Tag Archives: quant book

Quant book suggestion for how stock trading order book works

Quant book suggestion for how stock trading order book works

hi quantlabs, can you recommend any good literature or tutorials or anything that explains in detail how the order book works? So things like how trading the order book in an aggressive or passive manner works? How your order is placed in the order book depending on what you do? I basically am really interested in learning how the order book works when you interact with it as a trader of any sort.

I recommend:

Algorithmic Trading and DMA: An introduction to direct access trading strategies

http://www.amazon.com/Algorithmic-Trading-DMA-introduction-strategies/dp/0956399207

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Which quant book is good for a model based on Ratio based Trading Strategy ?

Which quant book is good for a model based on Ratio based Trading Strategy ?

I am looking to establish a model on Ratio based Trading Strategy ? can any body help me that which book and research material available which help me to form a model on this subject ?

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This book is very good

Wiley Finance,.Pairs Trading – Quantitative Methods and Analysis

 

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Quant Book for Model Research and HFT Technology White Papers

Quant Book for Model Research and HFT Technology White Papers

igxglobal specialises in customised network infrastructure & security having designed and build data centers for some of the most prestegious exchanges in UK & USA. We are now hosting a series of White Papers for free download on our website written by our senior Engineers and our technology partners.

have a read:

emea.igxglobal.com

IGX Global has an extensive range of in house competence in various technologies including Juniper, Palo Alto Networks, F5 Networks, Arista Networks and various others. Check back here for new White Papers written by our…

 

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Yes, but can you guarantee that an online trading application is 100% safe against a thief who has stolen your user ID and password?

 

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As you’re aware nothing is 100% safe if it’s online as the malwares and hackers are becoming more sophisticated on a daily basis. However working with some of our cutting edge technology partners including Palo Alto, FireEye and Juniper we provide the best network security solutions that are available on the market. As I mentioned, feel free to have a read of some of our white papers and from there we do run free 30 minute webinars detailing these technologies.

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Picture this scenario:
1. A thief has stolen your online banking user ID and the piece of paper on which you wrote your password. (He also did the same for your share trading account, as it was lying around)

1. While he was doing that, he stole your ATM card, and the piece of paper on which you wrote your PIN code.

1. Not content with that, his spy camera recorded your last login

1. Just to be thorough, his network snooper captured every keystroke you entered.

Does this mean he can access your accounts? Of course not.
Please see the fraudproof ATM and online securities trading application at http://www.designsim.com.au

 

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New quant book ‘Algorithmic Trading and DMA (Direct Market Access)’

New quant book ‘Algorithmic Trading and DMA (Direct Market Access)’

Just a quick update to say that ‘Algorithmic Trading & DMA’ is now available from Amazon in Europe. Some links are on my website:
http://www.algo-dma.com/2007/12/buy.html

Plus a big thanks again to everyone who has bought a copy
cheers

I can personally vouch for this book as I have read it. It is one of the best out there!

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New quant book research paper on advanced hedging methods

New quant book research paper on advanced hedging methods

In this paper we formalize the hedging problem and introduce three new solutions, one static and two dynamic.

http://www.risk.net/journal-of-investment-strategies/technical-paper/2164439/advances-cointegration-subset-correlation-hedging-methods

Advanced om cointergration and subset coordinates hedging methods

risk.net

 

Just a warning. That link takes you to a fee site. Don’t bother signing up if you don’t want to. The paper is completely available for free elsewhere (or without having to sign up for a trial).

Find it here without the hassle:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1906489

 

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A good Statistics Quant book?

A good Statistics Quant book?

Hello, I am currently a Data Mining pHD resercher, I’ve taken some Math courses. Still, I need more detail profound knowledge in Statistics
Can you recommend a good worthy book? I have a couple of books but time is valuable and I will highly appreciate your advice.

 

You need to be more specific about what you want. There are many excellent statistics books. You say you have “some math courses” but which ones? Do you want a mathematical stats book, or a practical one? What methods should it cover? etc.

