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Financial markets and trading : an introduction to market microstructure and trading strategies /
"Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with di...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
2011.
|
| Colección: | Wiley finance ;
637 |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Schmidt, Anatoly B. | |
| 245 | 1 | 0 | |a Financial markets and trading : |b an introduction to market microstructure and trading strategies / |c Anatoly B. Schmidt. |
| 260 | |a Hoboken, N.J. : |b Wiley, |c 2011. | ||
| 300 | |a 1 online resource (xiii, 194 pages) : |b illustrations | ||
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| 490 | 0 | |a Wiley finance ; |v 637 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. | |
| 520 | |a "Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"-- |c Provided by publisher | ||
| 588 | 0 | |a Print version record. | |
| 542 | |f Copyright © John Wiley & Sons |g 2011 | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
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| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
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| 776 | 0 | 8 | |i Print version: |a Schmidt, Anatoly B. |t Financial markets and trading. |d Hoboken, N.J. : Wiley, 2011 |w (DLC) 2011008890 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780470924129/?ar |z Texto completo (Requiere registro previo con correo institucional) |
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