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“howard shek”

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  • Quantitative Trading

    Algorithms, Analytics, Data, Models, Optimization

    by Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong ...
    The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset ... Read more

    $91.99 USD