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

by Xin Guo, Howard Shek, Tze Leung Lai, et al.

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1498706487
• ISBN13: 9781498706483
• Release Date: December 2016
• Publisher: CRC Press
• Length: 357 Pages
• Weight: 1.45 lbs.
• Dimensions: 1.0" x 6.0" x 9.3"