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Algorithmic Trading Methods Applications Using Advanced Statistics

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Algorithmic Trading Methods Applications Using Advanced Statistics

Sách keo gáy, Bìa mềm
 
Thể loại:Business & Economics - Mathematical Economics
 
Năm:2020
 
In lần thứ:2
 
Ngôn ngữ:english
 
Trang:612 / 614
 
 
Algorithmic Trading Methods: Applications using Advanced Statistics,
Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This
edition includes new chapters on algorithmic trading, advanced trading
analytics, regression analysis, optimization, and advanced statistical
methods. Increasing its focus on trading strategies and models, this
edition includes new insights into the ever-changing financial
environment, pre-trade and post-trade analysis, liquidation cost &
risk analysis, and compliance and regulatory reporting requirements.
Highlighting new investment techniques, this book includes material to
assist in the best execution process, model validation, quality and
assurance testing, limit order modeling, and smart order routing
analysis. Includes advanced modeling techniques using machine learning,
predictive analytics, and neural networks. The text provides readers
with a suite of transaction cost analysis functions packaged as a TCA
library. These programming tools are accessible via numerous software
applications and programming languages.