Description

Sebastian Jaimungal – Algorithmic and High-Frequency Trading

Checkout more: Trading

This product is available

You can refer to the screenshots here :

Please contact us to get free sample

Description:

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools.

These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency.

Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice.

If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.


Get Sebastian Jaimungal – Algorithmic and High-Frequency Trading on bestoftrader.com

Sebastian Jaimungal, Algorithmic and High, Frequency Trading, Download Algorithmic and High, Free Algorithmic and High, Algorithmic and High Torrent, Algorithmic and High Review, Algorithmic and High Groupbuy, Download Frequency Trading, Free Frequency Trading, Frequency Trading Torrent, Frequency Trading Review, Frequency Trading Groupbuy.