Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques 2nd Edition

Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques 2nd Edition book cover

Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques 2nd Edition

Author(s): Robert Kissell (Author)

  • Publisher: Academic Press
  • Publication Date: 4 Sept. 2020
  • Edition: 2nd
  • Language: English
  • Print length: 588 pages
  • ISBN-10: 0128156309
  • ISBN-13: 9780128156308

Book Description

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.

Editorial Reviews

Review

Provides extensive coverage of the best execution framework and its linkage with portfolio management techniques

From the Back Cover

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.

View on Amazon

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