دانلود کتاب Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Name: Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
Availability: InStock
Author: Xin Guo
ISBN: 1498706487,9781498706483

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

عنوان فارسی: کمی بازرگانی: الگوریتم های تجزیه و تحلیل داده ها و مدل های بهینه سازی
ناشر: Chapman and Hall/CRC
سال: 2016
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 379
شابک: 1498706487,9781498706483
نوع فایل: AZW3 دانلود نرم افزار مطالعه
حجم: 10.85 مگابایت

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جزییات کتاب

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.