Algorithmic Trading and Quantitative Strategies

By Raja Velu, Daniel Nehren, Maxence Hardy, et al.

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.

• Format: Hardcover
• Language: English
• ISBN: 1498737161
• ISBN13: 9781498737166
• Release Date: July 2020
• Publisher: CRC Press
• Length: 450 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.1" x 6.1" x 9.3"