The Financial Data Playbook - Paperback

by Chris Conlan (Author)

The Financial Data Playbook is a compendium of thoughtful business lessons from a career financial machine learning engineer. It offers insights on how to navigate the business expectations and theoretical challenges of modern applied finance.

Each argument is presented as a careful mathematical discussion that illustrates how investors, executives, and engineers think about and allocate resources to high-risk high-reward research and development projects.

Readers will learn about:

• Measuring the business value of improving model accuracy
• Improving the accuracy and validity of investment performance simulations
• Estimating the amount of data required to improve a model
• Choosing the right model for the data
• Comparing the performance of modern and legacy methods
• Accounting for counter-party expectations to improve accuracy
• And more ...

This book is written for finance and data business managers who want to maximize their financial data science R&D investment by understanding the opportunities and constraints presented by recent advances in financial machine learning.