Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization - Xin Guo - Books - Taylor & Francis Ltd - 9780367871819 - December 10, 2019
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Xin Guo
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization 1st edition

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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

357 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 10, 2019
ISBN13 9780367871819
Publishers Taylor & Francis Ltd
Pages 380
Dimensions 150 × 220 × 10 mm   ·   700 g
Language English  

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