The Science of Algorithmic Trading and Portfolio Management

Written By Robert Kissell
The Science of Algorithmic Trading and Portfolio Management
  • Publsiher : Academic Press
  • Release : 01 October 2013
  • ISBN : 0124016936
  • Pages : 496 pages
  • Rating : /5 from reviews
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Download or read book entitled The Science of Algorithmic Trading and Portfolio Management by author: Robert Kissell which was release on 01 October 2013 and published by Academic Press with total page 496 pages . This book available in PDF, EPUB and Kindle Format. The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. 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. 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. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2013-10-01
  • Total pages : 496
  • ISBN : 0124016936
GET BOOK

Summary : The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build ...

Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2020-09-08
  • Total pages : 612
  • ISBN : 0124016936
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Summary : Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies ...

Hands On Machine Learning for Algorithmic Trading

Hands On Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release Date : 2018-12-31
  • Total pages : 684
  • ISBN : 0124016936
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Summary : Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key Features Implement machine learning algorithms to build, train, and validate algorithmic models Create your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions Develop neural networks for algorithmic trading to perform ...

An Introduction to Algorithmic Finance Algorithmic Trading and Blockchain

An Introduction to Algorithmic Finance  Algorithmic Trading and Blockchain
  • Author : Satya Chakravarty,Palash Sarkar
  • Publisher : Emerald Group Publishing
  • Release Date : 2020-08-20
  • Total pages : 208
  • ISBN : 0124016936
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Summary : The purpose of the book is to provide a broad-based accessible introduction to three of the presently most important areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic understanding required for a career in the finance industry and for doing more specialised courses ...

Python for Algorithmic Trading

Python for Algorithmic Trading
  • Author : Yves Hilpisch
  • Publisher : O'Reilly Media
  • Release Date : 2020-11-12
  • Total pages : 380
  • ISBN : 0124016936
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Summary : Algorithmic trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how ...

Student Managed Investment Funds

Student Managed Investment Funds
  • Author : Brian Bruce
  • Publisher : Academic Press
  • Release Date : 2020-07-29
  • Total pages : 602
  • ISBN : 0124016936
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Summary : Student-Managed Investment Funds: Organization, Policy, and Portfolio Management, Second Edition, helps students work within a structured investment management organization, whatever that organizational structure might be. It aids them in developing an appreciation for day-to-day fund operations (e.g., how to get portfolio trade ideas approved, how to execute trades, how ...

Algorithmic Trading

Algorithmic Trading
  • Author : Sophia Foster
  • Publisher : Unknown
  • Release Date : 2021-05-24
  • Total pages : 264
  • ISBN : 0124016936
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Summary : Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies ...

Symposium proceedings XV International symposium Symorg 2016

Symposium proceedings   XV International symposium Symorg 2016
  • Author : Ondrej Jaško,Sanja Marinković
  • Publisher : University of Belgrade, Faculty of Organizational Sciences
  • Release Date : 2016-06-03
  • Total pages : 1520
  • ISBN : 0124016936
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Summary : Read online Symposium proceedings XV International symposium Symorg 2016 written by Ondrej Jaško,Sanja Marinković, published by University of Belgrade, Faculty of Organizational Sciences which was released on 2016-06-03. Download full Symposium proceedings XV International symposium Symorg 2016 Books now! Available in PDF, ePub and Kindle....

Machine Learning and Data Science Blueprints for Finance

Machine Learning and Data Science Blueprints for Finance
  • Author : Hariom Tatsat,Sahil Puri,Brad Lookabaugh
  • Publisher : "O'Reilly Media, Inc."
  • Release Date : 2020-10-01
  • Total pages : 432
  • ISBN : 0124016936
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Summary : Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You’ll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement ...

PRICAI 2019 Trends in Artificial Intelligence

PRICAI 2019  Trends in Artificial Intelligence
  • Author : Abhaya C. Nayak,Alok Sharma
  • Publisher : Springer Nature
  • Release Date : 2019-08-22
  • Total pages : 761
  • ISBN : 0124016936
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Summary : This three-volume set LNAI 11670, LNAI 11671, and LNAI 11672 constitutes the thoroughly refereed proceedings of the 16th Pacific Rim Conference on Artificial Intelligence, PRICAI 2019, held in Cuvu, Yanuca Island, Fiji, in August 2019. The 111 full papers and 13 short papers presented in these volumes were carefully reviewed and selected from 265 submissions. PRICAI covers a ...

Environmental Social and Governance ESG Investing

Environmental  Social  and Governance  ESG  Investing
  • Author : John Hill
  • Publisher : Academic Press
  • Release Date : 2020-01-30
  • Total pages : 370
  • ISBN : 0124016936
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Summary : Environmental, Social, and Governance (ESG) Investing: A Balanced Analysis of the Theory and Practice of a Sustainable Portfolio presents a balanced, thorough analysis of ESG factors as they are incorporated into the investment process. An estimated 25% of all new investments are in ESG funds, with a global total of $23 trillion ...

Optimal Sports Math Statistics and Fantasy

Optimal Sports Math  Statistics  and Fantasy
  • Author : Robert L. Kissell,James Poserina
  • Publisher : Academic Press
  • Release Date : 2017-04-06
  • Total pages : 352
  • ISBN : 0124016936
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Summary : Optimal Sports Math, Statistics, and Fantasy provides the sports community—students, professionals, and casual sports fans—with the essential mathematics and statistics required to objectively analyze sports teams, evaluate player performance, and predict game outcomes. These techniques can also be applied to fantasy sports competitions. Readers will learn how to: ...

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release Date : 2020-07-31
  • Total pages : 820
  • ISBN : 0124016936
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Summary : Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development process to apply predictive ...

Long Short Market Dynamics

Long Short Market Dynamics
  • Author : Clive M. Corcoran
  • Publisher : John Wiley & Sons
  • Release Date : 2007-02-06
  • Total pages : 358
  • ISBN : 0124016936
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Summary : Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ...

Multi Asset Risk Modeling

Multi Asset Risk Modeling
  • Author : Morton Glantz,Robert Kissell
  • Publisher : Academic Press
  • Release Date : 2013-12-03
  • Total pages : 544
  • ISBN : 0124016936
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Summary : Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book ...