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Algorithmic Trading and Quantitative Strategies
Buch von Raja Velu (u. a.)
Sprache: Englisch

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Beschreibung

Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.

Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.

Über den Autor

Raja Velu is a professor of Finance and Analytics in Whitman School of Management at Syracuse University. He served as a Technical Architect at Yahoo! in the Sponsored Search Division and was a visiting scientist at IBM-Almaden, Microsoft Research, Google and JPMC. He has also held visiting positions at Stanford's Statistics department, Indian School of Business, the National University of Singapore, and Singapore Management University.

Maxence Hardy is a Managing Director and the Head of eTrading Quantitative Research for Equities and Futures at J.P.Morgan, based in New York. Mr. Hardy is responsible for the development of agency algorithmic trading strategies for the Equities and Futures divisions globally.

Daniel Nehren is a Managing Director and the Head of Statistical Modelling and Development for Equities at Barclays. Based in New York, Mr. Nehren is responsible for the development of algorithmic trading and analytics products. Mr. Nehren has more than 19 years of experience in equity trading working for some of the most prestigious financial firms including Citadel, J.P Morgan, and Goldman Sachs.

Inhaltsverzeichnis

1. Trading Fundamentals. 2. Univariate Time Series Models 3. Multivariate Time Series Models 4. Advanced Topics5. Statistical Trading Strategies and Back-Testing 6. Dynamic Portfolio Management and Trading Strategies 7. News Analytics: From Market Attention and Sentiment to Trading 8. Modeling Trade Data 9. Market Impact Models 10. Execution Strategies 11. The Technology Stack 12. The Research Stack

Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9781498737166
ISBN-10: 1498737161
Sprache: Englisch
Einband: Gebunden
Autor: Velu, Raja
Hardy, Maxence
Nehren, Daniel
Hersteller: Taylor & Francis Ltd (Sales)
Maße: 236 x 155 x 28 mm
Von/Mit: Raja Velu (u. a.)
Erscheinungsdatum: 06.08.2020
Gewicht: 0,998 kg
Artikel-ID: 121436438
Über den Autor

Raja Velu is a professor of Finance and Analytics in Whitman School of Management at Syracuse University. He served as a Technical Architect at Yahoo! in the Sponsored Search Division and was a visiting scientist at IBM-Almaden, Microsoft Research, Google and JPMC. He has also held visiting positions at Stanford's Statistics department, Indian School of Business, the National University of Singapore, and Singapore Management University.

Maxence Hardy is a Managing Director and the Head of eTrading Quantitative Research for Equities and Futures at J.P.Morgan, based in New York. Mr. Hardy is responsible for the development of agency algorithmic trading strategies for the Equities and Futures divisions globally.

Daniel Nehren is a Managing Director and the Head of Statistical Modelling and Development for Equities at Barclays. Based in New York, Mr. Nehren is responsible for the development of algorithmic trading and analytics products. Mr. Nehren has more than 19 years of experience in equity trading working for some of the most prestigious financial firms including Citadel, J.P Morgan, and Goldman Sachs.

Inhaltsverzeichnis

1. Trading Fundamentals. 2. Univariate Time Series Models 3. Multivariate Time Series Models 4. Advanced Topics5. Statistical Trading Strategies and Back-Testing 6. Dynamic Portfolio Management and Trading Strategies 7. News Analytics: From Market Attention and Sentiment to Trading 8. Modeling Trade Data 9. Market Impact Models 10. Execution Strategies 11. The Technology Stack 12. The Research Stack

Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9781498737166
ISBN-10: 1498737161
Sprache: Englisch
Einband: Gebunden
Autor: Velu, Raja
Hardy, Maxence
Nehren, Daniel
Hersteller: Taylor & Francis Ltd (Sales)
Maße: 236 x 155 x 28 mm
Von/Mit: Raja Velu (u. a.)
Erscheinungsdatum: 06.08.2020
Gewicht: 0,998 kg
Artikel-ID: 121436438
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