Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization
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| 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) |
| FullText | Links: – Type: ebook-pdf Text: Availability: 0 |
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| Header | DbId: nlebk DbLabel: eBook Collection (EBSCOhost) An: 1769120 RelevancyScore: 1077 AccessLevel: 6 PubType: eBook PubTypeId: ebook PreciseRelevancyScore: 1077.00524902344 |
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| Items | – Name: Title Label: Title Group: Ti Data: Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization – Name: Abstract Label: Description Group: Ab Data: 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. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Xin+Guo%22">Xin Guo</searchLink><br /><searchLink fieldCode="AR" term="%22Tze+Leung+Lai%22">Tze Leung Lai</searchLink><br /><searchLink fieldCode="AR" term="%22Howard+Shek%22">Howard Shek</searchLink><br /><searchLink fieldCode="AR" term="%22Samuel+Po-Shing+Wong%22">Samuel Po-Shing Wong</searchLink> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Speculation--Mathematical+models%22">Speculation--Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Investments--Mathematical+models%22">Investments--Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Electronic+trading+of+securities%22">Electronic trading of securities</searchLink><br /><searchLink fieldCode="DE" term="%22Investments--Data+processing%22">Investments--Data processing</searchLink> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Investments+%26+Securities+%2F+Analysis+%26+Trading+Strategies%22">BUSINESS & ECONOMICS / Investments & Securities / Analysis & Trading Strategies</searchLink><br /><searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Finance+%2F+Financial+Risk+Management%22">BUSINESS & ECONOMICS / Finance / Financial Risk Management</searchLink><br /><searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Investments+%26+Securities+%2F+Portfolio+Management%22">BUSINESS & ECONOMICS / Investments & Securities / Portfolio Management</searchLink> |
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| RecordInfo | BibRecord: BibEntity: Classifications: – Code: 332.6450151 Scheme: ddc Type: prePub Languages: – Code: eng Text: English Subjects: – SubjectFull: Speculation--Mathematical models Type: general – SubjectFull: Investments--Mathematical models Type: general – SubjectFull: Electronic trading of securities Type: general – SubjectFull: Investments--Data processing Type: general Titles: – TitleFull: Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Xin Guo – PersonEntity: Name: NameFull: Tze Leung Lai – PersonEntity: Name: NameFull: Howard Shek – PersonEntity: Name: NameFull: Samuel Po-Shing Wong – PersonEntity: Name: NameFull: Xin Guo – PersonEntity: Name: NameFull: Tze Leung Lai – PersonEntity: Name: NameFull: Howard Shek – PersonEntity: Name: NameFull: Samuel Po-Shing Wong IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2017 – D: 18 M: 11 Type: profile Y: 2020 Identifiers: – Type: isbn-print Value: 9780367871819 – Type: isbn-print Value: 9781498706483 – Type: isbn-electronic Value: 9781498706490 – Type: isbn-electronic Value: 9781315354354 – Type: isbn-electronic Value: 9781315371580 Titles: – TitleFull: Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization Type: main |
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