The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. 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. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

Produk Detail:

  • Author : Robert Kissell
  • Publisher : Academic Press
  • Pages : 496 pages
  • ISBN : 0124016936
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKThe Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release : 01 October 2013
GET THIS BOOKThe Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release : 01 July 2013
GET THIS BOOKThe Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book

Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release : 08 September 2020
GET THIS BOOKAlgorithmic Trading Methods

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques,

Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies
  • Author : Raja Velu
  • Publisher : CRC Press
  • Release : 12 August 2020
GET THIS BOOKAlgorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine

Algorithmic Trading

Algorithmic Trading
  • Author : Ernie Chan
  • Publisher : John Wiley & Sons
  • Release : 28 May 2013
GET THIS BOOKAlgorithmic Trading

Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is

A Guide to Creating A Successful Algorithmic Trading Strategy

A Guide to Creating A Successful Algorithmic Trading Strategy
  • Author : Perry J. Kaufman
  • Publisher : John Wiley & Sons
  • Release : 01 February 2016
GET THIS BOOKA Guide to Creating A Successful Algorithmic Trading Strategy

Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in algorithmic trading, this book has you covered from idea to execution as you learn to develop a trader's insight and turn it into profitable strategy. You'll discover your trading personality

Learn Algorithmic Trading

Learn Algorithmic Trading
  • Author : Sourav Ghosh,Sebastien Donadio
  • Publisher : Unknown Publisher
  • Release : 07 November 2019
GET THIS BOOKLearn Algorithmic Trading

Understand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies Key Features Understand the power of algorithmic trading in financial markets with real-world examples Get up and running with the algorithms used to carry out algorithmic trading Learn to build your own algorithmic trading robots which require no human intervention Book Description It's now harder than ever to get a significant edge over competitors in terms of speed and

Algorithmic Trading with Python

Algorithmic Trading with Python
  • Author : Chris Conlan
  • Publisher : Independently Published
  • Release : 09 April 2020
GET THIS BOOKAlgorithmic Trading with Python

Algorithmic Trading with Python discusses modern quant trading methods in Python with a heavy focus on pandas, numpy, and scikit-learn. After establishing an understanding of technical indicators and performance metrics, readers will walk through the process of developing a trading simulator, strategy optimizer, and financial machine learning pipeline. This book maintains a high standard of reprocibility. All code and data is self-contained in a GitHub repo. The data includes hyper-realistic simulated price data and alternative data based on real securities.

Building Winning Algorithmic Trading Systems

Building Winning Algorithmic Trading Systems
  • Author : Kevin J. Davey
  • Publisher : John Wiley & Sons
  • Release : 11 June 2014
GET THIS BOOKBuilding Winning Algorithmic Trading Systems

Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey guides you step-by-step through the entire process of generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll find concrete rules

Hands-On Machine Learning for Algorithmic Trading

Hands-On Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release : 31 December 2018
GET THIS BOOKHands-On Machine Learning for Algorithmic Trading

Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key Features Implement machine learning algorithms to build, train, and validate algorithmic models Create your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions Develop neural networks for algorithmic trading to perform time series forecasting and smart analytics Book Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book

The Black Book of Financial Hacking

The Black Book of Financial Hacking
  • Author : Johann Christian Lotter
  • Publisher : Createspace Independent Publishing Platform
  • Release : 05 May 2017
GET THIS BOOKThe Black Book of Financial Hacking

A trader's dream: Sitting with a cool beer on the beach while his computer breeds money with automated trading. Can this actually work? It depends. This textbook covers the "algorithmic" part of algorithmic trading - not with "technical indicators", but with modern methods based on solid math and statistics. The author has developed so far about 600 trading systems for institutes and private traders, and writes about his experiences on the blog "The Financial Hacker". In his book you'll learn the

Quantitative Trading

Quantitative Trading
  • Author : Ernest P. Chan
  • Publisher : Unknown Publisher
  • Release : 17 April 2021
GET THIS BOOKQuantitative Trading

"While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is "yes," and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent "retail" trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical