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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Paperback) Loot Price: R1,857
Discovery Miles 18 570
Repayment Terms: R174 pm x 12*
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Quantitative Trading - Algorithms, Analytics, Data, Models, Optimization (Paperback): Xin Guo, Tze Leung Lai, Howard Shek,...

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

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

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Loot Price R1,857 Discovery Miles 18 570 | Repayment Terms: R174 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: Crc Press
Country of origin: United Kingdom
Release date: December 2019
First published: 2017
Authors: Xin Guo • Tze Leung Lai • Howard Shek • Samuel Po Shing Wong
Dimensions: 234 x 156mm (L x W)
Format: Paperback
Pages: 380
ISBN-13: 978-0-367-87181-9
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 0-367-87181-5
Barcode: 9780367871819

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