{"product_id":"quantitative-portfolio-management","title":"Quantitative Portfolio Management","description":"\u003cp\u003e\u003cb\u003ePraise for QUANTITATIVE PORTFOLIO MANAGEMENT\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e“This is a wonderful book: deep, original, witty, and provocative. It is a survey of the most important ideas and methods of modern quantitative investment that should enthrall both seasoned and junior quants. A must-read that will no doubt become a classic.” \u003c\/p\u003e\u003cp\u003e\u003cb\u003e—Jean-Philippe Bouchaud,\u003c\/b\u003e Chairman and Chief Scientist, Capital Fund Management;  member of the French Academy of Sciences \u003c\/p\u003e\u003cp\u003e“In his lively and clever style, Isichenko shares from his decades of experience at some of  the top quantitative trading shops. Even seasoned veterans will find unfamiliar ideas, as he includes many concepts and models nowhere else in print.” \u003c\/p\u003e\u003cp\u003e\u003cb\u003e—Colin Rust,\u003c\/b\u003e Quantitative Portfolio Manager, Cubist Systematic Strategies \u003c\/p\u003e\u003cp\u003e“I encouraged Michael Isichenko not to seek publication of this book, a comprehensive and accurate survey of market structure and data and mathematical and computational approaches and results for systematic trading. I am grateful that he enlarged and extended it beyond a first draft. I now hope that competitors have so much to absorb that they'll misapply much and not eliminate all remaining avenues to profit for my firm.” \u003c\/p\u003e\u003cp\u003e\u003cb\u003e—Aaron Sosnick,\u003c\/b\u003e Founder, Analytics, Research \u0026amp; Trading Advisors \u003c\/p\u003e\u003cp\u003e\u003cb\u003eAn in-depth and telling handbook for quant portfolio management from a leading industry expert\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\u003ci\u003eQuantitative Portfolio Management\u003c\/i\u003e is a complete and up-to-date exploration of the quantitative analysis process. You’ll find information about sourcing financial  data, alpha generation approaches, dealing with risk, portfolio construction,  and trade execution. \u003c\/p\u003e\u003cp\u003eThe book covers both theoretical and algorithmic machine learning subjects in the  context of competition-based market efficiency that imposes limits on complexity and performance of quantitative trading models. In addition to foundational subjects that form the basis of quantitative finance, you’ll also learn about lesser-known machine  learning algorithms and rarely discussed topics, like forecast combining and multi-period portfolio optimization. The author expertly balances practical observations drawn from  his years as a practicing portfolio manager with financial and mathematical insights in statistics and machine learning.\u003c\/p\u003e","brand":"Michael Isichenko","offers":[{"title":"Default Title","offer_id":42850215297085,"sku":"9781119821328","price":81.86,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0597\/7689\/2989\/files\/9781119821328_64c75f72-28b5-4c78-bcee-24b5d6fdca54.jpg?v=1767070771","url":"https:\/\/www.palmleaf.com.au\/products\/quantitative-portfolio-management","provider":"Palmleaf","version":"1.0","type":"link"}