A Practitioner’s Guide<\/p>\n
Algorithmic Trading has grown dramatically, from a tool used by only the most sophisticated traders to one used daily by virtually every major investment firm and broker.<\/p>\n
<\/p>\n
Auteur: Jeffrey Bacidore<\/p>\n
Taal: Engels<\/p>\n
Bindwijze: paperback<\/p>\n
Rubriek: Personal finance<\/p>\n
Leverbaarheid: Direct leverbaar<\/p>\n
Uitgever: TBG Press<\/p>\n
Verschijningsdatum: 2020-07-20T00:00:00+02:00<\/p>\n
Trefwoord:
\nbeleggen
\ntradingsystemen<\/p>\n
<\/p>\n","protected":false},"excerpt":{"rendered":"
Algorithmic Trading has grown dramatically, from a tool used by only the most sophisticated traders to one used daily by virtually every major investment firm and broker. Trading algorithms today have permeated trading in most asset classes, not only traditional assets like stocks, but also more exotic assets like cryptocurrencies.This book aims to provide portfolio managers, traders, and other finance professionals with in-depth information about how trading algorithms actually work in practice.
\n
\nThe book provides detailed coverage of:
\n\u2022 Single-order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm.
\n\u2022 Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.
\n\u2022 Smart routers, including \u201csmart market,\u201d \u201csmart limit,\u201d and dark aggregators.
\n\u2022 Trading performance measurement, including trading benchmarks, \u201calgo wheels,\u201d trading cost models, and other measurement issues.<\/p>\n","protected":false},"featured_media":10651,"comment_status":"closed","ping_status":"open","template":"","meta":[],"product_brand":[],"product_cat":[37],"product_tag":[],"class_list":{"0":"post-10650","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-personal-finance","8":"first","9":"instock","10":"product-type-external"},"_links":{"self":[{"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/product\/10650","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/comments?post=10650"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/media\/10651"}],"wp:attachment":[{"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/media?parent=10650"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/product_brand?post=10650"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/product_cat?post=10650"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/koeky.nl\/boeken\/wp-json\/wp\/v2\/product_tag?post=10650"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}