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The Science of Algorithmic Trading and Portfolio Management

THE SCIENCE OF ALGORITHMIC TRADING & PORTFOLIO MANAGMNT

Finance

Business & Economics

Investment

Gt Product Group

Binding Format

Marketing Imprint Name

B2B GT

CL Carton Count

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B2B & B2C

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.

POST SECONDARY FOUR YEAR

COLFR

COLSO

COLJR

COLSR

Duration

Duration Unit Of Measure

Transaction Type

Front Cover.
Half Title Page.
Title Page.
Copyright Page.
Dedication Page.
Contents.
Preface.
Acknowledgments.
Algorithmic Trading.
1: Market Microstructure.
2: Algorithmic Transaction Cost Analysis.
3: Market Impact Models.
4: Estimating I-Star Model Parameters.
5: Price Volatility.
6: Advanced Algorithmic Forecasting Techniques.
7: Algorithmic Decision Making Framework.
8: Portfolio Algorithms.
9: Portfolio Construction.
10: Quantitative Portfolio Management Techniques.
11: Cost Index &#x0026; Multi-Asset Trading Costs.
12: High Frequency Trading and Black Box Models.
References.
Index.

The Science of Algorithmic Trading and Portfolio Management.css-1p8rvzy{position:absolute;padding-left:8px;}

The Science of Algorithmic Trading and Portfolio Management