Algorithmic Trading and Quantitative Strategies (Hardcover)

Introduction. Modeling and Prediction Tools for Strategy Development. Modeling the Asset Return. Statistical Trading Strategies and Back-Testing. News Analytics to Market Sentiment to Trading. Active Portfolio Management and Dynamic Investment Strategies. Electronic Exchanges and Dynamics of Limit Order Books. Algorithmic Trading In Electronic Platforms. Informatics and Computation for Algorithmic Trading. Risk Management and Regulatory Issues. Algorithmic Trading: Some Potential Research Issues.