The science of algorithmic trading and portfolio management download
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This book is available in following stores. Shipping to an Australian address When will my book be dispatched from your warehouse? When will my order arrive? Tracking delivery International orders Delivery restrictions Problems with your delivery Delivery options: Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.
This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques.
Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. Product details Format Hardback pages Dimensions x x 30mm 1, People who bought this also bought. Machine Trading Ernest P. Quantitative Trading Tze Leung Lai.
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Review quote "This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges. About Robert Kissell Dr. Robert Kissell is the president and founder of Kissell Research Group.