Algorithmic Trading and Quantitative Strategies

Rezensionen / Stimmen

"This work does a marvelous job of emphasizing the dual significance of determining the fair value of an asset as well as designing the optimal way to interact with the markets. Optimizing valuation is equally important to optimizing order execution. Both skills must be mastered to avoid selection bias and capturing value. This book must be read!"
~Peter J. Layton, Principal, Blackthorne Capital Management, LLC

"An outstanding and timely synthesis of the state of art algorithmic trading ideas. I will recommend it to all who is serious on the foundations."
~Guofu Zhou, Frederick Bierman and James E. Spears, Professor of Finance, Olin Business School, Washington University in St. Louis "This work does a marvelous job of emphasizing the dual significance of determining the fair value of an asset as well as designing the optimal way to interact with the markets. Optimizing valuation is equally important to optimizing order execution. Both skills must be mastered to avoid selection bias and capturing value. This book must be read!"
-Peter J. Layton, Principal, Blackthorne Capital Management, LLC

"An outstanding and timely synthesis of the state of art algorithmic trading ideas. I will recommend it to all who is serious on the foundations."
-Guofu Zhou, Frederick Bierman and James E. Spears, Professor of Finance, Olin Business School, Washington University in St. Louis

"This book is a rigorous yet practical introduction to the subject and takes the reader to some advanced concepts in quantitative algo trading. [...] What really makes the book stand out in terms of the learning experience for the interested reader is its no-nonsense attitude to hands-on-learning. The authors have the ethos that algo trading is not a spectator sport and that the best way to learn is to get their hands dirty and find out for themselves. In this spirit, each section contains a set of practical examples and exercises with data available in the corresponding GitHub repository. [...]."
-Gordon Lee, in Quantitative Finance, January 2023

"I enjoyed reading this excellent book. I strongly recommend this book to mathematical and applied statisticians generally and to portfolio analysts in particular."
-Ramalingam Shanmugam, in the Journal of Statistical Computation and Simulation, June 2023