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The science of algorithmic trading a...

Kissell, Robert, (1967-)

The science of algorithmic trading and portfolio management[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.60285
書名/作者:	The science of algorithmic trading and portfolio management/ Robert Kissell.
作者:	Kissell, Robert,
出版者:	Amsterdam ; : Academic Press is an imprint of Elsevier,, 2014.
面頁冊數:	xviii, 473 p. : : ill. ;; 25 cm.
標題:	Investments.
標題:	Algorithms.
標題:	Stocks - Mathematical models.
標題:	Program trading (Securities)
標題:	Portfolio management - Mathematical models.
ISBN:	9780124016897 (electronic bk.)
ISBN:	9780124016897
書目註:	Includes bibliographical references (p. 453-463) and index.
內容註:	Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
電子資源:	http://www.sciencedirect.com/science/book/9780124016897

The science of algorithmic trading and portfolio management[electronic resource] /
Kissell, Robert,1967-

The science of algorithmic trading and portfolio management[electronic resource] /Robert Kissell. - Amsterdam ;Academic Press is an imprint of Elsevier,2014. - xviii, 473 p. :ill. ;25 cm.

Includes bibliographical references (p. 453-463) and index.

Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.

ISBN: 9780124016897 (electronic bk.)

LCCN: 2012276303Subjects--Topical Terms:

172350
Investments.

LC Class. No.: HG4515.5 / .K577 2014

Dewey Class. No.: 332.60285

The science of algorithmic trading and portfolio management[electronic resource] /
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020 $a 9780124016897 (electronic bk.)
020 $a 9780124016897
035 $a (OCoLC)ocn864854246
035 $a 14000549
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100 1 $a Kissell, Robert, $d 1967- $3 573400
245 1 4 $a The science of algorithmic trading and portfolio management $h [electronic resource] / $c Robert Kissell.
260 $a Amsterdam ; $a Boston : $b Academic Press is an imprint of Elsevier, $c 2014.
300 $a xviii, 473 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 453-463) and index.
505 2 $a Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
650 0 $a Investments. $3 172350
650 0 $a Algorithms. $3 182797
650 0 $a Stocks $x Mathematical models. $3 573401
650 0 $a Program trading (Securities) $3 562506
650 0 $a Portfolio management $x Mathematical models. $3 445010
856 4 0 $u http://www.sciencedirect.com/science/book/9780124016897

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