MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02101nam a22003257a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20241211133432.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
241211b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780124016897 (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0124016898 (hbk.) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
rda |
| Language of cataloging |
English |
| Transcribing agency |
MSULIB |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4515.5 KIS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kissell, Robert, |
| Dates associated with a name |
1967- |
| Relator term |
author. |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The science of algorithmic trading and portfolio management / |
| Statement of responsibility, etc |
created by Robert Kissell. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Name of producer, publisher, distributor, manufacturer |
Academic Press is an imprint of Elsevier, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 473 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm |
| 336 ## - CONTENT TYPE |
|---|
| content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| media type term |
unmediated |
| source |
rdamedia |
| media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| carrier type term |
volume |
| source |
rdacarrier |
| carrier type code |
nc |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 2# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investments. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Algorithms. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stocks |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Program trading (Securities) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management |
| General subdivision |
Mathematical models. |
| 775 08 - OTHER EDITION ENTRY |
|---|
| Display text |
Electronic version: |
| Main entry heading |
Kissell, Robert, 1967- |
| Title |
Science of algorithmic trading and portfolio management. |
| Place, publisher, and date of publication |
San Diego, CA : Academic Press, an imprint of Elsevier, 2014 |
| International Standard Book Number |
9780124016897 |
| Record control number |
(OCoLC)861785204 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Book |