Algorithmic Trading Methods - Robert Kissell - książka wyd. 2021

Opis

Published by Academic Press in 2013, the book is aimed at traders, quantitative analysts, and financial professionals who want to understand both the theoretical foundations and the practical applications of algorithmic trading. Kissell, a recognized expert in the field, provides a detailed roadmap for designing, evaluating, and implementing trading algorithms in today’s complex financial markets.

The book covers a wide range of topics including market microstructure, transaction cost analysis, optimal execution strategies, and the role of algorithms in equities, fixed income, and foreign exchange markets. Kissell explains how algorithms are used to minimize costs, manage risk, and exploit trading opportunities, while also addressing regulatory considerations and the evolution of electronic trading platforms.