Algorithmic Trading Methods
Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Von:
Kissell RobertProvides insights into all necessary components of algorithmic trading, including transaction costs analysis, market impact, risk and optimization, and a thorough and detailed discussion of trading algorithms Includes increased coverage of mathematics, statistics and machine learning Presents broad coverage of Alpha Model construction
September 2020, Englisch
Elsevier
978-0-12-815630-8
Elsevier
978-0-12-815630-8