Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載


Algorithmic Trading and DMA

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Algorithmic Trading and DMA pdf epub mobi 著者簡介


Algorithmic Trading and DMA pdf epub mobi 圖書描述

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.

Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載

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發表於2024-05-28

Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載

Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載

Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載



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出版者:4Myeloma Press
作者:Barry Johnson
出品人:
頁數:592
譯者:
出版時間:2010-2-17
價格:GBP 30.99
裝幀:Paperback
isbn號碼:9780956399205
叢書系列:

圖書標籤: 算法交易  金融  trading  交易  量化投資  quantitative  Quant  algorithmic   


Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Algorithmic Trading and DMA pdf epub mobi 用戶評價

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實在是。。太無聊瞭

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內容詳實的入門教程。想瞭解針對提高執行效率的算法交易,此書不得不讀。

評分

算法交易入門必讀(然而目前也沒什麼用,感覺簡單的VWAP和IS夠用瞭,對訂單執行速度和種類也沒什麼限製)

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Good as an introductory reading but boring.

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感覺對大Buyside下單比較有用 不過讀著就感覺這工作好無聊

Algorithmic Trading and DMA 2024 pdf epub mobi 電子書 下載


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