Systematic Alpha & Python Models
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Book 1
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Book 1
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Book 1
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Systematic Alpha & Python Models

Systematic Alpha & Python Models


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About the Book

Reactive Publishing

Systematic Alpha & Python Models is a practitioner's guide to building robust, repeatable trading signals and portfolio overlays using real-world data, statistical modelling, and iterative backtesting. Written for quantitative analysts, algorithmic traders, and systematic investors, this book walks through the full pipeline of alpha design: from identifying persistent market structure and factor relationships to validating edge through controlled historical simulation.

Readers learn how to engineer signal primitives across asset classes, incorporate volatility regime filters, and blend carry, momentum, and cross-asset confirmation signals into cohesive execution frameworks. The discussion extends further into options overlays, portfolio hedging, and volatility-linked strategies that refine capital efficiency and drawdown management.

All models are implemented in Python, emphasizing clarity, transparency, and practical adaptation to live trading environments. Rolling backtests illustrate the impact of model changes over time, reinforcing the importance of forward robustness, parameter stability, and structural awareness.

Topics include:
- Signal generation and feature design
- Cross-asset confirmation and factor alignment
- Volatility modelling and regime filtering
- Carry vs momentum decomposition
- Options overlays and hedging structures
- Rolling backtests and performance attribution
- Robustness testing and model degradation

Systematic Alpha & Python Models bridges quant research and execution reality, providing traders with the frameworks and tooling required to engineer durable edge in modern, multi-asset markets.


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Product Details
  • ISBN-13: 9798243891127
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • ISBN-10: 8243891129
  • Publisher Date: 14 Jan 2026


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