Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization, Pap...
87,60 €
Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization, Paperback by Guo, Xin; Lai, Tze Leung; Shek, Howard; Wong, Samuel Po-shing, ISBN 0367871815, ISBN-13 9780367871819, Brand New, Free shipping in the US 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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