Литмир - Электронная Библиотека
Литмир - Электронная Библиотека > Kissell Robert (EN) > Science of Algorithmic Trading and Portfolio Management
Science of Algorithmic Trading and Portfolio Management
Добавить похожую книгу
Handbook of Cost Management
Автор: Weil Roman L. (EN)
Похожа
Непохожа
American Reaper
Похожа
Непохожа
Science of Algorithmic Trading and Portfolio Management
Author:Kissell Robert (EN)
Language of a book: Английский
Language of an original book: Английский
Publisher: Gardners Books

    The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. 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.Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty.Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

    Поделиться:
    ]]>Facebook :0]]>  ]]>Twitter :0]]>  ]]>В контакте :0]]>  ]]>Livejournal :0]]>  ]]>Мой мир :0]]>  ]]>Gmail :0]]>  Email :0  ]]>Скачать :0]]>  
    Мой статус книги:
    Чтобы оставить свою оценку и комментарий вам нужно зайти на сайт или зарегистрироваться

    {"b":"307246","o":30}