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The Science of Algorithmic Trading and Portfolio Management
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| #379093 in eBooks | 2013-10-01 | 2013-10-01 | File type: PDF||||"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 incorpora
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 broke...
You easily download any file type for your gadget.The Science of Algorithmic Trading and Portfolio Management | Robert Kissell. Which are the reasons I like to read books. Great story by a great author.