Items related to The Science of Algorithmic Trading and Portfolio Management:...
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques - Hardcover
Synopsis
The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.It prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. It helps readers design systems to manage algorithmic risk and dark pool uncertainty. It summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.
"synopsis" may belong to another edition of this title.
Review
"This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges." --Kumar Venkataraman, Southern Methodist University
Review
Offers students and professionals an introduction to algorithmic trading as well as advanced techniques on portfolio construction and the stock selection process
"About this title" may belong to another edition of this title.
- PublisherAcademic Press
- Publication date2013
- ISBN 10 0124016898
- ISBN 13 9780124016897
- BindingHardcover
- LanguageEnglish
- Number of pages256
Buy New
View this item
£ 44.45
£ 15.49 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSearch results for The Science of Algorithmic Trading and Portfolio Management:...
Stock Image
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_423937517
Quantity: 1 available
Seller Image
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Seller: Dream Books Co., Denver, CO, U.S.A.
Seller rating 5 out of 5 stars
Condition: acceptable. This copy has clearly been enjoyedâ"expect noticeable shelf wear and some minor creases to the cover. Binding is strong, and all pages are legible. May contain previous library markings or stamps. Seller Inventory # DBV.0124016898.A
Quantity: 1 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management
Published by
Academic Press 2013-11-14, 2013
ISBN 10: 0124016898
ISBN 13: 9780124016897
New
Hardcover
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: New. Seller Inventory # 6666-ELS-9780124016897
Quantity: Over 20 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Seller: Grumpys Fine Books, Tijeras, NM, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: very good. little wear and tear. Seller Inventory # Grumpy0124016898
Quantity: 1 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Textbook Binding. Condition: Brand New. 1st edition. 496 pages. 9.25x7.50x1.00 inches. In Stock. This item is printed on demand. Seller Inventory # __0124016898
Quantity: 2 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 494 3:B&W 7.5 x 9.25 in or 235 x 191 mm Perfect Bound on White w/Gloss Lam. Seller Inventory # 56733635
Quantity: 3 available
Seller Image
Science of Algorithmic Trading and Portfolio Management
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 19592419-n
Quantity: Over 20 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Seller: Grumpys Fine Books, Tijeras, NM, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Prompt service guaranteed. Seller Inventory # Clean0124016898
Quantity: 1 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 494. Seller Inventory # 2651777564
Quantity: 3 available
Stock Image
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780124016897_new
Quantity: Over 20 available