Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization Hardback
by Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Hardback
- Information
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.
Information
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Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:357 pages, 19 Tables, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:15/12/2016
- Category:
- ISBN:9781498706483
Other Formats
- Paperback / softback from £50.08
- EPUB from £53.09
- PDF from £53.09
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:357 pages, 19 Tables, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:15/12/2016
- Category:
- ISBN:9781498706483