Quantitative trading : algorithms, analytics, data, models, optimization /

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Guo, Xin, 1969- (Autor), Lai, T. L. (Autor), Shek, Howard (Autor), Wong, Samuel Po-Shing (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton, FL : CRC Press, [2017]
Temas:
Investments > Mathematical models.
Speculation > Mathematical models.
Investments > Data processing.
Electronic trading of securities.
Investissements > Modèles mathématiques.
Spéculation > Modèles mathématiques.
Investissements > Informatique.
Valeurs mobilières > Commerce électronique.
MATHEMATICS > General.
MATHEMATICS > Probability & Statistics > General.
Electronic trading of securities
Investments > Data processing
Investments > Mathematical models
Speculation > Mathematical models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Introduction
  • 2. Statistical models and methods for quantitative trading
  • 3. Active portfolio management and investment strategies
  • 4. Econometrics of transactions in electronic platforms
  • 5. Limit order book : data analytics and dynamic models
  • 6. Optimal execution and placement
  • 7. Market making and smart order routing
  • 8. Informatics, regulation and risk management
  • A. Martingale theory
  • B. Markov chain and related topics
  • C. Doubly stochastic self-exciting point processes
  • D. Weak convergence and limit theorems.

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