noon Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Hardcover
AED 548.20
Best Prices for "Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Hardcover"
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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Hardcover  Price updated |
In Stock | AED 548.20 | Goto Shop |
Features
| Author 1 | Xin Guo |
| Author 3 | Howard Shek |
| Book 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 covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses el |
| ISBN-10 | 1498706487 |
| Number of Pages | 357 |
| Publisher | Taylor & Francis Inc |
| About the Author | Xin Guo is the Coleman Fung Chair Professor of Financial Modeling in the department of Industrial Engineering and Operations Research, UC Berkeley. She founded the Berkeley Risk Analysis and Data Analytics Research (RADAR) Lab and holds a courtesy appointment with the Lawrence Berkeley National Lab. Prior to UC Berkeley, she was a Research Staff Member at the IBM T. J. Watson Research Center and an Associate Professor at Cornell University. Her main research interests are stochastic co |
| Author 2 | Tze Leung Lai |
| Author 4 | Samuel Po Shing Wong |
| Editorial Review | All in all, it is certainly a welcome addition to the nascent literature on this intriguing subject and recommended reading for those interested in quantitative trading strategies-academics, practitioners, and students alike. ~The American Statistician, Mikko S. Pakkanen |
| Language | English |
| Publication Date | 3 January 2017 |
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