Desertcart
Explore

from USA
to Grenada
in 5-8 days
At your doorstep by Aug 02  to Aug 05 with standard delivery

Description

    • Imported from USA.
    Review ------ "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 incorporates market impact and transaction costs directly into portfolio optimization."--ProtoView.com, March 2014 "This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges."--Kumar Venkataraman, Southern Methodist University Read more ( javascript:void(0) ) From the Back Cover ------------------- Its emphasis on algorithmic trading processes and current trading models sets this book apart from others. As the first author to discuss algorithmic trading across the various asset classes, Robert Kissell provides key insights into ways to develop, test, and build trading algorithms. He summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. He shows readers the underlying details and mathematics required to develop, build, and test customized algorithms, providing them with advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. The accompanying website includes examples, data sets underlying exercises in the book, and large projects. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, as well as acquiring the ability to implement electronic trading systems. Read more ( javascript:void(0) ) See all Editorial Reviews ( /dp/product-description/0124016898/ref=dp_proddesc_0?ie=UTF8&n=283155&s=books&isInIframe=0 )
    Reviews

    The Science of Algorithmic Trading and Portfolio Management

    Quantity
    1

    Related Pages

    Disclaimer: The price shown above includes all applicable taxes and fees. The information provided above is for reference purposes only. Products may go out of stock and delivery estimates may change at any time. Desertcart does not validate any claims made in the product descriptions above. For additional information, please contact the manufacturer or desertcart customer service. While desertcart makes reasonable efforts to only show products available in your country, some items may be cancelled if they are prohibited for import in Grenada. For more details, please visit our Support Page.