This is a paper back book: Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media. Bestandsnummer des Verk�ufers 3O6QYV000AAA

Verk�ufer kontaktieren

Diesen Artikel melden

Bibliografische Details

Titel: Algorithmic Trading and DMA: An introduction...

Verlag: 4Myeloma Press

Erscheinungsdatum: 2010

Einband: Softcover

Zustand: Acceptable

�ber diesen Titel

Inhaltsangabe:

Book by Johnson Barry

Rese�a del editor:

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders).

This book starts from the ground up to provide detailed explanations of both these techniques:

An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.

There is also a website for this book at www.algo-dma.com

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

About us Our Mission: Goodwill changes lives every day by empowering people to increase their independence and reach their potential through education, health and employment. Our services include: Tuition-free, charter high school for grades 9-12 for students experiencing barriers to education. Tuition-free, charter high schools for adults that focuses on removing barriers to education by offering students flexible scheduling, tutoring, life coaching, child care, transportation, college credits and other resources. Direct hiring for Goodwill jobs, especially for job-seekers with employment barriers like a disability, criminal history or limited education. Job readiness, training and placement for individuals with barriers. Pre-natal and maternal health, parenting skills, child development and school readiness. Connections to resources for transportation, housing, child care, financial literacy and more. A child development center and preschool for children ages six weeks to five years.

Zur Homepage des Verk�ufers