Algorithmic Trading: A Practitioner's Guide

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Algorithmic Trading: A Practitioner's...

Algorithmic Trading: A Practitioner's Guide

Name: Algorithmic Trading: A Practitioner's Guide
ISBN: 9780578715230

Jeffrey Bacidore

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The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

种类:

Business & Economics - Others

年:

2020

出版社:

TBG Press

语言:

english

页:

167

ISBN 10:

0578715236