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Algorithmic Trading

A Practitioner's Guide

More about the book

The book provides detailed coverage of?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. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

Book purchase

Algorithmic Trading, Jeffrey M. Bacidore

Language
Released
2020
product-detail.submit-box.info.binding
(Paperback),
Book condition
Very Good
Price
€36.49

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