無料のKindleアプリをダウンロードして、スマートフォン、タブレット、またはコンピューターで今すぐKindle本を読むことができます。Kindleデバイスは必要ありません。
ウェブ版Kindleなら、お使いのブラウザですぐにお読みいただけます。
携帯電話のカメラを使用する - 以下のコードをスキャンし、Kindleアプリをダウンロードしてください。
The Science of Algorithmic Trading and Portfolio Management ハードカバー – イラスト付き, 2013/10/28
この商品には新版があります:
購入オプションとあわせ買い
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 the knowledge to implement electronic trading systems.
This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.
- 本の長さ496ページ
- 言語英語
- 出版社Academic Press
- 発売日2013/10/28
- 寸法19.81 x 3.05 x 23.62 cm
- ISBN-100124016898
- ISBN-13978-0124016897
商品の説明
レビュー
"Kissell... introduces the mathematical models for constructing, calibrating, and testing market impact models that calculate the change in stock price caused by a large trade or order, and presents an advanced portfolio optimization process that incorporates market impact and transaction costs directly into portfolio optimization." --ProtoView.com, March 2014
"This book provides excellent coverage of the challenges faced by portfolio managers and traders in implementing investment ideas and the advanced modeling techniques to address these challenges." --Kumar Venkataraman, Southern Methodist University
著者について
登録情報
- 出版社 : Academic Press; 第1版 (2013/10/28)
- 発売日 : 2013/10/28
- 言語 : 英語
- ハードカバー : 496ページ
- ISBN-10 : 0124016898
- ISBN-13 : 978-0124016897
- 寸法 : 19.81 x 3.05 x 23.62 cm
- Amazon 売れ筋ランキング: - 799,432位洋書 (洋書の売れ筋ランキングを見る)
- - 794位Budgeting & Money Management
- - 1,074位Banks & Banking
- - 3,484位Business & Investing Finance
- カスタマーレビュー:
著者について
著者の本をもっと発見したり、よく似た著者を見つけたり、著者のブログを読んだりしましょう