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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization By Xin Guo, Tze Leung Lai Details

  • The best price of Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization By Xin Guo, Tze Leung Lai by Jumia in Egypt is 1,062 EGP
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  • The first appearance of this product was on Nov 07, 2017

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SKU:JU030BK105J0UNAFAMZ

Jumia's Description

  • Category Type: Mathematics
  • ISBN: 9781498706483
  • Author: Xin Guo, Tze Leung Lai
  • Publisher: Chapman & Hall/CRC
  • Binding: Paperback
  • Book 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 covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.

  • Author: Xin Guo, Tze Leung Lai
  • Publisher: Chapman & Hall/CRC
  • ISBN: 9781498706483

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