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"item_title" : "Quantitative Trading",
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"item_description" : "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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Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization
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Overview
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
This item is Non-Returnable
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Details
- ISBN-13: 9780367871819
- ISBN-10: 0367871815
- Publisher: CRC Press
- Publish Date: December 2019
- Dimensions: 9.21 x 6.14 x 0.78 inches
- Shipping Weight: 1.17 pounds
- Page Count: 380
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