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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Paperback

Investing & FinanceProbability & Statistics

ISBN10: 0367871815
ISBN13: 9780367871819
Publisher: CRC Press
Published: Dec 10 2019
Pages: 380
Weight: 1.17
Height: 0.78 Width: 6.14 Depth: 9.21
Language: English

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

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