Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization Paperback / softback
by Xin (Department of Statistics, Stanford University) Guo, Tze Leung (Stanford University, California, USA) Lai, Howard (Tower Research Capital, New York City, NY, USA) Shek, Samuel Po-Shing Wong
Paperback / softback
- 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:Paperback / softback
- Pages:380 pages
- Publisher:Taylor & Francis Ltd
- Publication Date:10/12/2019
- Category:
- ISBN:9780367871819
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:380 pages
- Publisher:Taylor & Francis Ltd
- Publication Date:10/12/2019
- Category:
- ISBN:9780367871819