Product Information
Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.Product Identifiers
PublisherElsevier Science Publishing Co INC International Concepts
ISBN-139780128156308
eBay Product ID (ePID)26046571850
Product Key Features
Number of Pages612 Pages
LanguageEnglish
Publication NameAlgorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Publication Year2020
SubjectFinance, Business
TypeTextbook
AuthorRobert L. Kissell
FormatPaperback
Dimensions
Item Height229 mm
Item Weight1180 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorRobert L. Kissell