£86.99

CRC Press Handbook of Price Impact Modeling - Finance Text

Name: CRC Press Handbook of Price Impact Modeling - Finance Text
Brand: CRC Press
Price: 86.99 GBP
Availability: InStock

Managers' Guides to Computing

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Description

The Handbook of Price Impact Modeling by CRC Press offers a mathematical framework for practitioners and students in quantitative trading and portfolio management. As automated trading becomes the dominant method across all frequencies, understanding how trading algorithms influence market dynamics is essential. This text provides academic-grounded references to help professionals address critical questions regarding stock price reactions to specific trading strategies. Learn to scale portfolios by accounting for liquidity risk and trading costs while developing methods to measure and improve trading algorithms without introducing biases. This handbook serves as a technical resource for navigating the complexities of modern automated trading environments.

Key Features

Provides a mathematical framework grounded in academic references for applying price impact models to quantitative trading.

Helps professionals understand how stock prices react to specific trading strategies in automated markets.

Offers guidance on scaling portfolios while considering liquidity risk and trading costs.

Includes methods to measure and improve trading algorithms while avoiding common biases.

Serves as a specialized resource for students and practitioners in portfolio management and quantitative finance.

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1032328223
Category: Books > Subjects > Business, Finance & Law > E-Commerce > Managers' Guides to Computing
Domain: Amazon UK
Release Date: 05 May 2023
Listed Since: 11 November 2022

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CRC Press Handbook of Price Impact Modeling - Finance Text

It has never been this cheap. We have no record of a lower price.

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