Algorithmic Trading
Download or Read eBook Algorithmic Trading PDF written by Jeffrey Bacidore and published by . This book was released on 2021-02-16 with total page pages. Available in PDF, EPUB and Kindle.
| Author | : Jeffrey Bacidore |
| Publisher | : |
| Total Pages | : |
| Release | : 2021-02-16 |
| ISBN-10 | : 057886262X |
| ISBN-13 | : 9780578862620 |
| Rating | : 4/5 (2X Downloads) |
Book Synopsis Algorithmic Trading by : Jeffrey Bacidore
Book excerpt: The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.
