Algorithmic And High-Frequency Trading Jose Penalva Cambridge University Press Αγγλικά Βιβλία Economics Business & Finance General Issues

The Design Of Trading Algorithms Requires Sophisticated Mathematical Models Backed Up By Reliable Data In This Textbook Authors Develop For Algorithmic Contexts Such As Executing Large Orders Market Making Targeting Vwap And Other Schedules Pairs Or Collection Assets Dark Pools These Are Grounded On How Exchanges Work Whether Algorithm Is With Better Informed Traders (Adverse Selection) Type Information Available To Participants At Both Ultra-High Low Frequency High-Frequency First Book That Combines Modelling Empirical Facts Financial Economics Taking Reader From Basic Ideas Cutting-Edge Research Practice If You Need Understand Modern Electronic Markets Operate What Provides A Edge May Affect Profitability Then Σελίδες: 356