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The science of algorithmic trading and portfolio management / Robert Kissell.

By: Material type: TextTextPublisher: Amsterdam ; Boston : Academic Press is an imprint of Elsevier, 2014Description: xviii, 473 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780124016897 (hbk.)
  • 0124016898 (hbk.)
Subject(s): LOC classification:
  • HG4515.5 KIS
Partial contents:
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
Other editions: Electronic version:: Kissell, Robert, 1967- Science of algorithmic trading and portfolio management.
Item type: Books
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books GSU Library Epoch General Stacks Non-fiction HG4515.5KIS (Browse shelf(Opens below)) Available 50000005292

Includes bibliographical references (pages 453-463) and index.

Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.

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