--- product_id: 640592881 title: "Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage" price: "AR$169868" currency: ARS in_stock: true reviews_count: 5 url: https://www.desertcart.com.ar/products/640592881-quantitative-portfolio-management-the-art-and-science-of-statistical-arbitrage store_origin: AR region: Argentina --- # Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage **Price:** AR$169868 **Availability:** ✅ In Stock ## Quick Answers - **What is this?** Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage - **How much does it cost?** AR$169868 with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.com.ar](https://www.desertcart.com.ar/products/640592881-quantitative-portfolio-management-the-art-and-science-of-statistical-arbitrage) ## Best For - Customers looking for quality international products ## Why This Product - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you’ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market. Review: Isichenko rende appassionante lo StratArb - Credo un dei migliori libri sull'argomento in assoluto. Molto scorrevole, spiegazioni chiare, non che che si legga come un romanzo, ma la parte relativa al "Forecasting" è davvero molto interessante. Insieme a "Strategic Risk Management" (di Harvey e Rattray) è la coppia di libri che non deve mancare ad ogni professionista del settore. Review: Interesting but does not go very deep - I think the book gives an interesting overview of what is used in the industry. However, I feel that the concepts are not explained deep enough to be useful if you don't already know them in some way. ## Technical Specifications | Specification | Value | |---------------|-------| | Best Sellers Rank | #55,957 in Books ( See Top 100 in Books ) #2,163 in Analysis & Strategy | | Customer Reviews | 4.3 out of 5 stars 93 Reviews | ## Images ![Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage - Image 1](https://m.media-amazon.com/images/I/71IUSxoy69L.jpg) ## Customer Reviews ### ⭐⭐⭐⭐⭐ Isichenko rende appassionante lo StratArb *by M***G on 29 July 2023* Credo un dei migliori libri sull'argomento in assoluto. Molto scorrevole, spiegazioni chiare, non che che si legga come un romanzo, ma la parte relativa al "Forecasting" è davvero molto interessante. Insieme a "Strategic Risk Management" (di Harvey e Rattray) è la coppia di libri che non deve mancare ad ogni professionista del settore. ### ⭐⭐⭐ Interesting but does not go very deep *by J***Y on 18 June 2022* I think the book gives an interesting overview of what is used in the industry. However, I feel that the concepts are not explained deep enough to be useful if you don't already know them in some way. ### ⭐⭐⭐⭐⭐ Outstanding Read *by A***N on 9 January 2025* Great entry level book for quantitative researchers ## Frequently Bought Together - WILEY Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage - Advanced Portfolio Management: A Quant′s Guide for Fundamental Investors --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.com.ar/products/640592881-quantitative-portfolio-management-the-art-and-science-of-statistical-arbitrage](https://www.desertcart.com.ar/products/640592881-quantitative-portfolio-management-the-art-and-science-of-statistical-arbitrage) --- *Product available on Desertcart Argentina* *Store origin: AR* *Last updated: 2026-09-28*