The Financial Data Playbook (Algorithmic Trading) - Softcover

Book 1 of 2: Algorithmic Trading

Conlan, Chris

 
9798534050783: The Financial Data Playbook (Algorithmic Trading)
Softcover
ISBN 13: 9798534050783
Publisher: Independently published, 2021

Synopsis

The Financial Data Playbook is a compendium of thoughtful business lessons from a career financial machine learning engineer. It offers insights on how to navigate the business expectations and theoretical challenges of modern applied finance.

Each argument is presented as a careful mathematical discussion that illustrates how investors, executives, and engineers think about and allocate resources to high-risk high-reward research and development projects.

Readers will learn about:

  • Measuring the business value of improving model accuracy
  • Improving the accuracy and validity of investment performance simulations
  • Estimating the amount of data required to improve a model
  • Choosing the right model for the data
  • Comparing the performance of modern and legacy methods
  • Accounting for counter-party expectations to improve accuracy
  • And more ...

This book is written for finance and data business managers who want to maximize their financial data science R&D investment by understanding the opportunities and constraints presented by recent advances in financial machine learning.

"synopsis" may belong to another edition of this title.

Publisher
Independently published
Publication date
2021
Language
English
ISBN 13 
9798534050783
Binding
Paperback
Number of pages
92