The science of algorithmic trading and portfolio management /

This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techni...

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Bibliographic Details
Main Author: Kissell, Robert, 1967- (Author)
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: San Diego, CA : Academic Press, an imprint of Elsevier, 2014.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9780124016934
0124016936
0124016898
9780124016897
1299964680
9781299964686