Articles liés à The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management - Couverture rigide

Kissell, Robert

 
9780124016897: The Science of Algorithmic Trading and Portfolio Management
Couverture rigide
ISBN 10 : 0124016898 ISBN 13 : 9780124016897
Editeur : Academic Press Inc, 2013

Synopsis

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 trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. It prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. It helps readers design systems to manage algorithmic risk and dark pool uncertainty. It summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Robert Kissell is an Executive Director responsible for analytics product initiatives within UBS Direct Execution and UBS Portfolio Trading. Prior to joining UBS, he was with JP Morgan where he served as Head of Quantitative Trading Strategies.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
2013
Langue
anglais
ISBN 10 
0124016898
ISBN 13 
9780124016897
Reliure
Relié
Nombre de pages
496
Coordonnées du fabricant
non disponible
Personne responsable
Barbara Criscuolo
b.criscuolo@lswr.it

Via Spadolini, 7
Milano
20141
Italie