Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

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, ... Read More

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. Read Less

• All from $41.23
• New Books from $88.32
• Used Books from $52.55
• eBook from $41.23

• • eBook Details

  	This is a digital edition of this title. Rent eBook (2 Options) 180 Day Rental: $41.23 (Expires Oct 15, 2024) 365 Day Rental: $48.72 (Expires Apr 18, 2025) Buy eBook Lifetime Access: $74.95 Title: Quantitative Trading by Xin Guo; Tze Leung Lai; Howard Shek; Samuel Po-Shing Wong Publisher: Taylor & Francis Print ISBN: 9781498706483, 1498706487 eText ISBN: 9781498706490 Edition: 2016 1st edition Format: PDF eBook	$41.23 Rent eBook This is a digital eBook Nothing will be shipped to you Works with web browsers and the VitalSource app on all Windows, Mac, Chromebook, Kindle Fire, iOS, and Android devices Most eBooks are returnable within 14 days of purchase Questions? See our eBook FAQ