Algorithmic Trading Methods
Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Provides insights into all necessary components of algorithmic trading, including transaction costs analysis, market impact, risk and optimization, and a thorough and detailed discussion of trading algorithms Includes increased coverage of mathematics, statistics and machine learning Presents broad coverage of Alpha Model construction
Specificaties
ISBN/EAN | 9780128156308 |
Auteur | Kissell, Robert (President, Kissell Research Group; Professor, Molloy College; Adjunct Professor, Fordham University) |
Uitgever | Van Ditmar Boekenimport B.V. |
Taal | Engels |
Uitvoering | Paperback / gebrocheerd |
Pagina's | 612 |
Lengte | |
Breedte |