Xin (Department of Statistics, Stanford University) Guo & Tze Leung (Stanford University, California, USA) Lai 
Quantitative Trading [EPUB ebook] 
Algorithms, Analytics, Data, Models, Optimization

Soporte

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.

€75.88
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Formato EPUB ● Páginas 379 ● ISBN 9781315354354 ● Editorial CRC Press ● Publicado 2017 ● Descargable 3 veces ● Divisa EUR ● ID 8011628 ● Protección de copia Adobe DRM
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