The science of algorithmic trading and portfolio management /

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This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techni...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kissell, Robert, 1967- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: San Diego, CA : Academic Press, an imprint of Elsevier, 2014.
Temas:
Portfolio management.
Investments.
Investments
Gestion de portefeuille.
Investissements.
BUSINESS & ECONOMICS > Finance.
Portfolio management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Chapter 1. Algorithmic trading
  • chapter 2. Market microstructure
  • chapter 3. Algorithmic transaction cost analysis
  • chapter 4. Market impact models
  • chapter 5. Estimating I-star model parameters
  • chapter 6. Price volatility
  • chapter 7. Advanced algorithmic forecasting techniques
  • chapter 8. Algorithmic decision making framework
  • chapter 9. Portfolio algorithms
  • chapter 10. Portfolio construction
  • chapter 11. Quantitative portfolio management techniques
  • chapter 12. Cost index and multi-asset trading costs
  • chapter 13. High frequency trading and black box models.

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