The science of algorithmic trading and portfolio management / Robert Kissell.
Material type:
TextPublisher: Amsterdam ; Boston : Academic Press is an imprint of Elsevier, 2014Description: xviii, 473 pages : illustrations ; 25 cmContent type: - text
- unmediated
- volume
- 9780124016897 (hbk.)
- 0124016898 (hbk.)
- HG4515.5 .K577 2014
| Item type | Current library | Call number | Status | Date due | Barcode | |
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Books
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Kwara State University Library | HG4515.5 .K7 2014 (Browse shelf(Opens below)) | Available | 015651-01 | ||
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Books
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Kwara State University Library | HG4515.5 .K7 2014 (Browse shelf(Opens below)) | Available | 015651-02 | ||
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Books
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Kwara State University Library | HG4515.5 .K7 2014 (Browse shelf(Opens below)) | Available | 015651-03 |
Browsing Kwara State University Library shelves Close shelf browser (Hides shelf browser)
| HG4515 .15 .T83 2011 Minding the markets : an emotional finance view of financial instability / | HG4515.5 .K7 2014 The science of algorithmic trading and portfolio management / | HG4515.5 .K7 2014 The science of algorithmic trading and portfolio management / | HG4515.5 .K7 2014 The science of algorithmic trading and portfolio management / | HG4521 .B63 2021 Investments | HG4521 .B63 2021 Investments | HG 4529 .C42 2012 Investment Analysis And Portfolio Management fourth ed |
Includes bibliographical references (pages 453-463) and index.
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
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