杭州电子科技大学图书馆书目检索系统

Online Public Access Catalogue

题名/责任者:

The science of algorithmic trading and portfolio management / Robert Kissell.

出版发行项:

Amsterdam ; Boston : Academic Press is an imprint of Elsevier, 2014.

ISBN:

9780124016897 :

载体形态项:

xviii, 473 pages : illustrations ; 25 cm

个人责任者:

Kissell, Robert, 1967- author.

论题主题:

Investments.

论题主题:

Algorithms.

论题主题:

Stocks-Mathematical models.

论题主题:

Program trading (Securities)

论题主题:

Portfolio management-Mathematical models.

中图法分类号:

F830.59

书目附注:

Includes bibliographical references (pages 453-463) and index.

内容附注:

Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.

豆瓣简介：