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Book synopsis

Reactive Publishing

Bridge the gap between modern deep learning and quantitative finance using PyTorch.

PyTorch for Quantitative Finance provides a rigorous, hands-on guide to building, training, and deploying neural architectures across financial markets. Designed for quantitative analysts, developers, and data scientists, this book moves beyond toy datasets to address the real-world complexities of market microstructure, non-stationary time series, and continuous-time stochastic modeling.

Rather than relying on black-box heuristics, you will learn how to integrate deep learning directly with mathematical finance. Discover how to leverage PyTorch to solve high-dimensional partial differential equations (PDEs), construct generative models for market simulation, and design robust algorithmic trading strategies.

What You Will Learn:

• Neural Stochastic Differential Equations (Neural SDEs): Model continuous-time asset dynamics and latent market trajectories using differentiable SDE solvers in PyTorch.

• Deep Factor Models & Risk Management: Construct non-linear factor models to capture complex multi-asset dependencies and tail-risk exposures.

• Market Simulation with Generative Models: Use GANs and Variational Autoencoders (VAEs) to generate realistic synthetic financial time series for backtesting.

• Algorithmic Trading & Execution: Implement deep reinforcement learning algorithms for optimal execution, portfolio rebalancing, and dynamic hedging.

• Production-Grade PyTorch Pipelines: Optimize model performance with custom C++ extensions, GPU acceleration, and efficient data loaders tailored for high-frequency time series.

Whether you are implementing continuous-time models or deploying end-to-end algorithmic execution engines, this book delivers the code, theory, and architecture required to build state-of-the-art quantitative systems.

Book details

• Full title: PyTorch for Quantitative Finance
• Subtitle: Applying Deep Learning and Neural SDEs to Algorithmic Trading
• Author: Julian K. Mercer, Alice Schwartz
• Language: English
• Binding: Paperback
• Number of pages: 734
• EAN: 9798188445232
• ID: 53284666
• Publisher: Independently published
• Weight: 871 g
• Dimensions: 229 × 152 × 46 mm
• Date of publishing: 22. July 2026

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