【定量交易】 Quantitative Trading : Algorithms, Analytics, Data, Models (2016)

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong



The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.

Features

• Integrates statistics, engineering systems, dynamic optimization, and computer science in one book
• Serves as the standard theoretical reference on these topics
• Provides an introduction to algorithmic trading
• Discusses algorithmic trading in electronic exchanges and platforms
• Covers risk management and regulatory issues

PDF (conv) + EPUB + MOBI + AZW3:

本帖隐藏的内容

PDF (conv):
Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.pdf (12.48 MB, 需要: 20 个论坛币)

2017-1-25 07:22:51 上传

需要: 20 个论坛币  [购买]

EPUB:
Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.epub (9.86 MB, 需要: 20 个论坛币)

2017-1-25 07:17:47 上传

需要: 20 个论坛币  [购买]

MOBI:
Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.mobi (10.95 MB, 需要: 20 个论坛币)

2017-1-25 07:20:18 上传

需要: 20 个论坛币  [购买]

AZW3:
Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.zip (9.25 MB, 需要: 20 个论坛币) 本附件包括：

• Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.azw3

2017-1-25 07:24:29 上传

需要: 20 个论坛币  [购买]

PDF (conv) + EPUB + MOBI + AZW3 四种格式压缩包：
QT.zip (38.74 MB, 需要: 80 个论坛币) 本附件包括：

• Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.epub
• Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.mobi
• Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.pdf
• Quantitative Trading_Algorithms, Analytics, Data, Models, Optimization.azw3

2017-1-25 07:15:45 上传

需要: 80 个论坛币  [购买]

  如果你喜欢我分享的书籍，请关注我：
https://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=5975757

订阅我的文库：

【金融 + 经济 + 商学 + 国际政治】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3257

【数学 + 统计 + 计算机编程】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3258

【历史 + 心理学 + 社会自然科学】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3259

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享1 收藏47 回帖

关键词：Quantitative QUANTITATIV Algorithms Algorithm Analytics management discusses execution impact market

thanks

谢谢分享

谢谢楼主分享

谢谢分享！！！！

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

谢谢楼主

看看

thank you

谢谢分享