Quantitative trading: algorithms, analytics, data, models, optimization
Auteur :
Guo, Xin / Lai, Tze Leung / Shek, Howard / Wong, Samuel Po-Shing
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367871819
Date de publication :
10 déc. 2019
Dimensions :
23,4 x 15,6 cm
Poids :
700 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 cove