Algorithmic trading methods: applications using advanced statistics, optimization, and machine learning techniques

by Kissell, Robert

Type Book

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Title Statements

Full title :Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques / Robert L. Kissell.

Edition Statements

Publication Date:2021
Edition:Second edition

Publication Statements

Publisher(s):Academic Press
Place of Publication:London, United Kingdom
Language:eng
Publication Date:2021

Notes

Previous edition: published as The science of algorithmic trading and portfolio management. 2014.

The Physical Object

Description:1 online resource (1 volume)

Edition Identifiers

ISBN:9780128156315, 0128156317
oclc:on1196341180
LC Classification:HG4521
Dewey Decimal:332.60285

Intro -- Title page -- Table of Contents -- Copyright -- Preface -- Acknowledgments -- Chapter 1. Introduction -- What is Electronic Trading? -- What is Algorithmic Trading? -- Trading Algorithm Classifications -- Trading Algorithm Styles -- Investment Cycle -- Investment Objective -- Information Content -- Investment Styles -- Investment Strategies -- Research Data -- Broker Trading Desks -- Research Function -- Sales Function -- Implementation Types -- Algorithmic Decision-Making Process -- Chapter 2. Algorithmic Trading -- Advantages -- Disadvantages -- Growth in Algorithmic Trading

Market Participants -- Classifications of Algorithms -- Types of Algorithms -- Algorithmic Trading Trends -- Day of Week Effect -- Intraday Trading Profiles -- Trading Venue Classification -- Types of Orders -- Revenue Pricing Models -- Execution Options -- Algorithmic Trading Decisions -- Algorithmic Analysis Tools -- High Frequency Trading -- Direct Market Access -- Chapter 3. Transaction Costs -- What are transaction costs? -- What is best execution? -- What is the goal of implementation? -- Unbundled Transaction Cost Components -- Transaction Cost Classification

Transaction Cost Categorization…

Subjects

Actions (Titres de société) -- Modèles … Algorithmes ALGORITHMS Gestion de portefeuille -- Modèles math… Investissements Investments Négociation assistée par ordinateur (Va… Portfolio management -- Mathematical mo… Program trading (Securities) Stocks -- Mathematical models