Algorithmic Trading Methods: Applications Using Advanced Statistics,Optimization,and Machine Learning Techniques
by: Robert Kissell
Published: 2020
Publisher finelybook 出版社: Academic Press
ISBN-13: 9780128156308
ISBN-10: 0128156309
Book 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
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