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)
Resource Information
The item Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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.--
- Language
- eng
- Edition
- Second edition.
- Extent
- 1 online resource
- Note
- Previous edition: published as The science of algorithmic trading and portfolio management. 2014
- Isbn
- 9780128156315
- 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
- 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)
- 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)
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Algorithmic-trading-methods--applications-using/KueyE8vM8Z0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Algorithmic-trading-methods--applications-using/KueyE8vM8Z0/">Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Algorithmic-trading-methods--applications-using/KueyE8vM8Z0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Algorithmic-trading-methods--applications-using/KueyE8vM8Z0/">Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques, Robert Kissell, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
