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

Xin Guo

ISBN 10: 1498706487 / ISBN 13: 9781498706483

Published by Taylor & Francis Ltd (Sales) Dez 2016, 2016

About this Item

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. Seller Inventory # 9781498706483

Bibliographic Details

Title: Quantitative Trading : Algorithms, Analytics...

Publisher: Taylor & Francis Ltd (Sales) Dez 2016

Publication Date: 2016

Binding: Buch

Condition: Neu

About this title

Synopsis:

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