Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
By: and and and
Sign Up Now!
Already a Member? Log In
You must be logged into Bookshare to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
- Copyright:
- 2017
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 357 Pages
- ISBN-13:
- 9781315354354
- Related ISBNs:
- 9781498706490, 9781498706483, 9780367871819, 9781315371580
- Publisher:
- CRC Press
- Date of Addition:
- 12/16/20
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Tze Leung Lai
- by Howard Shek
- by Samuel Po-Shing Wong
- by Xin Guo
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics