2nd edition. — Prentice Hall, 1988. — 288 p. The computing world has undergone a revolution since the publication of The C Programming Language in 1978. Big computers are much bigger, and personal computers have capabilities that rival mainframes of a decade ago. During this time, C has changed too, although only modestly, and it has spread far beyond its origins as the...
MIT Press, 2015. — 599 p. Machine learning is often used to build predictive models by extracting patterns from large datasets. These models are used in predictive data analytics applications including price prediction, risk assessment, predicting customer behavior, and document classification. This introductory textbook offers a detailed and focused treatment of the most...
John Wiley, 2013. — 322 p. If hiring activity is highest in profitable and rapidly expanding industries, then highfrequency trading (HFT) is by far the most successful activity in the financial sector today. Take, for example, the Jobs classifieds in the Money and Investing section of the Wall Street Journal on November 27, 2012. All five advertisements placed there were for...
Third Edition. — Springer, 2016. — 366 p. This is part one of a two-volume book on real analysis and is intended for senior undergraduate students of mathematics who have already been exposed to calculus. The emphasis is on rigour and foundations of analysis. Beginning with the construction of the number systems and set theory, the book discusses the basics of analysis (limits,...
3rd Edition. — Springer, 2016. — 235 p. This is part two of a two-volume book on real analysis and is intended for senior undergraduate students of mathematics who have already been exposed to calculus. The emphasis is on rigour and foundations of analysis. Beginning with the construction of the number systems and set theory, the book discusses the basics of analysis (limits,...
2nd edition. — Cambridge University Press, 2009. — 487 p. Written by one of the preeminent researchers in the field, this book provides a comprehensive exposition of modern analysis of causation. It shows how causality has grown from a nebulous concept into a mathematical theory with significant applications in the fields of statistics, artificial intelligence, economics,...
Addison-Wesley, 2000. — 336 p. Whether you are eager to get started writing your first C++ programs, or you are already using C++ and seeking deeper understanding, the authors' unique approach and expertise make "Accelerated C++" an indispensable addition to your library. It starts with the most useful concepts rather than the most primitive ones, describes real problems and...
Network Theory, 2004. — 127 p. This manual provides a complete tutorial introduction to the GNU C and C++ compilers, gcc and g++. Many books teach the C and C++ languages, this book teaches you how to use the compiler itself. All the common problems and error messages encountered by new users of GCC are carefully explained, with numerous easy-to-follow "Hello World" examples....
McGraw-Hill, 2014. — 448 p. The fourth edition of Stocks for the Long Run was written in 2007. During the last several years, as many of my colleagues my age had slowed the pace of their research, I was often asked why I was working so hard on yet another edition of this book. With a serious face I responded, “I believe that a few events of significance have occurred over the...
3rd edition. — Wiley, 2016. — 291 p. Play the forex markets to win with this invaluable guide to strategy and analysis Day Trading and Swing Trading the Currency Market gives forex traders the strategies and skills they need to approach this highly competitive arena on an equal footing with major institutions. Now in it's third edition, this invaluable guide provides the latest...
Wiley, 2012. — 480 p. The Art and Science of Technical Analysis is a groundbreaking work that bridges the gaps between the academic view of markets, technical analysis, and profitable trading. The book explores why randomness prevails in markets most, but not all, of the time and how technical analysis can be used to capture statistically validated patterns in certain types of...
John Wiley, 2016. — 206 p. The efficient market hypothesis suggests that past prices cannot predict future success. But there is a problem: past prices do predict future expected performance and this problem is generically labeled “momentum.” Momentum is the epitome of a simple strategy even your grandmother would understand—buy winners. And momentum is an open secret. The...
Wiley, 2016. — 192 p. Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in algorithmic trading, this book has you covered from...
John Wiley, 2011. — 203 p. The idea of writing this book came to me as a result of conversations with participants of meetings on quantitative finance and algorithmic trading, and with several generations of students doing internships in my group. I realized that there was a need for a single book that describes how modern financial markets work and what professional trading is...
Wiley, 2017. — 270 p. Successful investing is all about common sense. As Warren Buffett, the Oracle of Omaha, has said, it is simple, but it is not easy. Simple arithmetic suggests, and history confirms, that the winning strategy for investing in stocks is to own all of the nation’s publicly held businesses at very low cost. By doing so you are guaranteed to capture almost the...
Pearson Prentice Hall, 2014. — 684 p. This book presents a balanced and flexible approach to the incorporation of object-oriented principles in introductory courses using Python. Familiarizes readers with the terminology of object-oriented programming, the concept of an object's underlying state information, and its menu of available behaviors. Includes an exclusive, easy-to-use...
