Make Money Myself

Editorial Reviews
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“Benjamin Van Vliet and Andrew Kumiega give a complete and methodological approach to building trading and investment systems. They cover all you need to know to understand back-testing and prototyping of trading algorithms. Our team had their methodology in mind when they designed our analytical [...]

Editorial Reviews

The Complete Arbitrage Deskbook explains every aspect of the types, instruments, trading practices, and opportunities of modern equity arbitrage. It travels beyond U.S. borders to examine the worldwide opportunities inherent in arbitrage activities and demonstrates how to understand and practice equity arbitrage in the global professional environment. [...]

Editorial Reviews
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“Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their [...]

Editorial Reviews
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“The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work.” —Paul Embrechts, Professor of Mathematics, ETH Zurich — Review
Review
“The authors have shaped the field of high-frequency data [...]

Editorial Reviews
Product Description
Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade’s decision to [...]

Editorial Reviews
Product Description
The Complete Arbitrage Deskbook explains every aspect of the types, instruments, trading practices, and opportunities of modern equity arbitrage. It travels beyond U.S. borders to examine the worldwide opportunities inherent in arbitrage activities and demonstrates how to understand and practice equity arbitrage in the global [...]

Editorial Reviews
Review
“Benjamin Van Vliet and Andrew Kumiega give a complete and methodological approach to building trading and investment systems. They cover all you need to know to understand back-testing and prototyping of trading algorithms. Our team had their methodology in mind when they designed our analytical tool, [...]

Editorial Reviews
Product Description
Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. [...]

Editorial Reviews
Review
“Equity Markets in Action should be required reading for all aspiring traders and equity money managers. The computer simulation model should further enlighten the reader.” — Financial Analyst Journal, January/February 2005
Product Description
An in-depth look at the nature of [...]

Editorial Reviews
Product Description
Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control [...]