Algorithmic trading and quantitative strategies
Auteur :
Velu, Raja / Hardy, Maxence / Nehren, Daniel
Éditeur :
Taylor & Francis Inc
ISBN :
9781498737166
Date de publication :
6 août 2020
Dimensions :
23,4 x 15,6 cm
Poids :
900 g
Langue :
Anglais
Pays d'origine :
USA
Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.