Algorithmic and High-Frequency Trading (Hardcover)
Álvaro Cartea, Sebastian Jaimungal, José Penalva
- 出版商: Cambridge
- 出版日期: 2015-06-08
- 售價: $2,460
- 貴賓價: 9.5 折 $2,337
- 語言: 英文
- 頁數: 356
- 裝訂: Hardcover
- ISBN: 1107091144
- ISBN-13: 9781107091146
-
相關分類:
Algorithms-data-structures 資料結構與演算法
下單後立即進貨 (約1週~2週)
買這商品的人也買了...
-
$620$527 -
$249$212 -
$400$380 -
$1,890$1,796 -
$380$361 -
$680$578 -
$780$663 -
$600$570 -
$420$357 -
$560$476 -
$400$360 -
$490$417 -
$120$114 -
$780$616 -
$360$306 -
$480$408 -
$380$323 -
$350$298 -
$680$578 -
$280$218 -
$2,100$1,995 -
$450$383 -
$580$493 -
$1,280$1,254 -
$1,280$1,254
商品描述
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.