Applied Causal Algorithmic Trading by Thatch Oliver (4 results)

Taschenbuch. Condition: Neu. Neuware - Reactive PublishingOvercome the limit of traditional machine learning in financial markets by moving from pattern recognition to true cause-and-effect modeling.Standard statistical and machine learning models excel at detecting correlations in historical market data. However, when market regimes shift, correlation-based strategies frequently break down, leading to catastrophic overfitting and severe drawdown. Applied Causal AI for Algorithmic Trading and Quantitative Strategy Design introduces a rigorous framework for building trading algorithms grounded in structural causal models (SCMs).By modeling the structural mechanics driving price action rather than relying on surface-level correlations, quantitative researchers and algorithmic traders can build strategies that remain resilient across changing market conditions.Inside this book, you will discover: - Foundations of Causal Inference in Finance: Understand directed acyclic graphs (DAGs), structural causal models, and do-calculus applied specifically to high-frequency and daily market data.- Refining Feature Engineering: Identify true causal drivers of asset returns while eliminating spurious correlations and confounders that lead to backtest overfitting.- Counterfactual Backtesting: Test trading strategies against alternative market scenarios and stress-tests using structural interventions rather than simple historical replay.- Regime Shift Resilience: Build adaptive risk management and position-sizing algorithms designed to detect and adjust to structural breaks in real time.- Practical Implementation: Implement end-to-end Python workflows integrating causal discovery algorithms with standard quantitative finance libraries.Whether you are a quantitative portfolio manager, financial engineer, or independent systematic trader, this guide provides the theoretical foundations and practical tools required to deploy robust, cause-driven algorithmic trading strategies.…

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