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Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies

Hardcover

Investing & FinanceApplicationsProbability & Statistics

ISBN10: 1498737161
ISBN13: 9781498737166
Publisher: CRC Press
Published: Aug 6 2020
Pages: 450
Weight: 2.20
Height: 1.10 Width: 6.10 Depth: 9.30
Language: English

Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.

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Probability & Statistics