Quantitative trading: algorithms, analytics, data, models, optimization Guo, Xin

By:

Guo, Xin

Contributor(s):

Material type: Text

TextPublication details: Boca Raton CRC Press Taylor and Francis Group 2017Description: xxii, 357 p. 25 cmISBN:

9781498706483

Subject(s):

DDC classification:

332.6450151 G8Q8

Summary: 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. https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	332.6450151 G8Q8 (Browse shelf(Opens below))	Available		195171

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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 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.

https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483

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