Algorithmic And High-Frequency Trading
  • Algorithmic And High-Frequency Trading
  • Algorithmic And High-Frequency Trading
  • Algorithmic And High-Frequency Trading
ISBN: 1107091144
EAN13: 9781107091146
Language: English
Release Date: Jun 8, 2015
Pages: 356
Dimensions: 0.87" H x 9.84" L x 7.01" W
Weight: 1.94 lbs.
Format: Hardcover
Select Format Format: Hardcover Select Conditions Condition: New


Format: Hardcover

Condition: New

99 Available

Select Conditions
  • New $72.99 Algorithmic And High-Frequency Trading
Book Overview

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

Frequently Asked Questions About Algorithmic And High-Frequency Trading

Book Reviews (0)

  |   0  reviews
Did you read Algorithmic And High-Frequency Trading? Please provide your feedback and rating to help other readers.
Write Review

No customer reviews for the moment.