{"product_id":"quantitative-trading-xin-guo-9781498706483","title":"Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization","description":"\u003cp\u003eThe 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, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Xin Guo, Tze Leung Lai, Howard Shek\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1498706487\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781498706483\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/15\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 357\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.45lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.30h x 6.00w x 1.00d","brand":"Xin Guo","offers":[{"title":"Hardcover","offer_id":44584047018239,"sku":"9781498706483","price":125.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_d5311cd6-135d-4588-b5ca-5862e96eddae.jpg?v=1701885002","url":"https:\/\/www.whiterainbookhouse.com\/products\/quantitative-trading-xin-guo-9781498706483","provider":"WR Book House","version":"1.0","type":"link"}