77,79 €
Algorithmic and High-Frequency Trading
Algorithmic and High-Frequency Trading
  • Išparduota
Algorithmic and High-Frequency Trading
Algorithmic and High-Frequency Trading
El. knyga:
77,79 €
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information…

Algorithmic and High-Frequency Trading (el. knyga) (skaityta knyga) | knygos.lt

Atsiliepimai

Įvertinimų nėra.
Įvertink ir tu! Visi atsiliepimai

Aprašymas

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. 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 is the book for you.

77,79 €
Prisijunkite ir už šią prekę
gausite 0,78 Knygų Eurų! ?

Elektroninė knyga:
Atsiuntimas po užsakymo akimirksniu! Skirta skaitymui tik kompiuteryje, planšetėje ar kitame elektroniniame įrenginyje.

Kaip skaityti el. knygas ACSM formatu?

Mažiausia kaina per 30 dienų: 77,79 €

Mažiausia kaina užfiksuota: Kaina nesikeitė


The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. 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 is the book for you.

Atsiliepimai

  • Atsiliepimų nėra
0 pirkėjai įvertino šią prekę.
5
0%
4
0%
3
0%
2
0%
1
0%
(rodomas nebus)
[{"option":"182","probability":1,"style":{"backgroundColor":"#f2f2f2"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699586bcf3d791771407036.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"181","probability":1.3,"style":{"backgroundColor":"#d9202e"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699586a9ea31e1771407017.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"180","probability":1.6,"style":{"backgroundColor":"#f2f2f2"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699586932869f1771406995.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"179","probability":1.5,"style":{"backgroundColor":"#d91f2e"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/6995867c492391771406972.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"178","probability":1.5,"style":{"backgroundColor":"#f2f2f2"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/6995864bc94f41771406923.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"177","probability":1.6,"style":{"backgroundColor":"#d91e2d"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699585fd332f01771406845.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"176","probability":1.4,"style":{"backgroundColor":"#f2f2f2"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699585e4473f01771406820.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}},{"option":"175","probability":0.1,"style":{"backgroundColor":"#d91e2d"},"image":{"uri":"\/uploads\/images\/wheel_of_fortune\/699585c540d291771406789.png","sizeMultiplier":0.6,"landscape":true,"offsetX":-50}}]