- Softcover
- New

Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
AbeBooks seller since April 7, 2005
Condition: New
US$ 39.29
Quantity: Over 20 available
Add to basketItem description from seller
New Book. Shipped from UK. Established seller since 2000.
Seller Inventory # L2-9798896652335
- Title
- Why Models Fail
- Author
- Trex, Victor
- Publisher
- NobleTrex Press
- Publication year
- 2025
- Condition
- New
- Binding
- PAP
- Language
- English
- ISBN 13
- 9798896652335
- Item weight
- 418 grams
"Why Models Fail: A Quant’s Guide to Overfitting and Signal Decay"
In modern quantitative finance, the real danger is rarely a missing factor or a clever new model—it is the quiet, systematic ways in which we fool ourselves. This book is written for quantitative researchers, portfolio managers, data scientists, and risk professionals who build or rely on systematic trading and investment strategies. It speaks to practitioners who have seen glowing backtests fade in production and want a rigorous, engineering-grade framework for understanding why.
Anchored in probability, time-series analysis, and robust performance measurement, the book develops a complete toolkit for diagnosing overfitting and signal decay in live trading. You will learn how to construct truly point‑in‑time datasets, identify data leakage, and design credible backtests. The text covers time‑aware cross‑validation, false discovery control, and Sharpe ratio deflation, then connects these to regime shifts, concept drift, portfolio construction, capacity limits, and execution frictions. Finally, it embeds models within a governance and monitoring lifecycle, turning model risk into a managed process rather than an unpleasant surprise.
The presentation assumes comfort with basic statistics, linear algebra, and Python or a similar language, but it is self‑contained in its treatment of more advanced topics. Written with a systematic, LaTeX‑driven structure, it is suitable both as a practical handbook for active practitioners and as a teaching text for graduate‑level courses in quantitative finance or financial
"Synopsis" may belong to another edition of this title.
PBShop.store US
Wood Dale, IL, U.S.A.
AbeBooks seller since April 7, 2005
Shipping rates within U.S.A.
| Item | 7 to 14 business days | 7 to 14 business days |
|---|---|---|
| First item | US$ 0.00 | US$ 0.00 |
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Store description
We first started out as “The Paperback Exchange,” a chain of physical bookstores where we would part exchange your beloved books for new stories to transport you to faraway places. However, as shopping started to evolve to online shops and marketplaces, we bid our stores goodbye to become “PBShop.” This transition has only allowed us to blossom as we now ship thousands of titles to book lovers across the globe. We pride ourselves in being a community of local book lovers which allows our passion and devotion to shine in everything we do. In 2020 we not only celebrated our 20th birthday but our 1st birthday as being completely employee owned after becoming an E.O.T in September 2019. We are proud to be different and embrace standing apart on a book mountain by working from a virtual inventory which allows us to provide thousands of books that may be difficult to get for your bookshelf or your studies. Working with a number of different suppliers allows us to explore other avenues such as puzzles, sheet music and even stationery so we really do have something for everyone. Life is about being versatile in all realms of existence. If this is your first visit or you are a returning customer, we would like to welcome you to the PBShop family, for there is no friend as loyal as a book. We are a company who put our customers at the centre of everything we do as we understand the importance of reading because once you learn to read, you will forever be free. There are a whole lot of things in this world of ours that we are yet to explore, which is why we will forever inspire curious minds.…
Specialty
Hardbacks, PaperbacksSeller's business information
Pbshop.co.uk Ltd
Unit 22 Horcott Industrial Estate, Horcott Road
Fairford, United Kingdom GL7 4BX
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