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...
| Main Authors: | , , , |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
[2017]
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| Edition: | 1st ed |
| Subjects: |