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· 제목 : The Science of Algorithmic Trading and Portfolio Management (Hardcover)
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9780124016897
· 쪽수 : 496쪽
· 출판일 : 2013-10-14
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9780124016897
· 쪽수 : 496쪽
· 출판일 : 2013-10-14
목차
I?- Introduction
1. Algorithmic Trading
2. Market Microstructure
3. Transaction Cost Analysis (TCA)
II ? Mathematical Modeling
4.. Market Impact
5. Multi-Asset Class Market Impact
6? Price
7. Algorithmic Trading Risk
8. Algorithmic Decision Making Framework
9. Portfolio Algorithms
III ? Portfolio Management
10. Portfolio Construction
11. Quant Factors
12. Black Box Models
