Price: $69.95 - $45.47
(as of Apr 12, 2026 08:50:57 UTC – Details)
The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.
This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.
Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers.Helps readers design systems to manage algorithmic risk and dark pool uncertainty.Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.
Publisher : Academic Press
Publication date : October 28, 2013
Edition : 1st
Language : English
Print length : 496 pages
ISBN-10 : 0124016898
ISBN-13 : 978-0124016897
Item Weight : 2.6 pounds
Dimensions : 7.8 x 1.2 x 9.3 inches
Best Sellers Rank: #934,765 in Books (See Top 100 in Books) #440 in Banks & Banking (Books) #2,043 in Applied Mathematics (Books) #2,135 in Budgeting & Money Management (Books)
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