Quantitative Trading Algorithms, Analytics, Data, Models, Optimization

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

ISBN 10: 1498706487 / ISBN 13: 9781498706483

Published by Chapman and Hall/CRC, 2016

About this Item

Seller Inventory # 26375638408

Bibliographic Details

• Title: Quantitative Trading Algorithms, Analytics, Data, Models, Optimization
• Publisher: Chapman and Hall/CRC
• Publication Date: 2016
• Language: English
• ISBN 10: 1498706487
• ISBN 13: 9781498706483
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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...

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