The Science of Algorithmic Trading and Portfolio Management

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The Science of Algorithmic Trading and Portfolio Management
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  • Forventet levering 12-12-2019
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Format:
Bog, hardback
Udgivelsesdato:
01-07-2013
Sprog:
Engelsk
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Custom design, manufacture, and deployment of new high performance materials for advanced technologies is critically dependent on the availability of invertible, high fidelity, structure-property-processing (SPP) linkages. Establishing these linkages presents a major challenge because of the need to cover unimaginably large dimensional spaces. Hierarchical Materials Informatics addresses objective, computationally efficient, mining of large ensembles of experimental and modeling datasets to extract this core materials knowledge. Furthermore, it aims to organize and present this high value knowledge in highly accessible forms to end users engaged in product design and design for manufacturing efforts. As such, this emerging field has a pivotal role in realizing the goals outlined in current strategic national initiatives such as the Materials Genome Initiative (MGI) and the Advanced Manufacturing Partnership (AMP). This book presents the foundational elements of this new discipline as it relates to the design, development, and deployment of hierarchical materials critical to advanced technologies.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.

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Udgivelsesdato:
01-07-2013
ISBN13:
9780124016897
Vægt:
1160 g
Dybde:
30 mm
Bredde:
191 mm
Højde:
235 mm
Format:
Hardback
  • Forfattere

  • Bibliotekernes beskrivelse

    Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps 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.

Vis mereVis mindre

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