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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Hardcover) Loot Price: R3,389
Discovery Miles 33 890
Repayment Terms: R318 pm x 12*
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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Hardcover): Xin Guo, Tze Leung Lai, Howard Shek,...

Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Hardcover)

Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po Shing Wong

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Loot Price R3,389 Discovery Miles 33 890 | Repayment Terms: R318 pm x 12*

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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.

General

Imprint: Productivity Press
Country of origin: United States
Release date: December 2016
First published: 2017
Authors: Xin Guo • Tze Leung Lai • Howard Shek • Samuel Po Shing Wong
Dimensions: 234 x 156 x 27mm (L x W x T)
Format: Hardcover
Pages: 357
ISBN-13: 978-1-4987-0648-3
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Stocks & shares
Books > Money & Finance > Investment & securities > Stocks & shares
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LSN: 1-4987-0648-7
Barcode: 9781498706483

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