000			02101nam a22003257a 4500
003			ZW-GwMSU
005			20241211133432.0
008			241211b |||||||| |||| 00| 0 eng d
020			_a9780124016897 (hbk.)
020			_a0124016898 (hbk.)
040			_arda _bEnglish _cMSULIB _erda
050	0	0	_aHG4515.5 KIS
100	1		_aKissell, Robert, _d1967- _eauthor.
245	1	4	_aThe science of algorithmic trading and portfolio management / _ccreated by Robert Kissell.
264		1	_bAcademic Press is an imprint of Elsevier, _c2014.
300			_axviii, 473 pages : _billustrations ; _c25 cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia _bn
338			_avolume _2rdacarrier _bnc
504			_aIncludes bibliographical references and index.
505	2		_aAlgorithmic 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			_aThis 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	_aInvestments.
650		0	_aAlgorithms.
650		0	_aStocks _xMathematical models.
650		0	_aProgram trading (Securities)
650		0	_aPortfolio management _xMathematical models.
775	0	8	_iElectronic version: _aKissell, Robert, 1967- _tScience of algorithmic trading and portfolio management. _dSan Diego, CA : Academic Press, an imprint of Elsevier, 2014 _z9780124016897 _w(OCoLC)861785204
942			_2lcc _cB
999			_c168797 _d168797