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Quantitative Trading: Algorithms, Analytics, Da, Guo, Lai, Shek, Wong..
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eBay item number:305138741607
Item specifics
- Condition
- PublishedOn
- 2019-12-10
- Title
- Quantitative Trading: Algorithms, Analytics, Data, Models, Optim
- Artist
- Not Specified
- ISBN
- 9780367871819
- Publication Year
- 2019
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
- Item Height
- 234 mm
- Publisher
- Taylor & Francis LTD
- Subject
- Economics, Accounting, Finance, Mathematics
- Item Weight
- 367 g
- Item Width
- 156 mm
- Number of Pages
- 357 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Taylor & Francis LTD
ISBN-13
9780367871819
eBay Product ID (ePID)
10046526081
Product Key Features
Number of Pages
357 Pages
Publication Name
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
Language
English
Subject
Economics, Accounting, Finance, Mathematics
Publication Year
2019
Type
Textbook
Format
Paperback
Dimensions
Item Height
234 mm
Item Weight
367 g
Item Width
156 mm
Additional Product Features
Country/Region of Manufacture
United Kingdom
Item description from the seller
Seller business information
VAT number: GB 724498118
CRN: 03800600
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