£62.60

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

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Last 56 days · 56 data points (no recent data)

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£62.60 £61.10 £61.43 £61.76 £62.08 £62.41 £62.74 25 April 2026 08 May 2026 22 May 2026 05 June 2026 19 June 2026

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18 days 38 days · current 0 10 19 29 38 £61 £62 Days at Price

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
10 December 2019
Listed Since
03 December 2019

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