A Trader's Guide To Quantitative Methods
Basic Maths & Stats
pages, soft cover)
TG2QM: BM&S book is the core of the quantitative books subset of the
TG2 Series. The TG2QM subset also includes various monographs on
specialised topics, see related titles
HERE (all TG2QM books are indexed as [3.xx] ).
This is a reference for all of the
basic technical tools and quantitative methods that arise in real
day-to-day trading and risk management. Though this is a "quant
book", the extensive reliance on the real world "physics" of trading,
business mandates, and market conventions permeates virtually every
definition, example, case study, and software/illustration. As
always with TG2 books, everything is tied back to (risk-adjusted) P&L.
See Reviews HERE
This book closely parallels
the ARTSchool Seminar:
A Trader's Guide to
Quantitative Methods, and delegates receive complementary copies.
The TG2QM: BM&S Part I provide all the basic technical definitions and
tools, and Part II provides the most important applications and quantitative
methods that arise in day-to-day trading and risk management (ToC is available
covers the basics such as rudimentary calculus (derivatives and
integrals), basic statistic, probability and distributions, matrix
methods, and series expansion. Each of these chapter is presented in
a down-to-earth manner in a trading and risk management context and real
world examples, case studies, and many "caveats" (see
Part II: covers selected applied methods such as a "pedestrian"
introduction to stochastic calculus (that even trader's can understand),
selected numerical methods such as curve/surface fitting, finite
difference, Monte Carlo, and so forth. Additionally, there are
introductory chapters on methods from Time Series Analysis, Non-linear
Dynamics (FFTs, Chaos/Fractals, etc), Principal Component Analysis, and
Who is this book set for:
All trading, sales, risk management, and senior management.
Anyone requiring a thorough and encompassing foundation of the key methods
arising in the "business" and requiring more of the "reality impact" than
If you are a "quant", then this book will help you to understand how
trader's use the maths, and how reality requires "altering" theory to
permit profitable trading.
What this book will NOT do:
It will not make you into a mathematician!
Don't forget, some
are included with ARTWare
software, and ARTSchool Seminars,
so be sure to contact us for specials, bundles, etc.
Please Note: This book is
closely connected with the TG2RM1st book.
There is a slight overlap for completeness, but that book should be the
first stop to ensure that the TG2QM books are understood in the (correct)
business management sense. There are discounts for registered owners,
and especially for "bundled" purchases. The TG2QM books are one of the
few books in the TG2 Series that do not explicitly require the TG2RM1st as a
prerequisite, but we very strongly suggest it.
Corporate Editions: ART also produces specialized
one-off books and monographs for customized client applications whether it
be for internal training purposes, to assist with marketing efforts, or with any
If you need advanced copies or have
other special requirements, write to
pages, soft cover)
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