Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
ISBN-13:
9780367871819
ISBN-10:
0367871815
Edition:
1
Author:
Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Publication date:
2019
Publisher:
Chapman and Hall/CRC
Format:
Paperback
380 pages
FREE US shipping
Book details
ISBN-13:
9780367871819
ISBN-10:
0367871815
Edition:
1
Author:
Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Publication date:
2019
Publisher:
Chapman and Hall/CRC
Format:
Paperback
380 pages
Summary
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization (ISBN-13: 9780367871819 and ISBN-10: 0367871815), written by authors
Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong, was published by Chapman and Hall/CRC in 2019.
With an overall rating of 3.9 stars, it's a notable title among other
Economics
(Finance) books. You can easily purchase or rent Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization (Paperback) from BooksRun,
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Description
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.
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