Xin Guo
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Xin Guo 1. Ausgabe

Name: Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
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Author: Xin Guo

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Taschenbuch

1. Ausgabe

(2019) SFr. 79,49

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Xin Guo

1. Ausgabe

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