Algorithmic trading and quantitative strategies

DOI10.1201/9780429183942MaRDI QIDQ5113832zbMATH OpenOpenAlexFDO

Authors Raja P. Velu, Maxence Hardy, Daniel Nehren

Publication date 18 June 2020

Full work available at URL https://doi.org/10.1201/9780429183942

zbMATH Keywords

dynamic portfolio managementstatistical trading strategiesunivariate time series models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial markets (91G15)

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(16)

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• scientific article; zbMATH DE number 7113167 (Why is no real title available?)
• Quantum finance. Intelligent forecast and trading systems
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• A Leland model for delta hedging in central risk books
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• A novel portfolio optimization method and its application to the hedging problem

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