Kód: 10039571
Quantitative Trading
Autor Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po Shing Wong
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 algor ... celý popis
- Jazyk:
Angličtina - Vazba: Pevná
- Počet stran: 357
Nakladatelství: Taylor & Francis Inc, 2016
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Anotace knihy
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 cost
Parametry knihy
3635 Kč
- Plný název: Quantitative Trading
- Autor: Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po Shing Wong
- Jazyk: Angličtina
- Vazba: Pevná
- Počet stran: 357
- EAN: 9781498706483
- ISBN: 9781498706483
- ID: 10039571
- Nakladatelství: Taylor & Francis Inc
- Hmotnost: 706 g
- Rozměry: 164 × 243 × 27 mm
- Datum vydání: 15. December 2016
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