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The Science of Algorithmic Trading and Portfolio Management by Robert L. Kissell (Hardcover, 2013)

About this product

About this product

Product Information

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 summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.

Product Identifiers

Publisher
Elsevier Science Publishing Co Inc
ISBN-13
9780124016897
eBay Product ID (ePID)
158361000

Product Key Features

Author
Robert L. Kissell
Publication Name
The Science of Algorithmic Trading and Portfolio Management
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2013
Type
Textbook
Number of Pages
496 Pages

Dimensions

Item Height
235mm
Item Width
191mm
Item Weight
1160g

Additional Product Features

Title_Author
Robert L. Kissell
Country/Region of Manufacture
United States

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