The Science of Algorithmic Trading and Portfolio Management,, Robert Kissell
Новое издание
Автор: Kissell, Robert Название: Kissell - The Science of Algorithmic Trading, 2e ISBN: 0128156309 ISBN-13(EAN): 9780128156308 Издательство: Elsevier Science Цена: 13304.00 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание:
The Science of Algorithmic Trading and Portfolio Management, Second Edition includes new chapters and new subjects. Increasing its focus on trading strategies and methods, it includes new insights about the evolution of financial markets, pre-trade models and post-trade analysis, liquidation cost and risk analysis required for regulatory reporting, and compliance and regulatory reporting requirements. Highlighting new investment styles, it adds new material on best execution processes for investors and brokers, including model validation, quality and assurance, limit order model testing, and smart order model testing. Using basic programming tools such as Excel, MATLAB, and Python, it provides a process to create TCA low cost exchange traded funds.
Provides insights into all necessary components of algorithmic trading, including transaction costs analysis, market impact, risk and optimization, and a thorough and detailed discussion of trading algorithms
Includes increased coverage of mathematics, statistics and machine learning
Presents broad coverage of Alpha Model construction
Автор: Chan Ernie Название: Algorithmic Trading ISBN: 1118460146 ISBN-13(EAN): 9781118460146 Издательство: Wiley Рейтинг: Цена: 9504.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focuses on quantitative trading. This book offers readers an insight into how and why each trading strategy was developed, how it was implemented, and even how it was coded. It is suitable for anyone looking to create their own systematic trading strategies.
Описание: Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up.
Автор: Cartea Название: Algorithmic and High-Frequency Trading ISBN: 1107091144 ISBN-13(EAN): 9781107091146 Издательство: Cambridge Academ Рейтинг: Цена: 9504.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This cutting-edge textbook shows how to build the advanced mathematical models that underpin modern trading algorithms. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this book is for you.
Автор: Fabozzi Название: Robust Portfolio Optimization and Management ISBN: 047192122X ISBN-13(EAN): 9780471921226 Издательство: Wiley Рейтинг: Цена: 14098.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.
Описание: This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a `Hull--type` book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.
Автор: Davey Kevin Название: Building Algorithmic Trading Systems ISBN: 1118778987 ISBN-13(EAN): 9781118778982 Издательство: Wiley Рейтинг: Цена: 10771.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader`s Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns.
Автор: Pruitt George Название: Ultimate Algorithmic Trading System Toolbox ISBN: 111909657X ISBN-13(EAN): 9781119096573 Издательство: Wiley Рейтинг: Цена: 11563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The accessible, beneficial guide to developing algorithmic trading solutions The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for.
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