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Lopez De Prado, Marcos M. (adia Lab) Causal factor investing 9781009397292
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Causal factor investing, Lopez De Prado, Marcos M. (adia Lab)


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Автор: Lopez De Prado, Marcos M. (adia Lab)
Название:  Causal factor investing
ISBN: 9781009397292
Издательство: Cambridge Academ
Классификация:
ISBN-10: 100939729X
Обложка/Формат: Paperback
Страницы: 75
Вес: 0.15 кг.
Дата издания: 09.11.2023
Серия: Elements in quantitative finance
Язык: English
Иллюстрации: Worked examples or exercises
Размер: 260 x 182 x 31
Ключевые слова: BUSINESS & ECONOMICS / Finance / General
Подзаголовок: Can factor investing become scientific?
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: Virtually all journal articles in the factor investing literature make associational claims, in denial of the causal content of factor models. Authors do not identify the causal graph consistent with the observed phenomenon, they justify their chosen model specification in terms of correlations, and they do not propose experiments for falsifying causal mechanisms. Absent a causal theory, their findings are likely false, due to rampant backtest overfitting and incorrect specification choices. This Element differentiates between type-A and type-B spurious claims, and explains how both types prevent factor investing from advancing beyond its current phenomenological stage. It analyzes the current state of causal confusion in the factor investing literature, and proposes solutions with the potential to transform factor investing into a truly scientific discipline. This title is also available as Open Access on Cambridge Core.


The Causal Relationship between the S&P 500 and the VIX Index

Автор: Florian Auinger
Название: The Causal Relationship between the S&P 500 and the VIX Index
ISBN: 3658089687 ISBN-13(EAN): 9783658089689
Издательство: Springer
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Цена: 6839.00 р.
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Описание: Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility.

Financial Crises and Earnings Management Behavior

Автор: Bruno Maria Franceschetti
Название: Financial Crises and Earnings Management Behavior
ISBN: 331954120X ISBN-13(EAN): 9783319541204
Издательство: Springer
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Цена: 13415.00 р.
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Описание: This book approaches the question of the relation between financial crises and earnings management from two philosophical perspectives: positivism and critical realism.

Machine learning for factor investing: r version

Автор: Coqueret, Guillaume Guida, Tony
Название: Machine learning for factor investing: r version
ISBN: 0367545861 ISBN-13(EAN): 9780367545864
Издательство: Taylor&Francis
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Цена: 11636.00 р.
Наличие на складе: Нет в наличии.

Описание: The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.

Modern Multi-Factor Analysis of Bond Portfolios

Автор: Giovanni Barone-Adesi; Nicola Carcano
Название: Modern Multi-Factor Analysis of Bond Portfolios
ISBN: 1137564857 ISBN-13(EAN): 9781137564856
Издательство: Springer
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Цена: 6951.00 р.
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Описание: Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue.

Country Asset Allocation

Автор: Adam Zaremba; Jacob Shemer
Название: Country Asset Allocation
ISBN: 1137591900 ISBN-13(EAN): 9781137591906
Издательство: Springer
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Цена: 13415.00 р.
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Описание:

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 countries between 1995 and 2015.
International diversification has long been a key to stable investing. However, the increased integration and openness of global financial markets has led to rising correlations between stock market returns in particular countries, driving down the benefits of diversification and increasing the importance of country selection strategies as part of an investment process. Zaremba and Shemer explain the efficiency of quantitative investing, which captures huge amounts of data of limited scope very quickly. In the traditional approach, this data compilation is an immense undertaking, limited in scope and vulnerable to behavioral errors, but this can be overcome with the help of a new paradigm of quantitative investment at the country level. Quantitative country asset allocation can be efficiently accomplished by using wealth insights that have been generated in the academic literature, discovering many anomalies and regular patterns in asset prices. Armed with this information, investors and managers can process large amounts of data more efficiently when deciding to invest in ETFs, index funds, or futures markets.
The wyckoff methodology in depth

Автор: Ruben Villahermosa, Villahermosa
Название: The wyckoff methodology in depth
ISBN: 1703876121 ISBN-13(EAN): 9781703876123
Издательство: Неизвестно
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Цена: 5173.00 р.
Наличие на складе: Нет в наличии.

