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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Xin Guo 第1 版
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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
Xin Guo
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.
374 pages, 30 colour illustrations, 19 black & white tables
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2016年12月15日 |
| ISBN13 | 9781498706483 |
| 出版社 | Taylor & Francis Inc |
| ページ数 | 357 |
| 寸法 | 243 × 164 × 27 mm · 706 g |
| 言語 | 英語 |
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