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The Science of Algorithmic Trading and Portfolio Management

Robert Kissell




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 | #430397 in eBooks |  2013-10-01 |  2013-10-01 | File type: PDF

|| ||"Kissell... introduces the mathematical models for constructing, calibrating, and testing market impact models that calculate the change in stock price caused by a large trade or order, and presents an advanced portfolio optimization process that incorpora

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 broke...

You can specify the type of files you want, for your gadget.The Science of Algorithmic Trading and Portfolio Management   |  Robert Kissell. I was recommended this book by a dear friend of mine.

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