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The science of algorithmic trading a...

Kissell, Robert, (1967-)

The science of algorithmic trading and portfolio management

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	The science of algorithmic trading and portfolio managementRobert Kissell.
作者:	Kissell, Robert,
出版者:	Amsterdam ;Academic Press is an imprint of Elsevier,2014.
面頁冊數:	xviii, 473 p. :ill. ;25 cm.
標題:	Investments.
電子資源:	http://www.sciencedirect.com/science/book/9780124016897
ISBN:	9780124016897 (electronic bk.)

The science of algorithmic trading and portfolio management
Kissell, Robert,1967-

The science of algorithmic trading and portfolio management[electronic resource] /Robert Kissell. - Amsterdam ;Academic Press is an imprint of Elsevier,2014. - xviii, 473 p. :ill. ;25 cm.

Includes bibliographical references (p. 453-463) and index.

Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.

ISBN: 9780124016897 (electronic bk.)

LCCN: 2012276303Subjects--Topical Terms:

187451
Investments.

LC Class. No.: HG4515.5 / .K577 2014

Dewey Class. No.: 332.60285

The science of algorithmic trading and portfolio management
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504 $a Includes bibliographical references (p. 453-463) and index.
505 2 $a Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
650 0 $a Investments. $3 187451
650 0 $a Algorithms. $3 184661
650 0 $a Stocks $x Mathematical models. $3 210078
650 0 $a Program trading (Securities) $3 667962
650 0 $a Portfolio management $x Mathematical models. $3 198981
856 4 0 $u http://www.sciencedirect.com/science/book/9780124016897