Author | Johnson, Barry |
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Title | Algorithmic trading & DMA : an introduction to direct access trading strategies / Barry Johnson |
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Imprint |
London : Myeloma, 2010 |
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Descript |
xvii, 574 p. : ill. ; 24 cm. |
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CONTENT
Overview -- Market microstructure -- World markets -- Algorithmic trading and DMA strategies -- Orders -- Algorithm overview -- Transaction costs -- Optimal trading strategies -- Implementing trading strategies -- Order placement -- Execution tacitiecs -- Enhancing trading strategies -- Infrastructure requirements -- Advanced trading strategies -- Portfolios -- Multi-asset trading -- News -- Data mining and artificial intelligence -- Epilogue -- Abbreviations & Acronyms -- References -- Index
SUBJECT
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Stocks -- Mathematical models
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Algorithms
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Investment analysis
LOCATION | CALL# | STATUS |
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Chula Business School Library | 332.64 J66A 2010 |
CHECK SHELVES
|
Chula Business School Library | 332.64 J66A 2010 |
CHECK SHELVES
|