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Algorithmic Trading A Practitioners Guide Jeffrey Bacidore

  • SKU: BELL-50995010
Algorithmic Trading A Practitioners Guide Jeffrey Bacidore
$ 31.00 $ 45.00 (-31%)

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Algorithmic Trading A Practitioners Guide Jeffrey Bacidore instant download after payment.

Publisher: TBG Press
File Extension: PDF
File size: 67.63 MB
Pages: 167
Author: Jeffrey Bacidore
ISBN: 9780578715230, 0578715236
Language: English
Year: 2020

Product desciption

Algorithmic Trading A Practitioners Guide Jeffrey Bacidore by Jeffrey Bacidore 9780578715230, 0578715236 instant download after payment.

The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

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