Algorithmic and high-frequency trading /
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of a...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, United Kingdom :
Cambridge University Press,
[2015]
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
3rd Floor Main Library
| Call Number: |
A1234.567 |
|---|---|
| Copy 1 | Available |