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357 pages • missing pub info (view editions)
ISBN/UID: 9780367871819
Format: Paperback
Language: English
Publisher: CRC Press
Edition Pub Date: 12 December 2019
Description
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transactio...
Community Reviews
Content Warnings
357 pages • missing pub info (view editions)
ISBN/UID: 9780367871819
Format: Paperback
Language: English
Publisher: CRC Press
Edition Pub Date: 12 December 2019
Description
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transactio...
Community Reviews
Content Warnings