Artículos relacionados a Algorithmic Trading and DMA: An introduction to direct...

Algorithmic Trading and DMA: An introduction to direct access trading strategies - Tapa blanda

 
9780956399205: Algorithmic Trading and DMA: An introduction to direct access trading strategies

Sinopsis

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders).

This book starts from the ground up to provide detailed explanations of both these techniques:

  • An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
  • Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
  • Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
  • Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
  • Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
  • Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
  • Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.

There is also a website for this book at www.algo-dma.com

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders).

This book starts from the ground up to provide detailed explanations of both these techniques:

  • An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
  • Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
  • Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
  • Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
  • Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
  • Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
  • Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.

There is also a website for this book at www.algo-dma.com

Reseña del editor

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution.

This book starts from the ground up to provide detailed explanations of both these techniques:

  • An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
  • Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
  • Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
  • Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
  • Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
  • Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
  • Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.

There is also a website for this book at www.algo-dma.com

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

Comprar usado

Condición: Aceptable
Former library book; Pages can...
Ver este artículo

EUR 18,22 gastos de envío desde Estados Unidos de America a España

Destinos, gastos y plazos de envío

Comprar nuevo

Ver este artículo

EUR 11,46 gastos de envío desde Reino Unido a España

Destinos, gastos y plazos de envío

Resultados de la búsqueda para Algorithmic Trading and DMA: An introduction to direct...

Imagen de archivo

Barry Johnson
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Paperback

Librería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Paperback. Condición: Good. No Jacket. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 2.85. Nº de ref. del artículo: G0956399207I3N10

Contactar al vendedor

Comprar usado

EUR 25,84
Convertir moneda
Gastos de envío: EUR 18,22
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Tapa blanda

Librería: SecondSale, Montgomery, IL, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00090819000

Contactar al vendedor

Comprar usado

EUR 24,13
Convertir moneda
Gastos de envío: EUR 29,80
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 3 disponibles

Añadir al carrito

Imagen de archivo

Barry C. Johnson
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Tapa blanda

Librería: medimops, Berlin, Alemania

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Condición: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Nº de ref. del artículo: M00956399207-G

Contactar al vendedor

Comprar usado

EUR 51,06
Convertir moneda
Gastos de envío: EUR 6,00
De Alemania a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Tapa blanda

Librería: Wonder Book, Frederick, MD, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Condición: Very Good. Very Good condition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp. Nº de ref. del artículo: J10A-03422

Contactar al vendedor

Comprar usado

EUR 38,64
Convertir moneda
Gastos de envío: EUR 21,28
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Tapa blanda

Librería: SecondSale, Montgomery, IL, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Condición: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00052826403

Contactar al vendedor

Comprar usado

EUR 30,70
Convertir moneda
Gastos de envío: EUR 29,80
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry:
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado paperback

Librería: Studibuch, Stuttgart, Alemania

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

paperback. Condición: Sehr gut. 592 Seiten; 9780956399205.2 Gewicht in Gramm: 2. Nº de ref. del artículo: 969234

Contactar al vendedor

Comprar usado

EUR 54,69
Convertir moneda
Gastos de envío: EUR 17,90
De Alemania a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Barry Johnson
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Nuevo Paperback

Librería: Revaluation Books, Exeter, Reino Unido

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Paperback. Condición: Brand New. 592 pages. 9.69x7.44x1.34 inches. In Stock. Nº de ref. del artículo: 0956399207

Contactar al vendedor

Comprar nuevo

EUR 68,61
Convertir moneda
Gastos de envío: EUR 11,46
De Reino Unido a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press (edition unknown), 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Paperback

Librería: BooksRun, Philadelphia, PA, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Paperback. Condición: Good. unknown. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Nº de ref. del artículo: 0956399207-11-1

Contactar al vendedor

Comprar usado

EUR 23,68
Convertir moneda
Gastos de envío: EUR 63,85
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Nuevo Paperback

Librería: Toscana Books, AUSTIN, TX, Estados Unidos de America

Calificación del vendedor: 5 de 5 estrellas Valoración 5 estrellas, Más información sobre las valoraciones de los vendedores

Paperback. Condición: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Nº de ref. del artículo: Scanned0956399207

Contactar al vendedor

Comprar nuevo

EUR 93,41
Convertir moneda
Gastos de envío: EUR 25,54
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito

Imagen de archivo

Johnson, Barry
Publicado por 4Myeloma Press, 2010
ISBN 10: 0956399207 ISBN 13: 9780956399205
Antiguo o usado Soft cover

Librería: bmyguest books, Toronto, ON, Canada

Calificación del vendedor: 4 de 5 estrellas Valoración 4 estrellas, Más información sobre las valoraciones de los vendedores

Soft cover. Condición: Very Good. The Book Is Very Good Condition. The Inside Is Clean With No Highlights Or Remarks. 574 Pages With The Index. This Book Is Not Signed. Soft Cover.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us. Nº de ref. del artículo: X30162x

Contactar al vendedor

Comprar usado

EUR 82,85
Convertir moneda
Gastos de envío: EUR 65,13
De Canada a España
Destinos, gastos y plazos de envío

Cantidad disponible: 1 disponibles

Añadir al carrito