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Books > Science & Mathematics > Mathematics > Applied mathematics
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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Hardcover)
Loot Price: R2,843
Discovery Miles 28 430
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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Hardcover)
Expected to ship within 12 - 17 working days
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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.
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