Algorithmic Trading And DMA: An Introduction To Direct Access Trading Strategies
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Bester Preis: € 31,81 (vom 30.06.2017)1
Algorithmic Trading And DMA: An Introduction To Direct Access Trading Strategies
EN USISBN: 0956399207 bzw. 9780956399205, in Englisch, 4Myeloma Press, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, In Stock.
business and finance,business and investing,finance,introduction,investing,investments and securities,textbooks, Algorithmic Trading and DMA: An introduction to direct access trading strategies, Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders). This book starts from the ground up to provide detailed explanations of both these techniques: An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading. Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples. Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations. Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees. Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
business and finance,business and investing,finance,introduction,investing,investments and securities,textbooks, Algorithmic Trading and DMA: An introduction to direct access trading strategies, Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders). This book starts from the ground up to provide detailed explanations of both these techniques: An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading. Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples. Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations. Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees. Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices.
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Algorithmic Trading and DMA: An introduction to.
EN PB USISBN: 9780956399205 bzw. 0956399207, in Englisch, Unknown, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, In Stock.
9780956399205,0956399207,algorithmic,trading,introduction,barry,johnson, Excellent Marketplace listings for "Algorithmic Trading and DMA: An introduction to..." by Barry Johnson starting as low as $36.53! Paperback, Shipping to USA only!
9780956399205,0956399207,algorithmic,trading,introduction,barry,johnson, Excellent Marketplace listings for "Algorithmic Trading and DMA: An introduction to..." by Barry Johnson starting as low as $36.53! Paperback, Shipping to USA only!
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