Quantitative trading : algorithms, analytics, data, models, optimization / Xin Guo, University of California, Berkeley, USA, Tze Leung Lai, Stanford University, California, USA, Howard Shek, Tower Research Capital, New York City, New York, USA, Samuel Po-Shing Wong, 5Lattice Securities Limited, Hong Kong, China.
Material type:
TextPublisher: Boca Raton, FL : CRC Press, [2017]Copyright date: ©2017Description: 1 online resource : text file, PDFContent type: - text
- computer
- online resource
- 9781315371580
- 1315371588
- 9781498706490
- 1498706495
- 332.6450151 G977
- HG4515.2 .G87 2017
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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eBook
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e-Library | EBSCO Business | Available |
"A Chapman & Hall book."
Includes bibliographical references and index.
1. Introduction -- 2. Statistical models and methods for quantitative trading -- 3. Active portfolio management and investment strategies -- 4. Econometrics of transactions in electronic platforms -- 5. Limit order book : data analytics and dynamic models -- 6. Optimal execution and placement -- 7. Market making and smart order routing -- 8. Informatics, regulation and risk management -- A. Martingale theory -- B. Markov chain and related topics -- C. Doubly stochastic self-exciting point processes -- D. Weak convergence and limit theorems.
OCLC control number change