Algorithmic Trading And Quantitative Strategies

Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.

• | By (Author): Raja Velu
• | Publisher: Taylor & Francis Inc
• | Publication Date: Aug 06, 2020
• | Country of Publication: United States
• | Number of Pages: 434 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1498737161
• | ISBN-13: 9781498737166