Описание:

*black and white edition

What is the Wyckoff Methodology?

The Wyckoff Methodology is a technical analysis approach to operating in the financial markets based on the study of the relationship between supply and demand forces.

The approach is simple: When large traders want to buy or sell they carry out processes that leave their mark and can be seen in the charts through price and volume.

Wyckoff's methodology is based on identifying that professional intervention to try to elucidate who is in control of the market in order to trade alongside them.


What makes it different from other approaches?

The main advantage that puts this methodology above the rest is that it is based on solid principles; it has a real underlying logic.

Far from all kinds of indicators, it focuses on the study of the interaction between supply and demand; which, as we know, is the driving force behind all financial markets.


What will you learn?

▶ How markets move. The market is formed by movements in waves that develop trends and cycles.

▶ The 3 fundamental laws. The only discretionary method that has an underlying logic behind it.

  1. The law of Supply and Demand.
  2. The law of Cause and Effect.
  3. The law of Effort and Result.

▶ The processes of accumulation and distribution. The development of structures that identify the actions of great professionals.

▶ The events and phases of the Wyckoff Methodology. The key actions of the market that will allow us to make judicious analyses.

▶ Operation. We combine context, structures and operational areas to position ourselves on the side of the large operators.


In addition, I have included a section where I analyze real market examples in different assets and time frames.
I hope you enjoy it and that it brings you value.

Stock Investing for Dummies

Автор: Mladjenovic Paul
Название: Stock Investing for Dummies
ISBN: 1119660769 ISBN-13(EAN): 9781119660767
Издательство: Wiley
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Цена: 3483.00 р.
Наличие на складе: Поставка под заказ.

Описание:

New ideas, strategies and resources to help you prosper in both up and down markets

This new edition of Stock Investing for Dummies gives you proven strategies for selecting the stock of solid, winning companies and help you build your portfolio for either growth, cashflow (dividends) or both. Long-term stock investing has been a reliable and foundational part of most wealth-building plans for over a century and you can benefit from profitable, actionable tactics, tips and successful strategies in this edition.

You will be able to navigate confidently through the post-pandemic period and through the market's rollercoaster ride and end up more prosperous than most stock investors. You'll also learn which types of stocks are best in a recession or stagnant economy.

With the help of this guide, you'll quickly learn how to profit despite the turbulence and uncertainty with plain-English tips and information on both stocks and ETFs, new tax rules, exchanges, and investment vehicles, as well as the latest guidance on the global market landscape.

Find out...

  • The best approaches for investing in stocks (chapter 3)
  • How to successfully invest in stocks with less than $100 (chapter 19)
  • How to make your stock portfolio a "cash flow machine" for retirement (chapter 9)
  • Learn how to minimize losses and maximize gains (chapter 17)
  • The 10 features of a great stock to buy for long-term success (chapter 22)
  • 10 ways to successful invest when the market is down (chapter 23)
  • See the "right numbers" inside the company for safer stock choices (chapter 11)
  • Need more income? Find out how to choose solid dividend-paying stocks (chapter 9)
  • Explore new investment opportunities (chapter 13)
  • Don't just make gains & income...learn how to keep more after taxes (chapter 21)

Stock Investing for Dummies is an essential guide for anyone looking for trusted, comprehensive guidance to ensure their stock investments keep growing.

Masters of private equity and venture capital

Автор: Finkel, Robert Greising, David
Название: Masters of private equity and venture capital
ISBN: 0071624600 ISBN-13(EAN): 9780071624602
Издательство: McGraw-Hill
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Цена: 6387.00 р.
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Описание: Ten leading private investors share their secrets to maximum profitability

Fintech Regulation in China: Principles, Policies and Practices

Автор: Huang Robin Hui
Название: Fintech Regulation in China: Principles, Policies and Practices
ISBN: 1108738443 ISBN-13(EAN): 9781108738446
Издательство: Cambridge Academ
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Цена: 5069.00 р.
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Описание: This book is the first of its kind to provide a systematic and contextualized account of China`s regulation of Fintech (financial technology). It is of both academic and practical significance, and will appeal to a wide range of readers, including academics, students, lawyers, business people, investors, regulators and policy makers.