Wiley, 2016. — 192 p. Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in algorithmic trading, this book has you covered from...
CreateSpace Independent Publishing Platform, 2015. — 286 p. Beating the stock market isn't very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes to show you why this is the case and how anyone can beat the mutual funds. Momentum investing has been one of very few ways of consistently beating the markets....
Unpublished, 2015. — 94 p. Deep learning is a framework for training and modelling neural networks which recently have surpassed all conventional methods in many learning tasks, prominently image and voice recognition. This thesis uses deep learning algorithms to forecast financial data. The deep learning framework is used to train a neural network. The deep neural network is a...
Wiley, 2013. — 319 p. Evolution of a Trader explores the four trading styles that people use when learning to trade or invest in the stock market. Often, beginners enter the stock market by: Buying and holding onto a stock (value investing). That works well until the trend ends or a bear market begins. Then they try Position trading. This is the same as buy-and-hold, except the...
Blue Owl Press, 2007. — 367 p. An introduction to many aspects of technical analysis and quantitative analysis. Emphasis is on removing the mysteries from things that work that you should know about debunking that do not work so that you do not need to spend time finding them out for yourself. Presents detailed explanation of data splitting into in-sample and out-of-sample periods...
Wiley, 2013. — 1108 p. This is a technical resource book written for self-directed traders who want to understand the scientific underpinnings of the filters and indicators they use in their trading decisions rather than to use the trading tools on blind faith.
2nd Edition. — Springer, 2014. — xviii, 538 p. — (Undergraduate Texts in Mathematicsx). — ISBN 978-1-4939-1710-5, 978-1-4939-1711-2. This self-contained introduction to modern cryptography emphasizes the mathematics behind the theory of public key cryptosystems and digital signature schemes. The book focuses on these key topics while developing the mathematical tools needed for...
2nd edition. — Butterworth-Heinemann, 2002. — 468 p. An overview of financial markets trading rules. It shows the financial market professional and student how to apply econometrics, computer modelling, technical and quantitative analysis to financial markets trading. Also explained in this text are technical indicators, neural networks, genetic algorithms, quantitative techniques...
Oxford University Press, 2013. — 289 p. Every year, thousands of students declare mathematics as their major. Many of these students are extremely intelligent and hardworking. However, even the best struggle with the demands of making the transition to advanced mathematics. Some struggles are down to the demands of increasingly independent study. Others, however, are more...
Addison-Wesley Professional, 2004. — 240 р. Consistent, high-quality coding standards improve software quality, reduce time-to-market, promote teamwork, eliminate time wasted on inconsequential matters, and simplify maintenance. Now, two of the world's most respected C++ experts distill the rich collective experience of the global C++ community into a set of coding standards that...
Springer, 2014. — 438 p. — ISBN: 978-3-319-04971-7. Many math and some statistics departments offer a one-semester graduate course in statistical theory using texts such as Casella and Berger (2002), Bickel and Doksum (2007) or Mukhopadhyay (2000, 2006). The course typically covers minimal and complete sufficient statistics, maximum likelihood estimators (MLEs), method of...
John Wiley, 2006. — 272 p. This work is divided into five distinct parts. The first four explore the elements that make up the trading of equity pairs and the requisite skills that accompany that endeavor. The final part introduces alternative applications of the theory to alternate security types including options, futures, and currencies. This part also takes the reader...
John Wiley & Sons, 2014. — 275 p. Investment in real estate assets has increased significantly over the past two decades. As an asset class, real estate has become important for both national and international investors. The past two decades have also witnessed increased economic integration across the globe and integration of financial markets. Debt financing for real estate...
M. Gordon Publishing Group, 2005. — 221 p. "This book was written with the me of 10 years ago in mind. My goal has been to produce the book I wish I had a decade ago when I made a full-time commitment to my trading. This book is a compilation of two years of my monthly newsletter, the Professional Traders Journal. I have taken the best strategies and updated them for you. I...
Norwegian School of Economics, 2014. — 78 p. This thesis was written as a part of the Master of Science in Economics and Business Administration at NHH. In this thesis we examine the performance of a relative value strategy called Pairs Trading. Pairs Trading is one of several strategies collectively referred to as Statistical Arbitrage strategies. Candidate pairs are formed by...
Springer, 2004. — 488 p. This book is an introduction to both statistical modeling and finance, with special attention to the interaction between the two. The reader is assumed to have some background in probability and statistics, but perhaps only an introductory course, and all of the statistical theory needed for the applications in finance is introduced as required. No...
2nd edition. — Apress, 2017. — 504 p. This book covers everything you need to know to write professional-level cryptographic code. This expanded, improved second edition includes about 100 pages of additional material as well as numerous improvements to the original text. The chapter about random number generation has been completely rewritten, and the latest cryptographic...
