{"title":"Michael Isichenko","description":"\u003cp\u003eWelcome to the collection of works by Michael Isichenko, a thought leader in the world of finance and investment. With a profound understanding of quantitative strategies, Isichenko's books are essential for anyone looking to delve deeper into the intricacies of portfolio management and modern investment techniques.\u003c\/p\u003e\n\n\u003cp\u003e\u003cem\u003eQuantitative Portfolio Management\u003c\/em\u003e stands out as a cornerstone, offering valuable insights into developing and managing portfolios through quantitative methods. This book is a must-have for finance professionals and enthusiasts alike, providing readers with the tools and knowledge to make informed investment decisions.\u003c\/p\u003e\n\n\u003cp\u003eIsichenko's works are characterised by their educational value, simplifying complex financial concepts into accessible, practical guidance. Each book is designed to engage readers, whether they're seasoned investors or newcomers to the field, making the collection an invaluable resource for all levels of expertise.\u003c\/p\u003e\n\n\u003cp\u003eExplore the Michael Isichenko collection to enhance your understanding of finance, sharpen your investment skills, and keep abreast of the latest financial trends and methodologies.\u003c\/p\u003e","products":[{"product_id":"quantitative-portfolio-management-by-michael-isichenko-9781119821328","title":"Quantitative Portfolio Management","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cb\u003eDiscover foundational and advanced techniques in quantitative equity trading from a veteran insider\u003c\/b\u003e\u003c\/p\u003e\n\n\u003cp\u003eIn \u003ci\u003eQuantitative Portfolio Management: The Art and Science of Statistical Arbitrage\u003c\/i\u003e, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades.\u003c\/p\u003e\n\n\u003cp\u003eIn this important book, you’ll discover:\u003c\/p\u003e\n\u003cul\u003e\n    \u003cli\u003eMachine learning methods of forecasting stock returns in efficient financial markets\u003c\/li\u003e\n    \u003cli\u003eHow to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods\u003c\/li\u003e\n    \u003cli\u003eWays of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning\u003c\/li\u003e\n    \u003cli\u003eThe theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003ePerfect for investment professionals, like quantitative traders and portfolio managers, \u003ci\u003eQuantitative Portfolio Management\u003c\/i\u003e will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47000717885676,"sku":"9781119821328","price":104.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/19160343482586.jpg?v=1763300204"}],"url":"https:\/\/bookhero.co.nz\/collections\/michael-isichenko.oembed","provider":"Book Hero","version":"1.0","type":"link"}