Kissell, Robert,  1967- <br/><br/>
The science of algorithmic trading and portfolio management / 
Robert Kissell. 
 - xviii, 473 pages :  illustrations ;  25 cm 
<br/><br/>Includes bibliographical references (pages 453-463) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780124016897 (hbk.) 0124016898 (hbk.) 
<br/><br/><label>LCCN: </label>2012276303 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments.<br/>Algorithms.<br/>Stocks--Mathematical models.<br/>Program trading (Securities)<br/>Portfolio management--Mathematical models.
<br/><br/><label>LC Class. No.: </label>HG4515.5  / KIS