Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques (Paperback, 2)

1. New Financial Markets 2. Algorithmic Trading 3. Market Microstructure 4. Transaction Cost Analysis 5. Market Impact Models 6. Estimating I-Star Model Parameters 7. Volatility and Risk Models 8. Advanced Forecasting Techniques ? "Volume Forecasting Models" 9. Algorithmic Decision-Making Framework 10. Portfolio Algorithms & Trade Schedule Optimization 11. Pre-Trade and Post-Trade Models 12. Liquidation Cost Analysis 13. Compliance and Regulatory Reporting 14. Portfolio Construction 15. Quantitative Portfolio Management Techniques 16. Multi-Asset Trading Costs, ETFs, Fixed Income, etc. 17. High Frequency Trading and Black Box Models 18. Cost Index ? Historical TCA Patterns, Costs by Market Cap, and Investment Style 19. TCA with Excel, MATLAB, & Python 20. Advanced Topics ? TCA ETFs, Stat Arb, Liquidity Trading 21. Best Execution Process ? Model Validation, and Best Execution Process for Brokers and for Investors