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

Xin Guo

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Language: English

Published by Chapman And Hall/CRC, 2019

0367871815 / 9780367871819

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Seller Inventory # 9780367871819

Title
Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization
Author
Xin Guo
Publisher
Chapman And Hall/CRC
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0367871815
ISBN 13
9780367871819
Item weight
576 grams
Dimensions
234x156x20 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item5 to 7 business days7 to 10 business days
First itemUS$ 35.36US$ 35.36
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