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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
EigenAlpha: The Quant's Guide to Building Smarter Portfolios with Linear Algebra: How Eigenvectors, PCA, and Covariance Matrices Drive Modern Investme

EigenAlpha: The Quant's Guide to Building Smarter Portfolios with Linear Algebra: How Eigenvectors, PCA, and Covariance Matrices Drive Modern Investme

Paperback

Investing & Finance

ISBN13: 9798272598233
Publisher: Independently Published
Published: Nov 2 2025
Pages: 670
Weight: 2.52
Height: 1.34 Width: 7.00 Depth: 10.00
Language: English
Reactive Publishing

In the modern markets, alpha isn't found, it's engineered.

EigenAlpha reveals the mathematical foundation behind how elite quants, portfolio managers, and hedge funds identify hidden structure in financial data. Written by Hayden Van Der Post, one of the most forward-thinking quantitative authors of the decade, this book decodes how linear algebra, the language of vectors, matrices, and eigenvalues-powers portfolio optimization, risk modeling, and the next generation of intelligent investing systems.

Also from

Munrow, Danny

Also in

Investing & Finance