Financial markets and trading an introduction to market microstructure and 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 di...
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
2011.
|
| Series: | Wiley finance series ;
637. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 020 | |z 9780470924129 (hardback) | ||
| 020 | |z 9781118093641 (e-book) | ||
| 020 | |z 9781118093658 (e-book) | ||
| 020 | |z 9781118093634 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10484663 | ||
| 035 | |a (OCoLC)747412458 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG4650 |b .S36 2011eb |
| 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. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Wiley finance series ; |v 637. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10484663 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 126554 |d 126554 | ||