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Sinopsis
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.
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Acerca del autor
Robert Kissell, Ph.D., is President of Kissell Research Group, a global financial and economic consulting firm specializing in quantitative modeling, statistical analysis, and algorithmic trading. He is also a professor at Molloy College in the School of Business and an adjunct professor at the Gabelli School of Business at Fordham University. He has held several senior leadership positions with prominent bulge bracket investment banks including UBS Securities where he was Executive Director of Execution Strategies and Portfolio Analysis, and at JP Morgan where he was Executive Director and Head of Quantitative Trading Strategies. He was previously at Citigroup/Smith Barney where he was Vice President of Quantitative Research, and at Instinet where he was Director of Trading Research. He began his career as an Economic Consultant at R.J. Rudden Associates specializing in energy, pricing, risk, and optimization. Dr. Kissell has written several books and published dozens of journal articles on Algorithmic Trading, Risk, and Finance. He is a coauthor of the CFA Level III reading titled “Trade Strategy and Execution,” CFA Institute 2019.”
De la contraportada
Its emphasis on algorithmic trading processes and current trading models sets this book apart from others. As the first author to discuss algorithmic trading across the various asset classes, Robert Kissell provides key insights into ways to develop, test, and build trading algorithms. He summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. He shows readers the underlying details and mathematics required to develop, build, and test customized algorithms, providing them with advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. The accompanying website includes examples, data sets underlying exercises in the book, and large projects. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, as well as acquiring the ability to implement electronic trading systems.
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The Science of Algorithmic Trading and Portfolio Management
Publicado por
Academic Press 2013-11-14, 2013
ISBN 10: 0124016898
ISBN 13: 9780124016897
Nuevo
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Librería: Chiron Media, Wallingford, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: New. Nº de ref. del artículo: 6666-ELS-9780124016897
Cantidad disponible: Más de 20 disponibles
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The Science of Algorithmic Trading and Portfolio Management
Impresión bajo demandaLibrería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Textbook Binding. Condición: Brand New. 1st edition. 496 pages. 9.25x7.50x1.00 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __0124016898
Cantidad disponible: 2 disponibles
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The Science of Algorithmic Trading and Portfolio Management
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. pp. 494 3:B&W 7.5 x 9.25 in or 235 x 191 mm Perfect Bound on White w/Gloss Lam. Nº de ref. del artículo: 56733635
Cantidad disponible: 3 disponibles
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The Science of Algorithmic Trading and Portfolio Management
Impresión bajo demandaLibrería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives. 496 pp. Englisch. Nº de ref. del artículo: 9780124016897
Cantidad disponible: 2 disponibles
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The Science of Algorithmic Trading and Portfolio Management
Publicado por
Elsevier Science Publishing Co Inc, 2013
ISBN 10: 0124016898
ISBN 13: 9780124016897
Nuevo
Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. New copy - Usually dispatched within 4 working days. 1210. Nº de ref. del artículo: B9780124016897
Cantidad disponible: Más de 20 disponibles
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The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9780124016897_new
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The Science of Algorithmic Trading and Portfolio Management
Impresión bajo demandaLibrería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives. Nº de ref. del artículo: 9780124016897
Cantidad disponible: 2 disponibles
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The Science of Algorithmic Trading and Portfolio Management
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 494. Nº de ref. del artículo: 2651777564
Cantidad disponible: 3 disponibles
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Science of Algorithmic Trading and Portfolio Management
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 19592419-n
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 19592419-n
Cantidad disponible: Más de 20 disponibles