications, this essential resource provides readers with the tools needed to thrive in modern financial markets.Key Features:Step-by-step Python code for each chapter that empowers you to replicate and customize models effortlessly.A wealth of quantitative models and risk assessment techniques tailored for both novice and seasoned traders.Insights into cutting-edge AI and machine learning integrations for superior financial predictions.What You'll Learn:Gain a fundamental understanding of the role of quantitative models in financial trading.Explore essential statistical concepts like mean, variance, and standard deviation and their trading applications.Delve into probability distributions and their pivotal role in financial modeling.Understand the risk-return tradeoff with foundational concepts such as the Capital Asset Pricing Model (CAPM).Master the Markowitz Portfolio Optimization for crafting efficient portfolios.Calculate the Sharpe Ratio to assess risk-adjusted returns with ease.Evaluate asset performance relative to the market with beta and alpha insights.Compute Value at Risk (VaR) as a cornerstone risk metric.Implement Conditional Value at Risk (CVaR) for comprehensive risk assessment.Perform Monte Carlo Simulation for robust trading risk evaluation.Apply the Black-Scholes Model for accurate options pricing determinations.Forecast volatility with GARCH models for enhanced risk management.
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