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Quantitative Trading

Algorithms, Analytics, Data, Models, Optimization

by Tze Leung Lai, Samuel Po-Shing Wong, Howard Shek e Xin Guo
language: english
Publisher: TAYLOR & FRANCIS LTD, December of 2019 ‧
89,21€
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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 cove

Quantitative Trading

Algorithms, Analytics, Data, Models, Optimization

by Tze Leung Lai, Samuel Po-Shing Wong, Howard Shek e Xin Guo

Property Description
ISBN: 9780367871819
Publisher: TAYLOR & FRANCIS LTD
Release Date: December of 2019
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 380
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9780367871819