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Algorithmic Trading Methods

Algorithmic Trading Methods
Author: Robert L. Kissell
Publisher: Academic Press
ISBN: 0128156317
Size: 39.43 MB
Format: PDF, Docs
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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. Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements. Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance. Advanced multiperiod trade schedule optimization and portfolio construction techniques. Techniques to decode broker-dealer and third-party vendor models. Methods to incorporate TCA into proprietary alpha models and portfolio optimizers. TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++, .Net, Hadoop, and as standalone .EXE and .COM applications.
Algorithmic Trading Methods
Language: en
Pages: 612
Authors: Robert L. Kissell
Categories: Business & Economics
Type: BOOK - Published: 2020-09-08 - Publisher: Academic Press
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
A Guide to Creating A Successful Algorithmic Trading Strategy
Language: en
Pages: 192
Authors: Perry J. Kaufman
Categories: Business & Economics
Type: BOOK - Published: 2016-02-01 - Publisher: John Wiley & Sons
Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in
Algorithmic Trading
Language: en
Pages: 224
Authors: Ernie Chan
Categories: Business & Economics
Type: BOOK - Published: 2013-05-28 - Publisher: John Wiley & Sons
Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life
An Introduction to Algorithmic Trading
Language: en
Pages: 272
Authors: Edward Leshik, Jane Cralle
Categories: Business & Economics
Type: BOOK - Published: 2011-09-19 - Publisher: John Wiley & Sons
Interest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth’. The
The Science of Algorithmic Trading and Portfolio Management
Language: en
Pages: 496
Authors: Robert Kissell
Categories: Business & Economics
Type: BOOK - Published: 2013-10-01 - Publisher: Academic Press
The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build
Algorithmic Trading & DMA
Language: en
Pages: 574
Authors: Barry Johnson
Categories: Investment analysis
Type: BOOK - Published: 2010 - Publisher: 4myeloma Press
Books about Algorithmic Trading & DMA
Learn Algorithmic Trading
Language: en
Pages: 394
Authors: Sourav Ghosh, Sebastien Donadio
Categories: Computers
Type: BOOK - Published: 2019-11-07 - Publisher:
Understand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies Key Features Understand the power of algorithmic trading in financial markets with real-world examples Get up and running with the algorithms used to carry out algorithmic trading Learn to
Machine Learning for Algorithmic Trading - Second Edition
Language: en
Pages: 820
Authors: Stefan Jansen
Categories: Computers
Type: BOOK - Published: 2020-07-31 - Publisher:
Books about Machine Learning for Algorithmic Trading - Second Edition
Python for Algorithmic Trading
Language: en
Pages: 380
Authors: Yves Hilpisch
Categories: Computers
Type: BOOK - Published: 2020-11-12 - Publisher: "O'Reilly Media, Inc."
Algorithmic trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how
Building Winning Algorithmic Trading Systems
Language: en
Pages: 288
Authors: Kevin J. Davey
Categories: Business & Economics
Type: BOOK - Published: 2014-06-11 - Publisher: John Wiley & Sons
Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey