Quantitative trading : algorithms, analytics, data, models, optimization /
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...
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| Format: | Book |
| Language: | English |
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Boca Raton, FL :
CRC Press, Taylor & Francis Group, CRC Press is an imprint of the Taylor & Francis Group, an informa business A CHAPMAN & HALL Book,
[2017]
Boca Raton, FL : CRC Press, [2017] |
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