AuthorJohnson, Barry
TitleAlgorithmic trading & DMA : an introduction to direct access trading strategies / Barry Johnson
Imprint London : Myeloma, 2010
Descript xvii, 574 p. : ill. ; 24 cm.

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

  1. Stocks -- Mathematical models
  2. Algorithms
  3. Investment analysis

LOCATIONCALL#STATUS
Chula Business School Library332.64 J66A 2010 CHECK SHELVES
Chula Business School Library332.64 J66A 2010 CHECK SHELVES