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Algorithmic finance : a companion to data science

By: Publication details: World Scientific Publishing 2022 New JerseyDescription: 392pISBN:
  • 9811238308
  • 9789811238307
Subject(s): DDC classification:
  • 332.0285 TIN
Summary: This book explains the algorithmic aspects of statistics and provides several instances of how these approaches are applied to address questions in the world of finance. One of the key tenets of science is defended in this book: that subsequent researchers should be able to replicate one's own findings independently and objectively. Many examples of basic Python programmes and working data sets are available for download on a companion website. People can freely sketch the characters in the book.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Book Book Jammu General Stacks Non-fiction 332.0285 TIN (Browse shelf(Opens below)) Available IIMJ-6361
Total holds: 0

Table of contents: 1.Cross-Sectional Data Analysis 2.Comparative Data Analysis 3.Price and Returns 4.Log Return and Random Walk 5.Stock Market Indexes and ETF 6.Non-Equity Indexes 7.Linear Regression 8.Event Study 9.Pair Trading

This book explains the algorithmic aspects of statistics and provides several instances of how these approaches are applied to address questions in the world of finance. One of the key tenets of science is defended in this book: that subsequent researchers should be able to replicate one's own findings independently and objectively. Many examples of basic Python programmes and working data sets are available for download on a companion website. People can freely sketch the characters in the book.

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