Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt.
"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 di...
Saved in:
| Superior document: | Wiley finance ; 637 |
|---|---|
| : | |
| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Series: | Wiley finance series ;
637. |
| Online Access: | |
| Physical Description: | xiii, 184 p. :; ill. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 03154nam a2200469 a 4500 | ||
|---|---|---|---|
| 001 | 500697662 | ||
| 003 | MiAaPQ | ||
| 005 | 20191030193400.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 110311s2011 njuad sb 001 0 eng d | ||
| 010 | |z 2011008890 | ||
| 020 | |z 9780470924129 (hardback) | ||
| 020 | |z 9780470924129 | ||
| 020 | |a 9781118093634 |q (electronic bk.) | ||
| 020 | |z 9781118093641 (e-book) | ||
| 020 | |z 9781118093658 (e-book) | ||
| 020 | |z 9781118093634 (e-book) | ||
| 035 | |a (MiAaPQ)500697662 | ||
| 035 | |a (Au-PeEL)EBL697662 | ||
| 035 | |a (CaPaEBR)ebr10484663 | ||
| 035 | |a (CaONFJC)MIL317662 | ||
| 035 | |a (OCoLC)747412458 | ||
| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG4650 |b .S36 2011 | |
| 082 | 0 | 4 | |a 332.64 |2 22 |
| 100 | 1 | |a Schmidt, Anatoly B. | |
| 245 | 1 | 0 | |a Financial markets and trading |h [electronic resource] : |b an introduction to market microstructure and trading strategies / |c Anatoly B. Schmidt. |
| 260 | |a Hoboken, N.J. : |b Wiley, |c 2011. | ||
| 300 | |a xiii, 184 p. : |b ill. | ||
| 490 | 1 | |a Wiley finance ; |v 637 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. | |
| 520 | |a "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"-- |c Provided by publisher. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Wiley finance series ; |v 637. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=697662 |z Click to View |