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Quantitative Trading

Name: Quantitative Trading
Brand: Chapman and Hall/CRC
SKU: 39998906
Price: 92.44 EUR
Availability: InStock
Author: Xin Guo
ISBN: 9781315354354

Algorithms, Analytics, Data, Models, Optimization

Language

English

E-book Adobe ePub DRM

Libristo code: 39998906

Publishers Chapman and Hall/CRC, January 2017

The first part of this book discusses institutions and mechanisms of algorithmic trading, market mic... Full description

Libristo code: 39998906

223 b

92.44 €

In stock Immediate digital delivery

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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.