
Handbook of Price Impact Modeling
1 186 kr
1 186 kr
To., 20 mars - on., 26 mars
Sikker betaling
14 dagers åpent kjøp
Selges og leveres av
Adlibris
Produktbeskrivelse
Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies. Furthermore, trading algorithm rise introduces new questions professionals must answer, for instance:
- How do stock prices react to a trading strategy?
- How to scale a portfolio considering its trading costs and liquidity risk?
- How to measure and improve trading algorithms while avoiding biases?
Price impact models answer these novel questions at the forefront of quantitative finance. Hence, practitioners and students can use this Handbook as a comprehensive, modern view of systematic trading.
For financial institutions, the Handbook’s framework aims to minimize the firm’s price impact, measure market liquidity risk, and provide a unified, succinct view of the firm’s trading activity to the C-suite via analytics and tactical research.
The Handbook’s focus on applications and everyday skillsets makes it an ideal textbook for a master’s in finance class and students joining quantitative trading desks. Using price impact models, the reader learns how to:
- Build a market simulator to back test trading algorithms
- Implement closed-form strategies that optimize trading signals
- Measure liquidity risk and stress test portfolios for fire sales
- Analyze algorithm performance controlling for common trading biases
- Estimate price impact models using public trading tape
Finally, the reader finds a primer on the database kdb+ and its programming language q, which are standard tools for analyzing high-frequency trading data at banks and hedge funds.
Authored by a finance professional, this book is a valuable resource for quantitative researchers and traders.
Artikkel nr.
68d23e56-fa3f-4b6a-9120-86f10200b07b
Handbook of Price Impact Modeling
1 186 kr
1 186 kr
To., 20 mars - on., 26 mars
Sikker betaling
14 dagers åpent kjøp
Selges og leveres av
Adlibris
Lignende toppselgere

Den fantastiske bus
589 kr
Tidligere laveste pris:
602 kr

Smart Ørerens med Kamera – Trådløs & Sikker Øreinspeksjon Svart
299 kr

INF Øreputer for Bose QC35 I/II, QC25, QC15, QC 2 AE 2, AE 2i, AE 2w, SoundTrue, SoundLink
99 kr
Tidligere laveste pris:
126 kr

Fidget Spinners med Sugekopp for Barn
199 kr

6x60ml = 360ml - Kirkland Extra Strength 5% Men Hair Regrowth 60ml Hair Loss
1 290 kr

INF Stylus Pen kompatibel med iPad 2018-2023-serien HvitiPad
196 kr
Tidligere laveste pris:
268 kr

Øreputer for Bose QuietComfort - QC35/QC25/QC15/AE2 Hodetelefoner Svart
99 kr

Playstation 5 DualSense Controller Midnight Black
799 kr

3x Kirkland Extra Strength 5% Men Hair Regrowth 60ml Hair Loss
699 kr

INF SCART til HDMI-omformer 1080p
129 kr
Tidligere laveste pris:
149 kr
Anbefalinger til dig

INF Digital vekt for smykker / gull / kaffe 0,01 g - 200 g
129 kr
Tidligere laveste pris:
163 kr

INF Etterfilter til Dyson V11 / V15 akselstøvsuger 3-pakning
229 kr
Tidligere laveste pris:
409 kr

RCA til HDMI Converter 1080p - Adapter
129 kr

Universalfjernkontroll BN59-01312A for Samsung Smart 4K LED Svart No Voice
145 kr

Luftrenseenhet - Renser / Saniterer luften - 20,000 mg/h
599 kr
Tidligere laveste pris:
699 kr

Hetter til øreplugger (AirPods Pro) i 3 størrelser
79 kr
Tidligere laveste pris:
97 kr

2-Pak - Lader for iPhone - Hurtiglader - Adapter + Kabel 20W USB-C
199 kr

INF Tilbehørssett for Xiaomi Roborock E4, S5, S50, S51, S55 11 deler, 2 hovedbørster, 4 sidebørster,4 filter,1 børster
175 kr
Tidligere laveste pris:
209 kr

INF Profesjonelt tannhygienesett - 6 redskaper
147 kr
Tidligere laveste pris:
188 kr

Trådløs CarPlay-adapter 2024
449 kr
Tidligere laveste pris:
459 kr