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Algorithmic Trading Methods Applications Using Advanced Statistics Optimization and Machine Learning Techniques 2nd Edition by Robert Kissell ISBN 0128156309 978-0128156308

Name: Algorithmic Trading Methods Applications Using Advanced Statistics Optimization and Machine Learning Techniques 2nd Edition by Robert Kissell ISBN 0128156309 978-0128156308
SKU: EB-14222718
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Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques 2nd Edition Robert Kissell Digital Instant Download

Author(s): Robert Kissell

ISBN(s): 9780128156308, 0128156309

Edition: 2

File Details: PDF, 13.27 MB

Year: 2020

Language: English

SKU: EB-14222718 Category: Business & Economics - Mathematical Economics Tag: Robert Kissell

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Algorithmic Trading Methods Applications Using Advanced Statistics Optimization and Machine Learning Techniques 2nd Edition by Robert Kissell PDF Instant Download/Delivery: 0128156309, 978-0128156308
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ISBN 10: 0128156309
ISBN 13: 978-0128156308
Author: Robert Kissell

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 and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.

New Financial Markets
Algorithmic Trading
Market Microstructure
Transaction Cost Analysis
Market Impact Models
Estimating I-Star Model Parameters
Volatility and Risk Models
Advanced Forecasting Techniques – “Volume Forecasting Models”
Algorithmic Decision-Making Framework
Portfolio Algorithms & Trade Schedule Optimization
Pre-Trade and Post-Trade Models
Liquidation Cost Analysis
Compliance and Regulatory Reporting
Portfolio Construction
Quantitative Portfolio Management Techniques
Multi-Asset Trading Costs, ETFs, Fixed Income, etc.
High Frequency Trading and Black Box Models
Cost Index – Historical TCA Patterns, Costs by Market Cap, and Investment Style
TCA with Excel, MATLAB, & Python
Advanced Topics – TCA ETFs, Stat Arb, Liquidity Trading
Best Execution Process – Model Validation, and Best Execution Process for Brokers and for Investors