机读格式显示(MARC)

• 000 01420cam a2200277 a 4500

• 001 0000552795

• 005 20150312093100.0

• 008 140522s2014 ne a b 001 0 eng d

• 010 __ |a 2012276303

• 020 __ |a 9780124016897 : |c CNY437.19

• 035 __ |a (OCoLC)ocn864854246

• 040 __ |a SITPL |b eng |c SITPL |e rda |d YDXCP |d EAU |d FDA |d DLC

• 090 __ |a F830.59/BK1

• 093 __ |a F830.59 |2 5

• 100 1_ |a Kissell, Robert, |d 1967- |e author.

• 245 14 |a The science of algorithmic trading and portfolio management / |c Robert Kissell.

• 260 __ |a Amsterdam ; |a Boston : |b Academic Press is an imprint of Elsevier, |c 2014.

• 300 __ |a xviii, 473 pages : |b illustrations ; |c 25 cm

• 504 __ |a Includes bibliographical references (pages 453-463) and index.

• 505 2_ |a 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.

• 650 _0 |a Investments.

• 650 _0 |a Algorithms.

• 650 _0 |a Stocks |x Mathematical models.

• 650 _0 |a Program trading (Securities)

• 650 _0 |a Portfolio management |x Mathematical models.

• 920 __ |a 233030 |z 1