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Handbook of Price Impact Modeling Taylor & Francis Ltd

The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply... více popisu
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EAN: 9781032328225

Výrobce: Taylor & Francis Ltd |  Produktová specifikace

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The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies. Furthermore, trading algorithms’ rise introduces new questions professionals must answer, for instance: How do stock prices react to a trading strategy? How to scale a portfolio considering its tra...
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