Algorithmic Trading and DMA: An introduction to direct access trading strategies
Language: English
Published by 4Myeloma Press, 2010
- Softcover
- Used
Seller: Austin Goodwill 1101, Austin, TX, U.S.A.Austin Goodwill 1101
AbeBooks seller since May 21, 2021
Condition: Used - Good
£ 25.38
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Book shows general signs of use and handling. May have light wear on the cover or edges and minimal writing or highlighting. Binding remains tight, and pages are clean and readable.
Seller Inventory # CTXV.0956399207.G
- Title
- Algorithmic Trading and DMA: An introduction to direct access trading strategies
- Author
- Johnson, Barry
- Publisher
- 4Myeloma Press
- Publication year
- 2010
- Condition
- good
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0956399207
- ISBN 13
- 9780956399205
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.
Austin Goodwill 1101
Austin, TX, U.S.A.
AbeBooks seller since May 21, 2021
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Goodwill Industries Of Central Texas
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(512) 681-3343
Cody Crowley
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