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Reconstruction and Visualization of XETRA Orderbook Data: From Tool Creation to Trading Pattern Recognition - Tapa blanda
- EditorialVDM Verlag
- Año de publicación2016
- ISBN 10 3639886844
- ISBN 13 9783639886849
- EncuadernaciónTapa blanda
- Número de páginas128
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Reconstruction and Visualization of XETRA Orderbook Data
Publicado por
AV Akademikerverlag Apr 2016
(2016)
ISBN 10: 3639886844
ISBN 13: 9783639886849
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Descripción Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The rising availability of orderbook datasets enables market participants as well as academic institutions to analyze market microstructure at an unprecedented degree of detail. The software libraries which are presented within this work allow the reconstruction and visualization of a proprietary XETRA DAX30 dataset made available thanks to Deutsche Börse AG and the Institute for Investmentbanking and Catallactics. The goal of the preliminary reconstruction process is to obtain a cleaned and consistent dataset. Subsequently this dataset can be graphically represented and analyzed using the orderbook visualization tool. The main features of the tool are a continous zoom function and various filters to restrict visualization of orders. Thus it is even possible to identify some algorithmic trading strategies which can be highlighted by the application of implemented filter functions. 128 pp. Englisch. Nº de ref. del artículo: 9783639886849
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Reconstruction and Visualization of XETRA Orderbook Data : From Tool Creation to Trading Pattern Recognition
Publicado por
AV Akademikerverlag
(2018)
ISBN 10: 3639886844
ISBN 13: 9783639886849
Nuevo
Taschenbuch
Cantidad disponible: 1
Librería:
Valoración
Descripción Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The rising availability of orderbook datasets enables market participants as well as academic institutions to analyze market microstructure at an unprecedented degree of detail. The software libraries which are presented within this work allow the reconstruction and visualization of a proprietary XETRA DAX30 dataset made available thanks to Deutsche Börse AG and the Institute for Investmentbanking and Catallactics. The goal of the preliminary reconstruction process is to obtain a cleaned and consistent dataset. Subsequently this dataset can be graphically represented and analyzed using the orderbook visualization tool. The main features of the tool are a continous zoom function and various filters to restrict visualization of orders. Thus it is even possible to identify some algorithmic trading strategies which can be highlighted by the application of implemented filter functions. Nº de ref. del artículo: 9783639886849
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Reconstruction and Visualization of XETRA Orderbook Data
Publicado por
AV Akademikerverlag
(2016)
ISBN 10: 3639886844
ISBN 13: 9783639886849
Nuevo
Tapa blanda
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Annau MarioMario Annau, MSc.: Studied Computational Intelligence and Business Informatics at Technical University Vienna. Employed at an Investment Bank, worked before at a proprietary trading firm in Zug (Switzerland) and financialr. Nº de ref. del artículo: 157930054
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