Synopsis
Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution.
This book starts from the ground up to provide detailed explanations of both these techniques:
- An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
- Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
- Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
- Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
- Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
- Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
- Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.
"synopsis" may belong to another edition of this title.
Search results for Algorithmic Trading and DMA: An introduction to direct...
Stock Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. 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_451179875
Stock Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: thebookforest.com, San Rafael, CA, U.S.A.
Seller rating 4 out of 5 stars
Condition: Like New. paperback. Text block, wraps and binding are in like new condition, without markings of any kind. Supporting Bay Area Friends of the Library since 2010. Well packaged and promptly shipped. Seller Inventory # BAY17-00025
Seller Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: Bay State Book Company, North Smithfield, RI, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. Seller Inventory # BSM.XFPW
Stock Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0956399207I4N10
Seller Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: Bay State Book Company, North Smithfield, RI, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. Seller Inventory # BSM.VFDX
Stock Image
Algorithmic Trading and DMA : An Introduction to Direct Access Trading Strategies
Seller: Better World Books Ltd, Dunfermline, United Kingdom
Seller rating 5 out of 5 stars
Condition: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # GRP88903132
Buy Used
£ 24.72
£ 8 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned0956399207
Stock Image
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Seller: bmyguest books, Toronto, ON, Canada
Seller rating 3 out of 5 stars
Soft cover. Condition: Very Good. The Book Is Very Good Condition. The Inside Is Clean With No Highlights Or Remarks. 574 Pages With The Index. This Book Is Not Signed. Soft Cover.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us. Seller Inventory # X30162x
Stock Image
Algorithmic Trading and DMA: An Introduction to Direct Access Trading Strategies
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Seller Inventory # M00956399207-V