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Description

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. show more

Book details

EAN

9780128156308

Classifications

Banking
Investment and securities
Business strategy
Machine learning

Format

Paperback / softback

Number of pages

612 pages

Weight(g)

1270g

Dimensions(mm)

191 x 238 x 34

Publication date

2020-09-04

Publisher

Elsevier Science Publishing Co Inc

Readership

Professional & Vocational

Series

Series Editor

Imprint

- 2 ed

Publication City/Country

United States

Language

English

EAN 9780128156308
Classification Banking
Investment and securities
Business strategy
Machine learning
Format Paperback / softback
Number of pages 612 pages
Weight(g) 1270g
Dimensions(mm) 191 x 238 x 34
Publication date 2020-09-04
Publisher Elsevier Science Publishing Co Inc
Readership Professional & Vocational
Series
Series Editor
Imprint - 2 ed
Publication City/Country United States
Language: English

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