The 8-Step Beginner`s Guide to Value Investing: Featuring 20 for 20 - The 20 Best Stocks & ETFs to Buy and Hold for The Next 20 Years: Make Consistent

Автор: Publications Freeman
Название: The 8-Step Beginner`s Guide to Value Investing: Featuring 20 for 20 - The 20 Best Stocks & ETFs to Buy and Hold for The Next 20 Years: Make Consistent
ISBN: 1838267301 ISBN-13(EAN): 9781838267308
Издательство: Неизвестно
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Цена: 2476.00 р.
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Описание: Despite what the mainstream financial media wants to tell you. Investing is not an impossible game only the pros can master...


In fact, Peter Lynch, named America's Most Successful Money Manager says that by using a reliable and repeatable investing process, ordinary investors can beat the pros.


But here are 3 big mistakes inexperienced investors make...

Mistake #1: Relying solely on social media and TV stock tipsters for their information

Mistake #2: Rushing into "hot sectors" based on fear of missing out, and buying poor companies at overvalued prices

Mistake #3: Panic selling for a loss the first time their stock goes down and missing out on gains when it rebounds to new highs


Now here's the good news.


By using our Rational Process Investing methodology, individual investors can make consistent long-term profits in the market.


Founded on timeless principles used by legendary investors like Warren Buffett. You don't need a degree in finance. Nor do you need to spend hours each day glued to financial media. Just 2 hours per week is enough.


Which means you can get a head start by following the simple advice laid out in this book. Even if you've never bought stocks before.


So if you're kicking yourself for missing out on big gains. We'll show you how to find the next Facebook, Netflix or Amazon.


Companies which can turn a modest investment of $500 into $30,000 or more.


It's not always some obscure technology company either. There are amazing opportunities in industries many investors consider "boring"


For example, if you had invested just $99 in Southwest Airlines when they first went public, you'd be sitting on over $82,000 today.


Here's just a fraction of what you'll discover inside:

  • The #1 mistake inexperienced investors make. Avoid this error and you will make money - Page 16
  • Forget Netflix, this company is going to be the real winner of the digital streaming boom - Page 111
  • Coca-Cola or PepsiCo - which is a better investment over the next 20 years? Page 121
  • The "Amazon of the Health Industry", on track for 100% gains in the next 18 months - Page 132
  • The truth about "buying the dip" Why most investors fail miserably at it, and what to do instead - Page 169
  • Your chance to buy "the next Berkshire Hathaway" for just 0.3% of the price of a single share of Warren Buffett's company - Page 93
  • This software company has been growing 5x faster than the S&P500 and you can still pick it up for less than $10 - Page 145
  • If we only had $500 to invest in a single company. This is what we'd buy - Page 81


...and much, much more.


Speaking of Southwest Airlines. If you had sold when share prices peaked, your $99 would be worth over $152,000. Which is why on Page 183 we show you when to sell your stocks for maximum profits.


This is not a dense 600 page theoretical textbook. It's written in plain English and free from repetitive technical jargon. You'll find easy-to-follow advice, plus concrete examples of everything we teach.


So even if you've never read a single investing book in your life. You will understand how to become a successful long-term investor.


To kickstart your investing journey today, scroll up and click "add to cart"

Mastering Stocks: Strategies for Day Trading, Options Trading, Dividend Investing and Making a Living from the Stock Market

Автор: Brown Michael K.
Название: Mastering Stocks: Strategies for Day Trading, Options Trading, Dividend Investing and Making a Living from the Stock Market
ISBN: 1989711030 ISBN-13(EAN): 9781989711033
Издательство: Неизвестно
Рейтинг:
Цена: 2344.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Master the Stock Market. There is no doubt that many have become wealthy by trading alone. However, the stock market can be risky if you do not know what you are doing. This book is designed to give you in-depth knowledge and guidance so that you can avoid the pitfalls and reap the benefits of the stock market.


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