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Algorithmic Trading

A Practitioner's Guide

Valoración del libro

Parámetros

  • 243 páginas
  • 9 horas de lectura

Más información sobre el libro

The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

Compra de libros

Algorithmic Trading, Jeffrey M. Bacidore

Idioma
Publicado en
2020
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Título
Algorithmic Trading
Subtítulo
A Practitioner's Guide
Idioma
Inglés
Editorial
TBG Press
Publicado en
2020
Formato
Tapa blanda
Páginas
243
ISBN10
0578715236
ISBN13
9780578715230
Serie
Calificación
3,35 de 5
Descripción
The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.