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.

Review:

"All in all, it is certainly a welcome addition to the nascent literature on this intriguing subject and recommended reading for those interested in quantitative trading strategies―academics, practitioners, and students alike."
~The American Statistician, Mikko S. Pakkanen

"About this title" may belong to another edition of this title.

Store Description

SuperBookDeals.com is your top source for finding new books at the absolute lowest prices, guaranteed ! We offer big discounts - everyday - on millions of titles in virtually any category, from Architecture to Zoology -- and everything in between. Discover great deals and super-savings, on professional books, text book titles, the newest computer guides, or your favorite fiction authors. You'll find it all - at HUGE SAVINGS - at SuperBookDeals. Browse through our complete online product catalog today. Serving customers around the world for years, we help thousands find just the books they're looking for -- at incredibly low, bargain prices.

Visit Seller's Storefront

Seller's business information

Expert Trading Limited
9220 Rumsey Road, Suite 101, Columbia, MD, 21045, U.S.A.

Terms of Sale:

Company Name: GreatBookPrices
Legal Entity: Expert Trading, LLC
Address: 6310 Stevens Forest, suite 200, Columbia MD 21046
Email address: CustomerService@SuperBookDeals.com
Phone number: 410-964-0026
consumer complaints can be addressed to address above
Registration #: 52-1713923
Authorized representative: Danielle Hainsey

Shipping Terms:

Our warehouses across the globe are fully operational without substantial delays. We are working hard and continue to overcome the daily challenges presented by COVID-19. We appreciate your understanding.

Internal processing of your order will take about 1-2 business days. Please allow an additional 4-14 business days for Media Mail delivery. We have multiple ship-from locations - MD,IL,NJ,UK,IN,NV,TN & GA

Payment Methods
accepted by seller

Add to Wants

Items related to Quantitative Trading : Algorithms, Analytics, Data,...

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

Guo, Xin; Lai, Tze Leung; Shek, Howard; Wong, Samuel Po-shing

New - Hardcover

Seller's business information