 

I’ve taken Probability and Statistics – a general one, Probability Models, but I need something more into Statistics now on my own. Especially covering Data mining algorithms, learning algorithms, discovering dependencies, chi square distribution, student/fisher tests …it took me some time to understand that data mining is no more than statistics undercover (i am unhappy to say that more of the algorithms and techniques were discovered by mathematicians!)
I will highly appreciate some advice regarding regression, too.

 

Basic – Multivariate Analysis by Kanti V. Mardia et al. This is good one covering basic data analysis techniques, distributions, PCA, MDS, hypothesis testing….and many more. .
More advance – The Elements of Statistical Learning: Data Mining, Inference, and Prediction, by Trevor Hastie et al.

 

Let me make a few other suggestions. For the statistical aspects of data mining look at the Springer book on statistical learning by by Hatie et al as Li suggested. Also David Hand has a nice statistical text on data mining. If you want to learn statistical theory get Lehmann’s books on hypothesis testing, estimation and nonpoarametrics, three great books. For bootstrap methods, Efron and Tibshirani or Davidson an Hinkley and my book gives the practical side a shows you the vast literature.

 

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Finance Guide book [ Enterprise Risk Management (ERM) Healthcheck ] PDF Version

Finance Guide book [ Enterprise Risk Management (ERM) Healthcheck ] PDF Version

Hi Group Members

I’m reading Finance eBook [ Enterprise Risk Management (ERM) Healthcheck ] which worth to share with all of you.

This ebook will help develop an effective ERM strategy that:
• Protects company assets
• Minimize total cost of risk
• Maximize strategic growth opportunities

It’s limited time offer, PDF version:
Free Download: http://tinyurl.com/8xatz8r

Enterprise Risk Management (ERM) Heartcheck Free Tool

xdxy.tradepub.com

Free Tool to Enterprise Risk Management (ERM) Healthcheck. Assess your ERM strategy and get recommendations with Zurich’s FREE tool!

 

Free Download: http://tinyurl.com/8xatz8r

 

 

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Anybody read Models Behaving Badly by Emanuel Derman? Recommended legendary quant book?

Anybody read Models Behaving Badly by Emanuel Derman? Recommended legendary quant book?

Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall

http://www.amazon.com/Models-Behaving-Badly-Confusing-Illusion-Reality-Disaster/dp/1439164983

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I’m a ‘newbee’ on the area of ‘Big Data’; with which book should I start? Quant books?

I’m a ‘newbee’ on the area of ‘Big Data’; with which book should I start? Quant books?

 

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You can find the free O’Reilly “Big Data Now” book here:
http://radar.oreilly.com/2011/09/big-data-now-oreilly-data-ebook.html

 

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For ongoing news and info, ck out – www.datanami.com

 

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This is my favorite http://manning.com/marz/

 

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Depends.

If you’re interested in an economic/business overview of what all the fuss is about then you need to read the McKinsey report:

http://www.mckinsey.com/Insights/MGI/Research/Technology_and_Innovation/Big_data_The_next_frontier_for_innovation

If you’re looking to get up to speed technically I recommend buying the Witten/Frank/Hall book (Data Mining: Practical Machine Learning Tools & Techniques), downloading Weka and working through all the exercises (including playing with big datasets from UCI). Its a lot easier to learn with Weka than to jump right in to Hadoop and Mahout..

 

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http://cube-world.blogspot.in/2011_07_01_archive.html for a simple step by step approach on all the conceptual aspects

 

 

 

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Youtube video Advances in High Frequency Strategies HFT Quant Book Preview

Youtube video Advances in High Frequency Strategies HFT Quant Book Preview

I talk about this most sophisticated book I have yet to read. It is about advanced HFT strategies with complex math to go along. At this  point, the graphs look pretty in black and white.

Learn my journey at: http://quantlabs.net/membership.htm

http://www.lulu.com/product/hardcover/advances-in-high-frequency-strategies/18829015#

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