Quantitative Trading e-bog
509,93 DKK
(inkl. moms 637,41 DKK)
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-ass...
E-bog
509,93 DKK
Forlag
Chapman and Hall/CRC
Udgivet
6 januar 2017
Længde
357 sider
Genrer
KCHS
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9781315354354
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.