عنوان
پدید آورنده
موضوع
رده
HG 4515.5 .K577 2014
HG
4515
.
5
.
K577
2014
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
electronic
TITLE AND STATEMENT OF RESPONSIBILITY
author
First Statement of Responsibility
Kissell, Robert
Title Proper by Another Author
7691-
Title Proper
The science of algorithmic trading and portfolio management
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xviii, 473 pages : illustrations ; 25 cm
GENERAL NOTES
Text of Note
Includes bibliographical references )pages 453-463( and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Robert Kissell
CONTENTS NOTE
Text of Note
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
SERIES
CODEN
9780124016897 )hbk.(
TOPICAL NAME USED AS SUBJECT
Entry Element
، Investments
Entry Element
، Algorithms
Entry Element
Mathematical models ، Stocks
Entry Element
، Program trading )Securities(
Entry Element
Mathematical models ، Portfolio management
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
4515
.
5
.
K577
2014
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
AU
TI
