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Language EnglishEnglish
Book Paperback
Book Quantitative Trading Xin Guo
Libristo code: 25378163
Publishers Taylor & Francis Ltd, December 2019
The first part of this book discusses institutions and mechanisms of algorithmic trading, market mic... Full description
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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 cost

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About the book

Full name Quantitative Trading
Language English
Binding Book - Paperback
Date of issue 2019
Number of pages 380
EAN 9780367871819
ISBN 0367871815
Libristo code 25378163
Weight 367
Dimensions 156 x 234
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