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

 
9780367871819: Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
  • PublisherRoutledge
  • Publication date2019
  • ISBN 10 0367871815
  • ISBN 13 9780367871819
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages380

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 380 pp. Englisch. Seller Inventory # 9780367871819

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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9780367871819

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