The Resource Financial markets and trading : an introduction to market microstructure and trading strategies, Anatoly B. Schmidt, (electronic book)

Financial markets and trading : an introduction to market microstructure and trading strategies, Anatoly B. Schmidt, (electronic book)

Label
Financial markets and trading : an introduction to market microstructure and trading strategies
Title
Financial markets and trading
Title remainder
an introduction to market microstructure and trading strategies
Statement of responsibility
Anatoly B. Schmidt
Creator
Subject
Language
eng
Summary
"Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"--
Member of
Assigning source
Provided by publisher
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Schmidt, Anatoly B.
Dewey number
332.64
Illustrations
  • illustrations
  • charts
Index
index present
LC call number
HG4650
LC item number
.S36 2011eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/subjectName
  • Fixed-income securities
  • Stock exchanges
  • Microfinance
Label
Financial markets and trading : an introduction to market microstructure and trading strategies, Anatoly B. Schmidt, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies
Control code
ebr10484663
Dimensions
unknown
Extent
xiii, 184 p.
Form of item
electronic
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Financial markets and trading : an introduction to market microstructure and trading strategies, Anatoly B. Schmidt, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies
Control code
ebr10484663
Dimensions
unknown
Extent
xiii, 184 p.
Form of item
electronic
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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