Quantitative Trading

Algorithms, Analytics, Data, Models, Optimization

By: Howard Shek, Xin Guo, Tze Leung Lai, Samuel Po-Shing Wong

Write A Review

Hardcover | 15 December 2016 | Edition Number 1

At a Glance

Hardcover
380 Pages

Dimensions(cm)
16.4 x 24.3 x 2.7

Hardcover

$385.75

or 4 interest-free payments of $96.44 with

Ships in 15 to 25 business days

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.

Industry Reviews

"All in all, it is certainly a welcome addition to the nascent literature on this intriguing subject and recommended reading for those interested in quantitative trading strategies-academics, practitioners, and students alike."
~The American Statistician, Mikko S. Pakkanen

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.