Coverart for item
The Resource Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)

Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)

Label
Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques
Title
Algorithmic trading methods
Title remainder
applications using advanced statistics, optimization, and machine learning techniques
Statement of responsibility
Robert Kissell
Creator
Subject
Language
eng
Summary
Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements. Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance. Advanced multiperiod trade schedule optimization and portfolio construction techniques. Techniques to decode broker-dealer and third-party vendor models. Methods to incorporate TCA into proprietary alpha models and portfolio optimizers. TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++,.Net, Hadoop, and as standalone.EXE and.COM applications.--
Assigning source
Provided by publisher
http://library.link/vocab/creatorDate
1967-
http://library.link/vocab/creatorName
Kissell, Robert
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Ebsco eBook Collection
http://library.link/vocab/subjectName
  • Investments
  • Algorithms
  • Stocks
  • Program trading (Securities)
  • Portfolio management
Label
Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2022465
Instantiates
Publication
Note
Previous edition: published as The science of algorithmic trading and portfolio management. 2014
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ybp16950636
Dimensions
unknown
Edition
Second edition.
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9780128156315
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
Label
Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2022465
Publication
Note
Previous edition: published as The science of algorithmic trading and portfolio management. 2014
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ybp16950636
Dimensions
unknown
Edition
Second edition.
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9780128156315
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote

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