Handbook of Price Impact Modeling

Submitted by Anonymous on Sat, 06/24/2023 - 01:13

aw_deep_link:

https://www.awin1.com/pclick.php?p=35997168862&a=718345&m=3787

aw_product_id:

35997168862

merchant_image_url:

merchant_category:

Books

search_price:

74.99

book_author_name:

Kevin T Webster

book_type:

Hardback

publisher:

Taylor & Francis Ltd

published_date:

05/05/2023

isbn:

9781032328225

Merchant Product Cat path:

Books > Science, Technology & Medicine > Mathematics & science > Mathematics > Applied mathematics

specifications:

Kevin T Webster|Hardback|Taylor & Francis Ltd|05/05/2023

Merchant Product Id:

9781032328225

Book Description:

Builds a market simulator to back test trading algorithmsImplements closed-form strategies that optimize trading signalsMeasures liquidity risk and stress test portfolios for fire salesAnalyze algorithms' performance controlling for common trading biasesEstimates price impact models using the public trading tape

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Science, Technology & Medicine