Quantitative Trading : Algorithms, Analytics, Data, Models, OptimizationPages: 374, Specialty: Mathematics, Publisher: Taylor & Francis, Publication Year: 2017, Cover: Hardback, Dimensions: 156x235x25mm The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and
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