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Algorithmic Trading

A Practitioner's Guide

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  • 243 Seiten
  • 9 Lesestunden

Mehr zum Buch

The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

Buchkauf

Algorithmic Trading, Jeffrey M. Bacidore

Sprache
Erscheinungsdatum
2020
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(Paperback),
Buchzustand
Gebraucht - Sehr gut
Preis
36,49 €inkl. MwSt.

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