Can I read Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization on EtoBox?

Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization by Xin Guo & Tze Leung Lai & Howard Shek & Wong, Samuel Po-Shing is a nonfiction available to read on EtoBox.

What is Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization about?

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. -- Provided by publisher

Who reads Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization?

Author

Xin Guo & Tze Leung Lai & Howard Shek & Wong, Samuel Po-Shing

Publisher

Chapman and Hall/CRC

Published

2016

Language

EN

ISBN

9780367871819

Category

nonfiction

Subjects

Mathematics, Finance, Economics