9781498706483-1498706487-Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

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

ISBN-13: 9781498706483
ISBN-10: 1498706487
Edition: 1
Author: Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Publication date: 2016
Publisher: Chapman and Hall/CRC
Format: Hardcover 379 pages
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Book details

ISBN-13: 9781498706483
ISBN-10: 1498706487
Edition: 1
Author: Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Publication date: 2016
Publisher: Chapman and Hall/CRC
Format: Hardcover 379 pages

Summary

Acknowledged authors Xin Guo , Tze Leung Lai , Howard Shek , Samuel Po-Shing Wong wrote Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization comprising 379 pages back in 2016. Textbook and eTextbook are published under ISBN 1498706487 and 9781498706483. Since then Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization textbook was available to sell back to BooksRun online for the top buyback price of $ 8.87 or rent at the marketplace.

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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