Quantitative Trading (e-bog) af Wong, Samuel Po-Shing
Wong, Samuel Po-Shing (forfatter)

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
Forfattere Wong, Samuel Po-Shing (forfatter)
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.