Description: 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
Price: 41 USD
Location: Madison, Wisconsin
End Time: 2024-11-26T22:01:49.000Z
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Book Title: Quantitative Trading
Number of Pages: 357 Pages
Language: English
Publication Name: Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization
Publisher: CRC Press LLC
Item Height: 1 in
Subject: Finance / General, Probability & Statistics / General, General, Investments & Securities / Stocks
Publication Year: 2016
Item Weight: 30.4 Oz
Type: Textbook
Author: Xin Guo, Samuel Po-Shing Wong, Tze Leung Lai, Howard Shek
Subject Area: Mathematics, Business & Economics
Item Length: 9.5 in
Item Width: 6.3 in
Format: Hardcover
