- Home
- Business & Economics
- Investments & Securities
- Quantitative Trading (Algorithms, Analytics, Data, Models, Optimization)
Quantitative Trading (Algorithms, Analytics, Data, Models, Optimization)
List Price:
$166.99
- Availability: Confirm prior to ordering
- Branding: minimum 50 pieces (add’l costs below)
- Check Freight Rates (branded products only)
Branding Options (v), Availability & Lead Times
- 1-Color Imprint: $2.00 ea.
- Promo-Page Insert: $2.50 ea. (full-color printed, single-sided page)
- Belly-Band Wrap: $2.50 ea. (full-color printed)
- Set-Up Charge: $45 per decoration
- Availability: Product availability changes daily, so please confirm your quantity is available prior to placing an order.
- Branded Products: allow 10 business days from proof approval for production. Branding options may be limited or unavailable based on product design or cover artwork.
- Unbranded Products: allow 3-5 business days for shipping. All Unbranded items receive FREE ground shipping in the US. Inquire for international shipping.
- RETURNS/CANCELLATIONS: All orders, branded or unbranded, are NON-CANCELLABLE and NON-RETURNABLE once a purchase order has been received.
Product Details
Author:
Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
Format:
Hardcover
Pages:
379
Publisher:
CRC Press (December 15, 2016)
Imprint:
Chapman and Hall/CRC
Language:
English
ISBN-13:
9781498706483
Weight:
24oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260903042155926-20260903.xml
Folder:
TAYLORFRANCIS
List Price:
$166.99
Country of Origin:
United States
Pub Discount:
30
Case Pack:
10
As low as:
$158.64
Publisher Identifier:
P-CRC
Discount Code:
H
Overview
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
