£97.19

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

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£97 today · usual range £0–£0 · best ever £77

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Last 594 days • 594 data points (No recent data available)

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£98.42 £75.39 £80.41 £85.44 £90.46 £95.49 £100.51 09 June 2024 04 November 2024 01 April 2025 27 August 2025 23 January 2026

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111 days 35 days 131 days 152 days 165 days · current 0 41 83 124 165 £77-82 £82-86 £86-90 £90-94 £94-98 Days at Price

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Most common range: £94-98 (165 days, 27.8%)

Price range: £77 - £98

Price levels: 5 price ranges over 594 days

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
hardcover
Domain
Amazon UK
Release Date
15 December 2016
Listed Since
14 March 2016

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