||9 of 10 people found the following review helpful.| Good read|By Virtakuono|A very practically oriented and mathematically simple narrative. Plenty of examples of exactly solvable dynamic programming problems. Most chapters end with a discussion of practical implications of the calculations.|5 of 6 people found the following review helpful.| Definitely move along if you aren't an advanced calculus s||"[This book] is an important and timely textbook on algorithmic trading. Human traders in financial markets are an endangered species, gradually replaced by computers and algorithms. In this new world, designing and coding trading strategies requires knowledg
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), an...
[PDF.hp53] Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) Rating: 4.63 (653 Votes)
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