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Algorithmic Trading and Quantitative Strategies Chapman and Hall/CRC Financial Mathematics Series

Langue : Anglais

Auteurs :

This book brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies. The book provides a comprehensive description of the methodologies both published and unpublished, but being practiced. The strength of the book is the intuitive approach to developing algorithms ? based on statistical techniques, machine learning ideas, and optimization methods.

Introduction. Modeling and Prediction Tools for Strategy Development. Modeling the Asset Return. Statistical Trading Strategies and Back-Testing. News Analytics to Market Sentiment to Trading. Active Portfolio Management and Dynamic Investment Strategies. Electronic Exchanges and Dynamics of Limit Order Books. Algorithmic Trading In Electronic Platforms. Informatics and Computation for Algorithmic Trading. Risk Management and Regulatory Issues. Algorithmic Trading: Some Potential Research Issues.

Date de parution :

15.6x23.5 cm

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Prix indicatif 108,54 €

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