عنوان
پدید آورنده
موضوع
رده
HG 4515.5 .K577 2014
HG
4515
.
5
.
K577
2014
کتابخانه
محل استقرار
electronic
author
Kissell, Robert
7691-
The science of algorithmic trading and portfolio management
xviii, 473 pages : illustrations ; 25 cm
Includes bibliographical references )pages 453-463( and index
Robert Kissell
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models
9780124016897 )hbk.(
، Investments
، Algorithms
Mathematical models ، Stocks
، Program trading )Securities(
Mathematical models ، Portfolio management
HG
4515
.
5
.
K577
2014
AU
TI
