Financial markets and trading an introduction to market microstructure and trading strategies
(eBook)
Author
Contributors
Published
Hoboken, N.J. : Wiley, 2011.
Physical Desc
xiii, 184 pages : ill.
Status
More Details
Format
eBook
Language
English
Notes
Bibliography
Includes bibliographical references and index.
Description
"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"--,Provided by publisher.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Citations
APA Citation, 7th Edition (style guide)
Schmidt, A. B. (2011). Financial markets and trading: an introduction to market microstructure and trading strategies . Wiley.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Schmidt, Anatoly B. 2011. Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies. Wiley.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Schmidt, Anatoly B. Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies Wiley, 2011.
MLA Citation, 9th Edition (style guide)Schmidt, Anatoly B. Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies Wiley, 2011.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
b91fc123-8cf3-1206-e841-5a92392c2e28-eng
Grouping Information
| Grouped Work ID | b91fc123-8cf3-1206-e841-5a92392c2e28-eng |
|---|---|
| Full title | financial markets and trading an introduction to market microstructure and trading strategies |
| Author | schmidt anatoly b |
| Grouping Category | book |
| Last Update | 2022-06-07 21:23:19PM |
| Last Indexed | 2024-04-17 05:02:17AM |
Book Cover Information
| Image Source | default |
|---|---|
| First Loaded | Dec 31, 2023 |
| Last Used | Dec 31, 2023 |
Marc Record
| First Detected | Aug 09, 2021 12:14:22 PM |
|---|---|
| Last File Modification Time | Nov 22, 2021 08:02:39 AM |
MARC Record
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| 245 | 1 | 0 | |a Financial markets and trading|h [eBook] :|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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
| 655 | 4 | |a Electronic books. | |
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| 830 | 0 | |a Wiley finance series ;|v 637. | |
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| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/prescottcollege-ebooks/detail.action?docID=697662|x Prescott College|y Prescott College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yln-ebooks/detail.action?docID=697662|x Yavapai Library Network|y All other users click here to access |
| 945 | |a E-Book | ||
