The Science of Algorithmic Trading and Portfolio Management

4,12 valoración promedio
( 8 valoraciones por GoodReads )
 
9780124016897: The Science of Algorithmic Trading and Portfolio Management
Críticas:

"Kissell... introduces the mathematical models for constructing, calibrating, and testing market impact models that calculate the change in stock price caused by a large trade or order, and presents an advanced portfolio optimization process that incorporates market impact and transaction costs directly into portfolio optimization."--ProtoView.com, March 2014 "This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges."--Kumar Venkataraman, Southern Methodist University

Críticas:

"This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges." --Kumar Venkataraman, Southern Methodist University

"Sobre este título" puede pertenecer a otra edición de este libro.

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1.

Robert Kissell
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Cantidad: 1
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Cherry_Books
(Missouri City, TX, Estados Unidos de America)
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Descripción Estado de conservación: New. Brand New Book. Nº de ref. de la librería 0124016898SRB

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2.

Robert Kissell
Editorial: Academic Press 2013-08-12 (2013)
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 5
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Chiron Media
(Wallingford, Reino Unido)
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Descripción Academic Press 2013-08-12, 2013. Hardcover. Estado de conservación: New. Nº de ref. de la librería NU-ELS-00004813

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3.

Robert Kissell
Editorial: Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 10
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The Book Depository
(London, Reino Unido)
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Descripción Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Estado de conservación: New. 236 x 192 mm. Language: English . Brand New Book. 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. Nº de ref. de la librería AAZ9780124016897

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4.

Robert Kissell
Editorial: Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
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[?]

Descripción Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Estado de conservación: New. 236 x 192 mm. Language: English . Brand New Book. 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. Nº de ref. de la librería AAZ9780124016897

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5.

Robert Kissell
Editorial: Elsevier Science Publishing Co Inc 2013-11-14, San Diego (2013)
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 10
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Blackwell's
(Oxford, OX, Reino Unido)
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[?]

Descripción Elsevier Science Publishing Co Inc 2013-11-14, San Diego, 2013. hardback. Estado de conservación: New. Nº de ref. de la librería 9780124016897

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6.

Kissell, Robert
Editorial: Elsevier Science Publishing Co Inc (2013)
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Valoración
[?]

Descripción Elsevier Science Publishing Co Inc, 2013. Estado de conservación: New. Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps 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. Num Pages: 496 pages, black & white illustrations, black & white line drawings, black & white tables, figures. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 197 x 236 x 30. Weight in Grams: 920. . 2013. 1st Edition. Hardcover. . . . . . Nº de ref. de la librería V9780124016897

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7.

Robert Kissell
Editorial: Elsevier Science Publishing Co Inc
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 6
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THE SAINT BOOKSTORE
(Southport, Reino Unido)
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[?]

Descripción Elsevier Science Publishing Co Inc. Hardback. Estado de conservación: new. BRAND NEW, The Science of Algorithmic Trading and Portfolio Management, Robert Kissell, 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. Nº de ref. de la librería B9780124016897

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Robert Kissell
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 11
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Ria Christie Collections
(Uxbridge, Reino Unido)
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Descripción Hardback. Estado de conservación: New. Not Signed; 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. book. Nº de ref. de la librería ria9780124016897_rkm

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Kissell, Robert
ISBN 10: 0124016898 ISBN 13: 9780124016897
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Speedy Hen LLC
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Descripción Estado de conservación: New. Bookseller Inventory # ST0124016898. Nº de ref. de la librería ST0124016898

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10.

Kissell, Robert
Editorial: Elsevier Science Publishing Co Inc
ISBN 10: 0124016898 ISBN 13: 9780124016897
Nuevos Tapa dura Cantidad: 1
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Kennys Bookstore
(Olney, MD, Estados Unidos de America)
Valoración
[?]

Descripción Elsevier Science Publishing Co Inc. Estado de conservación: New. Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps 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. Num Pages: 496 pages, black & white illustrations, black & white line drawings, black & white tables, figures. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 197 x 236 x 30. Weight in Grams: 920. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780124016897

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