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TG2QM BM&S ToC
TG2QM BM&S Extracts
TG2QM BM&S Index
TG2QM BM&S Software

A Trader's Guide To Quantitative Methods (Donít Panic ):

Basic Maths & Stats

Available at the ARTShop

(528+944/1,143 colour pages, soft cover)

 

TG2QM B M&S Cover.jpg (21285 bytes)

   click to enlarge

The 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 HERE)

Part I: 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 ToC, Index, and Extracts).

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 Optimisation (see ToC Index, and Extracts).

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 the theory.

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 TG2Books 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 other circumstance. 

 

If you need advanced copies or have other special requirements, write to TG2Books@Arbitrage-Trading.com OR click HERE

 

Available at the ARTShop

(528+944/1,143 colour pages, soft cover)

 

 

See the entire TG2 Series

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** Some discounts may not be taken in conjunction with other discounts

 

 

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Last modified: July 25, 2011