Økonometri og økonomisk statistik
Se alle bogdetaljer →
Quantitative Trading
Algorithms, Analytics, Data, Models, Optimization
Udgivet af Taylor & Francis Ltd
ISBN
9780367871819
Om denne bog
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 manag…
Boghandelspriser
| Boghandel | Titel | Format | ISBN | Pris | Lagerstatus | Levering | |
|---|---|---|---|---|---|---|---|
Ingen boghandelstilbud endnuVi har titlen i kataloget. Priser vises her, når boghandlere lister den. |
|||||||
5
0
4
0
3
0
2
0
1
0
0%
Anbefaler
0
Verificeret
Ingen anmeldelser endnu
Bogdetaljer
Forfatter
Xin Guo, Samuel Po-Shing Wong, Tze Leung Lai, Howard Shek
Forlag
Taylor & Francis Ltd
Kategori
Økonometri og økonomisk statistik
ISBN-13
9780367871819
EAN
9780367871819
Format
Hæftet
Sprog
Engelsk
sider
380
Undertitel
- Algorithms, Analytics, Data, Models, Optimization
Produktbeskrivelse
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.
Prishistorik
Indlæser prishistorik...