Description: Algorithmic Trading has grown dramatically, from a tool used by only the most sophisticated traders to one used daily by virtually every major investment firm and broker. Trading algorithms today have permeated trading in most asset classes, not only traditional assets like stocks, but also more exotic assets like cryptocurrencies.This book aims to provide portfolio managers, traders, and other finance professionals with in-depth information about how trading algorithms actually work in practice. 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.
Price: 112.51 USD
Location: Denver, Colorado
End Time: 2025-01-22T18:07:58.000Z
Shipping Cost: 4.25 USD
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Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money back or replacement (buyer's choice)
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price: 169.53
yearPublished: 2020
Author: Bacidore, Jeffrey M
Book Title: Algorithmic Trading: A Practitioner's Guide
Language: English
Format: Paperback
