Financial markets and trading : an introduction to market microstructure and trading strategies /

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...

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Superior document:Wiley finance ; 637
:
ProQuest (Firm)
Schmidt, Anatoly B.
TeilnehmendeR:
ProQuest (Firm)
Year of Publication:2011
Language:English
Series:Wiley finance series ; 637.
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Physical Description:xiii, 184 p. :; ill.
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collection bib_alma
record_format marc
spelling Schmidt, Anatoly B.
Financial markets and trading [electronic resource] : an introduction to market microstructure and trading strategies / Anatoly B. Schmidt.
Hoboken, N.J. : Wiley, 2011.
xiii, 184 p. : ill.
Wiley finance ; 637
Includes bibliographical references and index.
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
"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"-- Provided by publisher.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Fixed-income securities.
Stock exchanges.
Microfinance.
Electronic books.
ProQuest (Firm)
Wiley finance series ; 637.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=697662 Click to View
language English
format Electronic
eBook
author Schmidt, Anatoly B.
spellingShingle Schmidt, Anatoly B.
Financial markets and trading an introduction to market microstructure and trading strategies /
Wiley finance ;
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
author_facet Schmidt, Anatoly B.
ProQuest (Firm)
ProQuest (Firm)
author_variant a b s ab abs
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Schmidt, Anatoly B.
title Financial markets and trading an introduction to market microstructure and trading strategies /
title_sub an introduction to market microstructure and trading strategies /
title_full Financial markets and trading [electronic resource] : an introduction to market microstructure and trading strategies / Anatoly B. Schmidt.
title_fullStr Financial markets and trading [electronic resource] : an introduction to market microstructure and trading strategies / Anatoly B. Schmidt.
title_full_unstemmed Financial markets and trading [electronic resource] : an introduction to market microstructure and trading strategies / Anatoly B. Schmidt.
title_auth Financial markets and trading an introduction to market microstructure and trading strategies /
title_new Financial markets and trading
title_sort financial markets and trading an introduction to market microstructure and trading strategies /
series Wiley finance ;
series2 Wiley finance ;
publisher Wiley,
publishDate 2011
physical xiii, 184 p. : ill.
contents pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
isbn 9781118093634
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4650
callnumber-sort HG 44650 S36 42011
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=697662
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.64
dewey-sort 3332.64
dewey-raw 332.64
dewey-search 332.64
oclc_num 747412458
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