Algorithmic Trading Methods
Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Provides 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
septembre 2020, Anglais
Elsevier
978-0-12-815630-8
Elsevier
978-0-12-815630-8