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612-822-4611
Path Signatures and Rough Path Theory for Quantitative Trading in Python: A Practical Guide to Geometric Feature Engineering and Signature Models

Path Signatures and Rough Path Theory for Quantitative Trading in Python: A Practical Guide to Geometric Feature Engineering and Signature Models

Paperback

Investing & Finance

ISBN13: 9798199799140
Publisher: Independently Published
Published: Jun 3 2026
Pages: 488
Weight: 1.29
Height: 1.21 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Path signatures and rough path theory represent some of the most powerful mathematical tools available for analyzing complex, irregular time series data in quantitative trading.

This practical guide introduces Python developers and quantitative analysts to the core concepts of path signatures and rough path theory, with a strong focus on real-world implementation. You will learn how to apply geometric feature engineering and signature-based models to extract meaningful information from high-frequency and noisy financial data.

Also from

Schwartz, Alice

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Investing & Finance