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The science of algorithmic trading and portfolio management

紀錄類型:	書目-電子資源 : 單行本
作者:	KissellRobert, 1967-
出版地:	Amsterdam
出版者:	Academic Press is an imprint of Elsevier;
出版年:	2014.
面頁冊數:	xviii, 473 p.ill. : 25 cm.;
標題:	Investments. -
標題:	Algorithms. -
標題:	Stocks - Mathematical models. -
標題:	Program trading (Securities) -
標題:	Portfolio management - Mathematical models. -
電子資源:	http://www.sciencedirect.com/science/book/9780124016897
ISBN:	9780124016897electronic bk.
ISBN:	9780124016897
內容註:	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.

The science of algorithmic trading and portfolio management
Kissell, Robert

The science of algorithmic trading and portfolio management / Robert Kissell. - Amsterdam : Academic Press is an imprint of Elsevier, 2014.. - xviii, 473 p. ; ill. ; 25 cm..
Algorithmic trading.
Includes bibliographical references (p. 453-463) and index..
ISBN 9780124016897ISBN 9780124016897
Investments.Algorithms.StocksProgram trading (Securities)Portfolio management -- Mathematical models. -- Mathematical models.

The science of algorithmic trading and portfolio management
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215 1 $a xviii, 473 p. $c ill. $d 25 cm.
320 $a Includes bibliographical references (p. 453-463) and index.
327 0 $a Algorithmic trading $a Market microstructure $a Algorithmic transaction cost analysis $a Market impact models $a Estimating I-star model parameters $a Price volatility $a Advanced algorithmic forecasting techniques $a Algorithmic decision making framework $a Portfolio algorithms $a Portfolio construction $a Quantitative portfolio management techniques $a Cost index and multi-asset trading costs $a High frequency trading and black box models.
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606 $a Algorithms. $3 47132
606 $a Stocks $x Mathematical models. $2 lc $3 360627
606 $a Program trading (Securities) $3 145432
606 $a Portfolio management $x Mathematical models. $2 lc $3 360628
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680 $a HG4515.5 $b .K577 2014
700 1 $a Kissell $b Robert $f 1967- $3 360626
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856 7 $2 http $u http://www.sciencedirect.com/science/book/9780124016897

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