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

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

Econometrics

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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

Brand: CRC Press
Format: hardcover
ASIN: 1498706487
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 15 December 2016
Listed Since: 14 March 2016

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

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