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Algorithmic and High-Frequency Trading PDF

360 Pages·2015·201.98 MB·English
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by Álvaro Cartea| 2015| 360 pages| 201.98| English

About Algorithmic and High-Frequency Trading

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of a

Detailed Information

Author:Álvaro Cartea
Publication Year:2015
Pages:360
Language:English
File Size:201.98
Format:PDF
Price:FREE
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