The Science of Algorithmic Trading and Portfolio Management
|Publication Date:||Oct 2013|
| Publisher:||Elsevier Science & Technology Books|
| Imprint:||Academic Press|
| Book Format:||Hardback|
|List Price:||USD $69.95|
| Book Description: |
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...