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Quantitative Trading

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About

Quantitative Trading Synopsis

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.

About This Edition

ISBN: 9780367871819
Publication date: 10th December 2019
Author: Xin (Department of Statistics, Stanford University) Guo, Tze Leung (Stanford University, California, USA) Lai, Howard (To Shek
Publisher: Chapman & Hall/CRC an imprint of Taylor & Francis Ltd
Format: Paperback
Pagination: 380 pages
Genres: Finance
Mathematics
Probability and statistics
Econometrics and economic statistics
Applied mathematics
Finance and accounting