Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization
Saved in:
| Title: | Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization |
|---|---|
| Description: | 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. |
| Authors: | Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong |
| Resource Type: | eBook. |
| Subjects: | Speculation--Mathematical models, Investments--Mathematical models, Electronic trading of securities, Investments--Data processing |
| Categories: | BUSINESS & ECONOMICS / Investments & Securities / Analysis & Trading Strategies, BUSINESS & ECONOMICS / Finance / Financial Risk Management, BUSINESS & ECONOMICS / Investments & Securities / Portfolio Management |
| Database: | eBook Collection (EBSCOhost) |
| Abstract: | 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. |
|---|---|
| ISBN: | 9780367871819 9781498706483 9781498706490 9781315354354 9781315371580 |
