Algorithmic Trading and Quantitative Strategies (PDF)
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Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.
Maxence Hardy is a Managing Director and the Head of eTrading Quantitative Research for Equities and Futures at J.P.Morgan, based in New York. Mr. Hardy is responsible for the development of agency algorithmic trading strategies for the Equities and Futures divisions globally.
Daniel Nehren is a Managing Director and the Head of Statistical Modelling and Development for Equities at Barclays. Based in New York, Mr. Nehren is responsible for the development of algorithmic trading and analytics products. Mr. Nehren has more than19 years of experience in equity trading working for some of the most prestigious financial firms including Citadel, J.P Morgan, and Goldman Sachs.
- Autor: Raja Velu
- 2020, 1. Auflage, 400 Seiten, Englisch
- Verlag: Taylor & Francis
- ISBN-10: 1498737196
- ISBN-13: 9781498737197
- Erscheinungsdatum: 12.08.2020
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- Größe: 13 MB
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