Quantitative Trading

定量交易:算法、分析、数据、模型、优化

货币银行学

原   价:
780.00
售   价:
624.00
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平台大促 低至8折优惠
发货周期:国外库房发货,通常付款后3-5周到货!
出  版 社
出版时间
2020年03月31日
装      帧
平装
ISBN
9780367871819
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页      码
184
语      种
英文
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图书简介
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.
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