Trex noble (68 Ergebnisse)

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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 548 pp. Englisch.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 582 pp. Englisch.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 662 pp. Englisch.

Paperback. Zustand: new. Paperback. "Dark Pools & Flash Crashes: Understanding Liquidity Crisis and Market Fragmentation""Dark Pools & Flash Crashes" pulls back the curtain on the hidden machinery of modern finance, revealing a world where trading happens at the speed of light and billions of dollars move in the shadows. Written specifically for the curious non-professional, this book strips away complex jargon to tell the story of what happens when the market's digital plumbing suddenly bursts. It serves as an essential guide for anyone who has watched a ticker tape plunge inexplicably and wondered why the system failed, offering a clear, narrative-driven explanation of high-stakes market events without requiring a background in finance.Readers will journey into the "invisible engine" of the exchange, exploring the fragmented landscape of public markets and private "dark pools" where institutions trade in secret. The text demystifies the algorithms and High-Frequency Traders (HFT) that dominate the order book, explaining how their interactions can trigger catastrophic feedback loops. Through gripping case studies of historic breakdowns, including the infamous 2010 Flash Crash, the book illustrates the fragility of liquidity and the mechanics of a financial "run" in the electronic age.Beyond theoretical mechanics, this book provides a practical toolkit for understanding market stress, teaching readers to spot danger signs and avoid common pitfalls like risky order types. Whether you are a casual investor or simply a student of complex systems, this guide ensures you will never look at a stock chart the This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Zustand: new. Paperback. In an era where historical correlations are breaking down and market regimes shift with violent unpredictability, relying on static "optimal" portfolios is a recipe for disaster. This book is written for serious investors, asset allocators, and quantitative practitioners who value survivability over theoretical perfection. It challenges the conventional wisdom of standard models, arguing that true wealth preservation requires acknowledging the difference between calculable risk and Knightian uncertainty-the unknown unknowns that shatter fragile strategies.Through a rigorous engineering lens, the text takes readers from the physics of compounding and ruin to the cutting edge of resilient allocation. You will learn to construct portfolios that can withstand inflationary shocks and liquidity crises by mastering concepts like regime-aware asset drivers, input shrinkage, and convex tail-hedging strategies. The content moves beyond standard volatility metrics, teaching you to implement rigorous stress testing and Monte Carlo simulations to detect hidden concentrations and structural vulnerabilities before they manifest in your returns.Unlike academic texts that assume frictionless markets, this guide bridges the gap between complex mathematical modeling and real-world implementation. It addresses the crucial friction points of trading costs, liquidity constraints, and investor psychology, ensuring that your strategy is not only mathematically sound but also biologically sustainable. By the end, you will possess a complete framework for engineering portfolios designed not just This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Zustand: new. Paperback. We tend to believe that thinking happens only in the brain-that intelligence requires neurons, synapses, and gray matter. But what if the ability to solve problems, remember the past, and plan for the future existed long before brains evolved? Intelligence Without Brains challenges our most fundamental assumptions about life, introducing the Search for Unconventional Terrestrial Intelligence (SUTI). This book is essential reading for science enthusiasts, technologists, and anyone curious about the invisible cognitive networks that keep us alive.Readers will journey into the microscopic realm where cells communicate via bioelectric networks to build complex bodies and repair damage. You will discover how flatworms regenerate lost heads by accessing a stored anatomical memory, how slime molds solve mazes without a single neuron, and why cancer is actually a failure of cellular communication. By exploring the cutting-edge science of developmental biology and synthetic xenobots, this narrative reveals that life is not merely a chemical machine, but a programmable decision-maker.Avoiding metaphysical speculation about consciousness, this book grounds its arguments in rigorous experimental evidence and systems science. It offers a clear, accessible framework for understanding how simple biological loops create complex behaviors. This is a guide to the new frontier of biology, where we stop asking how life looks and start asking what life knows. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 704 pp. Englisch.

Paperback. Zustand: new. Paperback. "Quantitative Portfolio Management: Data, Models, and Implementation""Quantitative Portfolio Management: Data, Models, and Implementation" bridges the critical gap between theoretical alpha research and live trading operations. This book is written for quantitative portfolio managers, researchers, and developers who require an end-to-end, implementation-focused guide to building systematic investment systems. Beyond mere theory, it addresses the messy reality of financial data and the engineering rigor required to transition a strategy from a research environment to a production-grade capital allocation engine.Readers will traverse the full lifecycle of a systematic strategy, starting with the architecture of a robust research data stack that prevents lookahead bias and ensures data integrity. You will learn to construct stable factor risk models, implement cost-aware portfolio optimization, and design event-driven backtests that accurately simulate market microstructure and liquidity. The text provides a deep dive into the mathematical and operational mechanics necessary to minimize implementation shortfall and manage model risk effectively.Designed as a self-contained professional reference, this text emphasizes the "how" of execution alongside the "why" of mathematics. By integrating advanced financial theory with practical data engineering and operational governance, it serves as the definitive blueprint for modern quantitative asset management. Whether you are scaling a single strategy or managing a multi-asset platform, this book provides the tools to quantify u This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Zustand: new. Paperback. "The Multi-Asset Strategist: Stocks, Bonds, and Alternatives in Harmony"In an era of shifting macro regimes and unstable correlations, the traditional 60/40 portfolio is no longer a guaranteed sanctuary. This book is written for professional portfolio managers and dedicated investors seeking a robust, mathematical framework for capital allocation. Moving beyond retail-level advice, it offers a rigorous engineering approach to investing, treating stocks, bonds, and alternatives not as disparate bets, but as cohesive components of a harmonious system designed to weather economic storms.Readers will journey through the physics of modern finance, mastering the structural drivers of public and private asset classes ranging from high-yield credit to trend-following derivatives. The text demystifies complex portfolio construction techniques, placing a heavy emphasis on risk budgeting, factor isolation, and robust optimization methods like Black-Litterman. You will learn to construct portfolios that are resilient to inflation shocks and liquidity crises, gaining the ability to translate vague investment goals into precise, mathematically tractable mandates.Bridging the gap between academic theory and the trading desk, this guide balances quantitative rigor with operational reality. It addresses the critical implementation details often overlooked in standard texts, such as trading frictions, leverage constraints, and the mechanics of futures overlays. Whether you are managing institutional capital or your own sophisticated wealth, this book provides the blueprint for building This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Zustand: new. Paperback. "Launching a Quantitative Fund: From Backtest to Business"This comprehensive guide bridges the critical gap between operating a profitable trading strategy and building a sustainable investment management firm. While many resources focus solely on algorithm design, this book addresses the complex reality of launching a regulated, operational business entity. Written for aspiring fund founders, serious independent traders, and curious industry professionals, it provides the institutional blueprint necessary to transform a personal trading account into a scalable, investor-ready product.Readers are guided through the entire lifecycle of a quantitative fund, beginning with professional research workflows, bias-free backtesting, and risk-managed portfolio construction. Beyond the mathematics, the text demystifies the essential machinery of the buy-side, covering legal structures, compliance programs, and the rigorous operations required to report Net Asset Value (NAV). You will learn how to validate strategies to institutional standards, manage service provider relationships, and navigate the intense scrutiny of allocator due diligence.Structured as a practical roadmap, the content avoids unnecessary jargon while retaining the technical rigor required by the industry. Whether you are finalizing your backtest engine or preparing for your first capital raise, this resource ensures you understand the economics, fiduciary duties, and operational controls of managing external capital. It is the definitive handbook for navigating the journey from raw data to a fully realized qu This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…