MARC details
| 000 -LEADER |
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| fixed length control field |
01551cam a2200229 i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
170913b2017 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781498706483 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.6450151 |
| Item number |
G8Q8 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Guo, Xin |
| 9 (RLIN) |
348448 |
| 245 10 - TITLE STATEMENT |
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| Title |
Quantitative trading: algorithms, analytics, data, models, optimization |
| Statement of responsibility, etc. |
Guo, Xin |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Boca Raton |
| Name of publisher, distributor, etc. |
CRC Press Taylor and Francis Group |
| Date of publication, distribution, etc. |
2017 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxii, 357 p. |
| Dimensions |
25 cm |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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.<br/><br/>https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments - mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Speculation - mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Investments - data processing |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Electronic trading of securities |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lai, Tze Leung |
| Relator term |
Co-author |
| 9 (RLIN) |
348449 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shek, Howard |
| Relator term |
Co-author |
| 9 (RLIN) |
348450 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wong, Samuel Po-Shing |
| Relator term |
Co-author |
| 9 (RLIN) |
348451 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
