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The science of algorithmic trading a...

Kissell, Robert, (1967-)

The science of algorithmic trading and portfolio management

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The science of algorithmic trading and portfolio management/ Robert Kissell.
Author:	Kissell, Robert,
Published:	Amsterdam ;Academic Press is an imprint of Elsevier, : 2014.,
Description:	xviii, 473 p. :ill. ; : 25 cm.;
Subject:	Investments. -
Online resource:	http://www.sciencedirect.com/science/book/9780124016897
ISBN:	9780124016897 (electronic bk.)

The science of algorithmic trading and portfolio management
Kissell, Robert,1967-

The science of algorithmic trading and portfolio management[electronic resource] /Robert Kissell. - Amsterdam ;Academic Press is an imprint of Elsevier,2014. - xviii, 473 p. :ill. ;25 cm.

Includes bibliographical references (p. 453-463) and index.

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.

ISBN: 9780124016897 (electronic bk.)

LCCN: 2012276303Subjects--Topical Terms:

557691
Investments.

LC Class. No.: HG4515.5 / .K577 2014

Dewey Class. No.: 332.60285

The science of algorithmic trading and portfolio management
LDR:01274cam a2200241 a 4500 001 797122
005 20140702183100.0
008 150518s2014 ne a sb 001 0 eng d
010 $a 2012276303
020 $a 9780124016897 (electronic bk.)
020 $a 9780124016897
035 $a (OCoLC)ocn864854246
035 $a 14000549
040 $a SITPL $b eng $c SITPL $e rda $d YDXCP $d EAU $d FDA $d DLC
041 0 $a eng
042 $a lccopycat
050 4 $a HG4515.5 $b .K577 2014
082 0 4 $a 332.60285 $2 23
100 1 $a Kissell, Robert, $d 1967- $3 632945
245 1 4 $a The science of algorithmic trading and portfolio management $h [electronic resource] / $c Robert Kissell.
260 $a Amsterdam ; $a Boston : $b Academic Press is an imprint of Elsevier, $c 2014.
300 $a xviii, 473 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 453-463) and index.
505 2 $a 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.
650 0 $a Investments. $3 557691
650 0 $a Algorithms. $3 527865
650 0 $a Stocks $x Mathematical models. $3 557705
650 0 $a Program trading (Securities) $3 596271
650 0 $a Portfolio management $x Mathematical models. $3 557706
856 4 0 $u http://www.sciencedirect.com/science/book/9780124016897

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