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Algorithmic and High-Frequency Trading by Alvaro Cartea, Jose Penalva, Sebastian Jaimungal (Hardcover, 2015)
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- Buy it nowAlgorithmic and High-Frequency Trading Cartea Jaimungal Penalva Hardback
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Product Information
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.Product Identifiers
PublisherCambridge University Press
ISBN-139781107091146
eBay Product ID (ePID)214627628
Product Key Features
Number of Pages356 Pages
Publication NameAlgorithmic and High-Frequency Trading
LanguageEnglish
SubjectEconomics, Finance
Publication Year2015
TypeTextbook
AuthorAlvaro Cartea, Jose Penalva, Sebastian Jaimungal
FormatHardcover
Dimensions
Item Height255 mm
Item Weight870 g
Item Width182 mm
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorSebastian Jaimungal, Alvaro Cartea, Jose Penalva
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Most relevant reviews
- 17 Feb, 2020
Brilliant condition
In fantastic condition (looks unused) and excellent for my current studies!Verified purchase: YesCondition: Pre-owned
