Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization - Xin Guo,Howard Shek,Tze Leung Lai
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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
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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 cove
More Information
| Author | Xin Guo, Howard Shek, Tze Leung Lai |
|---|---|
| Publisher | CRC Press |
| Release year | 2019 |
| Cover type | Softcover |
| EAN | 9780367871819 |