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Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert L. Kissell
  • Publsiher : Academic Press
  • Release : 08 September 2020
  • ISBN : 0128156317
  • Pages : 612 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKAlgorithmic Trading Methods

Summary:
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, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages. Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements. Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance. Advanced multiperiod trade schedule optimization and portfolio construction techniques. Techniques to decode broker-dealer and third-party vendor models. Methods to incorporate TCA into proprietary alpha models and portfolio optimizers. TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++, .Net, Hadoop, and as standalone .EXE and .COM applications.


Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert L. 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,

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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

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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

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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

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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

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Algorithmic Trading and Quantitative Strategies

Algorithmic Trading and Quantitative Strategies
  • Author : Raja Velu
  • Publisher : CRC Press
  • Release : 06 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

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An Introduction to Algorithmic Trading

An Introduction to Algorithmic Trading
  • Author : Edward Leshik,Jane Cralle
  • Publisher : John Wiley & Sons
  • Release : 19 September 2011
GET THIS BOOKAn Introduction to Algorithmic Trading

Interest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth’. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC,

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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

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Building Algorithmic Trading Systems, + Website

Building Algorithmic Trading Systems, + Website
  • Author : Kevin Davey
  • Publisher : John Wiley & Sons
  • Release : 21 July 2014
GET THIS BOOKBuilding Algorithmic Trading Systems, + Website

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

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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

With the help of this book, you'll build smart algorithmic models using machine learning algorithms covering tasks such as time series forecasting, backtesting, trade predictions, and more using easy-to-follow examples. By the end, you'll be able to adopt algorithmic trading in your own business and implement intelligent investigative strategies.

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Statistical Arbitrage

Statistical Arbitrage
  • Author : Andrew Pole
  • Publisher : John Wiley & Sons
  • Release : 07 July 2011
GET THIS BOOKStatistical Arbitrage

While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed

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High-Frequency Trading

High-Frequency Trading
  • Author : Irene Aldridge
  • Publisher : John Wiley & Sons
  • Release : 22 April 2013
GET THIS BOOKHigh-Frequency Trading

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your

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Algorithmic Trading

Algorithmic Trading
  • Author : Sophia Foster
  • Publisher : Anonim
  • Release : 24 May 2021
GET THIS BOOKAlgorithmic Trading

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,

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Quantitative Trading

Quantitative Trading
  • Author : Ernest P. Chan
  • Publisher : Anonim
  • Release : 04 December 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

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High-Frequency Trading

High-Frequency Trading
  • Author : Irene Aldridge
  • Publisher : John Wiley and Sons
  • Release : 22 December 2009
GET THIS BOOKHigh-Frequency Trading

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure,

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