The Science of Algorithmic Trading and Portfolio Management

This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques.

Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.

Robert Kissell is the president and founder of Kissell Research Group. He has published numerous research papers on trading, electronic algorithms, risk management, and best execution. He has previously been an instructor at Cornell University in their graduate Financial Engineering program. Jorge Lopez added it Jan 27, Alexandr Dainov marked it as to-read Mar 11, Kevin marked it as to-read Apr 28, Maksym marked it as to-read Oct 04, Steve Cao marked it as to-read Jan 19, Arturo marked it as to-read Feb 08, Jon added it Mar 04, Yich marked it as to-read Jun 09, Jackson Bi marked it as to-read Jun 28, Aryeh Newman marked it as to-read Jul 07, Jan-Christian Gerlach marked it as to-read Sep 05, Jobber added it Sep 19, Brett Quada marked it as to-read Feb 21, Milan marked it as to-read Feb 22, Daniel marked it as to-read Mar 12, Bill marked it as to-read Mar 12, Travis marked it as to-read May 26, Benjamin Lupton marked it as to-read Sep 12, There are no discussion topics on this book yet.

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The science of algorithmic trading and portfolio management Author: Academic Press, an imprint of Elsevier, English View all editions and formats Summary: This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling.

Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques.

Allow this favorite library to be seen by others Keep this favorite library private. Find a copy in the library Finding libraries that hold this item Electronic books Additional Physical Format: Document, Internet resource Document Type: Robert Kissell Find more information about: Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms.

This title helps readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.