Name: Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Brand: Isichenko, Michael
SKU: 3X9711A6PQ8M
Price: 99.88 CAD
Availability: InStock

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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

<p><b>Praise for QUANTITATIVE PORTFOLIO MANAGEMENT</b></p> <p>"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." <p><b>--Jean-Philippe Bouchaud, </b> Chairman and Chief Scientist, Capital Fund Management; member of the French Academy of Sciences <p>"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." <p><b>--Colin Rust, </b> Quantitative Portfolio Manager, Cubist Systematic Strategies <p>"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 tr

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quantitative portfolio management: the art and science of statistical arbitrage front cover, centered flat-lay view with white background, red uppercase title block at top, black subtitle and author Isichenko, Michael beneath, beige schematic of interconnected nodes and lines filling lower half, paperback spine visible at left.

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

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