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Science of Algorithmic Trading and Portfolio Management, Hardcover by Kissell...
- Item No : 365724876071
- Condition : Like New
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- Current Bid : US $88.39
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* Item Description
- Science of Algorithmic Trading and Portfolio Management, Hardcover by Kissell, Robert, ., ISBN 0124016898, ISBN-13 9780124016897, Like New Used, Free shipping in the US
Kissell, who has worked at UBS Securities and JP Morgan, introduces the mathematical models for constructing, calibrating, and testing market impact models that calculate the change in stock price caused by a large trade or order, and presents an advanced portfolio optimization process that incorporates market impact and transaction costs directly into portfolio optimization. The opening chapters explain the use of trading algorithms, market microstructure research, and transaction cost analysis in the current electronic market system, helping retail investors, professional traders, and financial industry executives better understand the complex forces disrupting stock markets. Annotation ©2014 Ringgold, Inc., Portland, OR ()
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