Algorithmic Trading Methods 2nd Edition

Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques

Kissell
Elsevier S&T
612 pages
ISBN-13 : 9780128156308
September 2020

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements.