Statistical Learning for Quantitative Trading : From Regression to Ensemble and Online Methods
Overview
Reactive Publishing
Statistical learning has become a core toolset for quantitative trading, yet many practitioners still struggle to move beyond textbook examples into robust, production-ready methods. Statistical Learning for Quantitative Trading bridges that gap.
This book takes a methodical path from classical regression techniques through modern ensemble methods and into online learning approaches designed for non-stationary market environments. Readers will learn how to frame trading problems as supervised learning tasks, evaluate models under realistic market constraints, and adapt techniques as data distributions shift.
Key topics include:
- Linear and regularized regression models for return prediction and risk factor estimation
- Tree-based and ensemble methods (random forests, gradient boosting) and their practical strengths and failure modes in financial data
- Online and sequential learning algorithms suited to streaming market data
- Feature construction, cross-validation strategies, and performance evaluation that respect the temporal structure of financial series
- Practical considerations around overfitting, regime change, and the gap between in-sample performance and live trading results
Written for quant researchers, systematic traders, and data scientists working with financial markets, the book emphasizes clarity, statistical rigor, and realistic application over hype. Code examples and methodological discussion are grounded in the specific challenges of quantitative trading rather than generic machine-learning use cases.
Whether you are refining an existing research pipeline or building statistical models for trading from the ground up, this volume provides a structured foundation for applying modern statistical learning techniques where they matter most: in markets that refuse to stay stationary.
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Details
- ISBN-13: 9798193373858
- ISBN-10: 9798193373858
- Publisher: Independently Published
- Publish Date: August 2026
- Dimensions: 9 x 6 x 1.32 inches
- Shipping Weight: 1.4 pounds
- Page Count: 532
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