Algorithmic and high-frequency trading
Auteur :
Cartea, Ãlvaro / Jaimungal, Sebastian / Penalva, José
Éditeur :
Cambridge University Press
ISBN :
9781107091146
Date de publication :
6 août 2015
Dimensions :
25,5 x 18,2 x 2,0 cm
Poids :
870 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This cutting-edge textbook shows how to build the advanced mathematical models that underpin modern trading algorithms. 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 book is for you.