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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Xin Guo 1. izdaja
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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 cove
357 pages
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 10. decembra 2019 |
| ISBN13 | 9780367871819 |
| Založniki | Taylor & Francis Ltd |
| Strani | 380 |
| Dimenzije | 150 × 220 × 10 mm · 700 g |
| Jezik | Angleščina |
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