Wiley, 2014. — 243 p. Deep value is investment triumph disguised as business disaster. It is a simple, but counterintuitive idea: Under the right conditions, losing stocks—those in crisis, with apparently failing businesses, and uncertain futures—offer unusually favorable investment prospects. This is a philosophy that runs counter to the received wisdom of the market. Many...
Oxford University Press, 2012. — 837 p. Data Structures Using C++ is designed to serve as a textbook for undergraduate engineering students of computer science and information technology as well as postgraduate students of computer applications. The book aims to provide a comprehensive coverage of all the topics related to data structures. The book begins with a discussion on the...
2nd edition. — World Scientific Publishing, 2006. — 237 p. This text grew out of my lecturing the Graduate Probability sequence STA 211 IF / 221 IS at the University of Toronto over a period of several years. During this time, it became clear to me that there are a large number of graduate students from a variety of departments (mathematics, statistics, economics, management,...
Second Edition. — Princeton University Press, 2009. — 1103 p. This second edition of Matrix Mathematics represents a major expansion of the original work. While the total number of pages is increased 46% from 752 to 1100, the increase is actually greater since this edition is typeset in a smaller font to facilitate a manageable physical size. The second edition expands on the...
Wiley, 2015. — 310 p. Overcome psychological obstacles to increase trading success Successful traders need to be well-versed and skilled in a wide range of business and economic areas. But now, in addition to effective trading strategies and sound money management techniques, traders need to possess the know-how to handle the mental and emotional challenges of working in a highly...
2nd edition. — Springer, 2004. — 247 p. We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated students and researchers (especially in...
McGraw-Hill, 2014. — 270 p. The present volume presents Part I of a planned four-part book on the theory and practice of risk-return analysis, particularly mean-variance analysis. This fi eld is plagued by a Great Confusion, namely the confusion between necessary and suffi cient conditions for the use of mean-variance analysis in practice. Normal (Gaussian) return distributions...
2nd edition. — Academic Press, 1998. — 410 p. A collection of problems and solutions in real analysis based on the major textbook, Principles of Real Analysis (also by Aliprantis and Burkinshaw), Problems in Real Analysis is the ideal companion for senior science and engineering undergraduates and first-year graduate courses in real analysis . It is intended for use as an...
Edgehill Publishing, 2010. — 212 p. The foreign exchange market has rapidly become one of the most popular markets to trade in recent years. Because of its round-the-clock hours, high leverage and low margin requirements, thousands of ordinary people have become active traders. MetaTrader 4 (commonly abbreviated as MT4) has become one of the most popular trading platforms for...
McGraw-Hill, 2010. — 241 p. A lively and comprehensive introduction to high-frequency trading. This book features everything you need to know, including: the internal configuration of a high-frequency trading system comparisons of benefits and drawbacks, as well as analysis of inherent risks who profits from high-frequency trading and how they do it
Yale University Press, 2015. — 476 p. The idea for this book arose out of an introductory mathematics course, “Mathematics in the Real World”, that the authors co-designed and have taught at Yale and Stanford. The purpose of the course is to familiarize students whose primary interests lie outside of the sciences with the power and beauty of mathematics. In particular, we hope to...
Dover Publications, 2005. — 722 p. In recent decades matrix algebra and statistics and probability have become two of the most important areas of theoretical and applied mathematics, in terms of university curricula as well as actual research in the social, geographical, human, and life sciences. With a growing awareness of the usefulness of matrices in the statistical sciences...
Unpublished, 2017. — 860 p. This book began as the notes for 36-402, Advanced Data Analysis, at Carnegie Mellon University. This is the methodological capstone of the core statistics sequence taken by our undergraduate majors (usually in their third year), and by undergraduate students from a range of other departments. By this point, students have taken classes in introductory...
2nd edition. — Harcourt Press, 2000. — 532 p. Probability and Measure Theory , Second Edition, is a text for a graduate-level course in probability. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. Key Features: The Clear, readable style...
Unpublished, 2017. - 822 p. This text is an introduction to pricing and hedging in discrete and continuous time financial models without friction (i.e. without transaction costs), with an emphasis on the complementarity between analytical and probabilistic methods. Its contents are mostly mathematical, and also aim at making the reader aware of both the power and limitations of...
Cambridge University Press, 2008. - 843p. The Markets in Financial Instruments Directive (MiFID) is a detailed re-writing of the regulation of capital markets. To the extent those rules permit, the Financial Services Authority (FSA) is also introducing high-level ‘principles-based regulation’. In response to this, Paul Nelson presents practical guidance on the regulation of the...