Raja Velu

Algorithmic Trading and Quantitative Strategies (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 400
• Erscheinungstermin: 12. August 2020
• Englisch
• ISBN-13: 9781498737210
• Artikelnr.: 59975140

Autorenporträt

Raja Velu is a professor of Finance and Analytics in Whitman School of Management at Syracuse University. He served as a Technical Architect at Yahoo! in the Sponsored Search Division and was a visiting scientist at IBM-Almaden, Microsoft Research, Google and JPMC. He has also held visiting positions at Stanford's Statistics department, Indian School of Business, the National University of Singapore, and Singapore Management University.

Maxence Hardy is a Managing Director and the Head of eTrading Quantitative Research for Equities and Futures at J.P.Morgan, based in New York. Mr. Hardy is responsible for the development of agency algorithmic trading strategies for the Equities and Futures divisions globally.

Daniel Nehren is a Managing Director and the Head of Statistical Modelling and Development for Equities at Barclays. Based in New York, Mr. Nehren is responsible for the development of algorithmic trading and analytics products. Mr. Nehren has more than19 years of experience in equity trading working for some of the most prestigious financial firms including Citadel, J.P Morgan, and Goldman Sachs.

Inhaltsangabe

1. Trading Fundamentals. 2. Univariate Time Series Models 3. Multivariate
Time Series Models 4. Advanced Topics5. Statistical Trading Strategies and
Back-Testing 6. Dynamic Portfolio Management and Trading Strategies 7. News
Analytics: From Market Attention and Sentiment to Trading 8. Modeling Trade
Data 9. Market Impact Models 10. Execution Strategies 11. The Technology
Stack 12. The Research Stack