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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Guo, Xin (Department of Statistics, Stanford University) 1. Ausgabe
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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
Guo, Xin (Department of Statistics, Stanford University)
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.
374 pages, 30 colour illustrations, 19 black & white tables
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 15. Dezember 2016 |
| ISBN13 | 9781498706483 |
| Verlag | Taylor & Francis Inc |
| Seitenanzahl | 357 |
| Maße | 243 × 164 × 27 mm · 706 g |
| Sprache | Englisch |
