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Guo, Xin
Libros de: Guo, Xin
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Quantitative Trading "Algorithms, Analytics, Data, Models, Optimization "
Guo, Xin Lai, Tze Leung Shek, Howard Wong, Samuel Po-Shing
Taylor & Francis (2016)
- EAN: 9781498706483
- Páginas: 374
- Fecha de edición: 2016
pvp.87,95 €
Disponible entre 11 y 20 dias
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 ...
