Other Books You May Enjoy

If you enjoyed this book, you may be interested in these other books by Packt:

Python for Finance Cookbook - Second Edition

Eryk Lewinson

ISBN: 978-1-80324-319-1

• Preprocess, analyze, and visualize financial data
• Explore time series modeling with statistical (exponential smoothing, ARIMA) and machine learning models
• Uncover advanced time series forecasting algorithms such as Meta’s Prophet
• Use Monte Carlo simulations for derivatives valuation and risk assessment
• Explore volatility modeling using univariate and multivariate GARCH models
• Investigate various approaches to asset allocation
• Learn how to approach ML-projects using an example of default prediction
• Explore modern deep learning models such as Google’s TabNet, Amazon’s DeepAR and NeuralProphet

Developing High-Frequency Trading Systems

Sebastien Donadio...