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Wong, Samuel Po-Shing

Libros de: Wong, Samuel Po-Shing

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  • Quantitative Trading "Algorithms, Analytics, Data, Models, Optimization "

    Quantitative Trading "Algorithms, Analytics, Data, Models, Optimization "

    Guo, Xin Lai, Tze Leung Shek, Howard Wong, Samuel Po-Shing

    Taylor & Francis (2016)

    valoración

    • 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 ...