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The science of algorithmic trading and portfolio management /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
San Diego, CA :
Academic Press, an imprint of Elsevier,
2014.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |z 9780124016897 | ||
| 020 | |z 0124016898 | ||
| 024 | 3 | |a 9780124016897 | |
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| 100 | 1 | |a Kissell, Robert, |d 1967- |e author. | |
| 245 | 1 | 4 | |a The science of algorithmic trading and portfolio management / |c Robert Kissell. |
| 264 | 1 | |a San Diego, CA : |b Academic Press, an imprint of Elsevier, |c 2014. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Online resource; title from READ title page (Overdrive, viewed March 13, 2014). | |
| 505 | 0 | |a 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. | |
| 520 | |a 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 techniques to improve profitability through algorithmic trading and appropriate risk management techniques. | ||
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Investments. | |
| 650 | 2 | |a Investments |0 (DNLM)D007449 | |
| 650 | 6 | |a Gestion de portefeuille. |0 (CaQQLa)201-0095772 | |
| 650 | 6 | |a Investissements. |0 (CaQQLa)201-0004448 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Investments |2 fast |0 (OCoLC)fst00978234 | |
| 650 | 7 | |a Portfolio management |2 fast |0 (OCoLC)fst01072072 | |
| 776 | 0 | 8 | |i Print version: |z 9781299964686 |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780124016897 |z Texto completo |