Algorithmic and High-Frequency Trading

Jos Penalva

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Lingua: inglese

Editore: Cambridge University Press, 2015

1107091144 / 9781107091146

Da: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc

Venditore con 4 stelle

Venditore AbeBooks dal 23 marzo 2026

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Descrizione dell’articolo da parte del venditore

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.…

Codice articolo CIN1107091144G

Titolo
Algorithmic and High-Frequency Trading
Autore
Jos Penalva
Editore
Cambridge University Press
Anno di pubblicazione
2015
Condizione
Good
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1107091144
ISBN 13
9781107091146

World of Books Inc

Montgomery, IL, U.S.A.

Venditore con 4 stelle

Venditore AbeBooks dal 23 marzo 2026

Tariffe di spedizione nazionale per U.S.A.

ArticoloDa 4 a 12 giorni lavorativiDa 3 a 6 giorni lavorativi
Primo articoloEUR 0,00EUR 9,81
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …

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