Quantitative Trading

Algorithms, Analytics, Data, Models, Optimization

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

Format:Hardback

Publisher:Taylor & Francis Inc

Published:15th Dec '16

Should be back in stock very soon

This hardback is available in another edition too:

Quantitative Trading cover

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.

"All in all, it is certainly a welcome addition to the nascent literature on this intriguing subject and recommended reading for those interested in quantitative trading strategies—academics, practitioners, and students alike."
~The American Statistician, Mikko S. Pakkanen

ISBN: 9781498706483

Dimensions: unknown

Weight: 1400g

357 pages