{ "item_title" : "Path Signatures and Rough Path Theory for Quantitative Trading in Python", "item_author" : [" Alice Schwartz", "James Preston "], "item_description" : "Reactive PublishingPath signatures and rough path theory represent some of the most powerful mathematical tools available for analyzing complex, irregular time series data in quantitative trading.This practical guide introduces Python developers and quantitative analysts to the core concepts of path signatures and rough path theory, with a strong focus on real-world implementation. You will learn how to apply geometric feature engineering and signature-based models to extract meaningful information from high-frequency and noisy financial data.What You Will Learn: The mathematical foundations of path signatures and rough path theoryHow to compute and use signature features in Python for time-series analysisTechniques for geometric feature engineering on sequential dataImplementation of signature kernels and signature-based machine learning modelsPractical approaches for regime detection and modeling market dynamicsCode examples using modern Python libraries for quantitative financeWritten for practitioners with intermediate Python and basic machine learning knowledge, this book bridges advanced mathematical theory with clear, reproducible code. Each chapter includes hands-on examples that demonstrate how these methods can be integrated into existing trading and research workflows.Whether you are exploring new feature engineering approaches or seeking more robust ways to model non-linear and path-dependent market behavior, this book provides the technical foundation and practical guidance needed to work effectively with signature methods in quantitative trading.Note: This book focuses on educational techniques and does not provide trading advice or performance guarantees.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/79/819/979/9798199799140_b.jpg", "price_data" : { "retail_price" : "39.99", "online_price" : "39.99", "our_price" : "39.99", "club_price" : "39.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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