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

by Guo, Xin

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

Full title :Quantitative trading : algorithms, analytics, data, models, optimization / Xin Guo, University of California, Berkeley, USA, Tze Leung Lai, Stanford University, California, USA, Howard Shek, Tower Research Capital, New York City, New York, USA, Samuel Po-Shing Wong, 5Lattice Securities Limited, Hong Kong, China.

Edition Statements

Publication Date:©2017

Publication Statements

Publisher(s):CRC Press
Place of Publication:Boca Raton, FL
Language:eng
Publication Date:©2017

Notes

"A Chapman & Hall book."

The Physical Object

Description:1 online resource : : text file, PDF

Edition Identifiers

ISBN:9781315371580, 1315371588, 9781498706490, 1498706495, 9781315354354, 1315354357
oclc:ocn967412428
LC Classification:HG4515.2
Dewey Decimal:332.6450151

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.

Subjects

Electronic trading of securities Investissements -- Informatique Investissements -- Modèles mathématiques Investments -- Data processing Investments -- Mathematical models MATHEMATICS -- General MATHEMATICS -- Probability & Statistics Speculation -- Mathematical models Spéculation -- Modèles mathématiques Valeurs mobilières -- Commerce électron…