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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2011
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Zusammenfassung: | "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"-- |
| Beschreibung: | Front Matter -- Market Microstructure. Financial Markets: Traders, Orders, and Systems -- Modern Financial Markets -- Inventory Models -- Market Microstructure: Information-Based Models -- Models of the Limit-Order Markets -- Empirical Market Microstructure -- Market Dynamics. Statistical Distributions and Dynamics of Returns -- Volatility -- Agent-Based Modeling of Financial Markets -- Trading Strategies. Technical Trading Strategies -- Arbitrage Trading Strategies -- Back-Testing of Trading Strategies -- Execution Strategies -- Appendix A: Probability Distributions -- Appendix B: Elements of Time Series Analysis -- Notes -- References -- About the Author -- Index |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781118268094 9781118093634 9781118093658 9780470924129 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV040590335 | ||
| 003 | DE-604 | ||
| 005 | 20190117 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 121126s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9781118268094 |c Online |9 978-1-118-26809-4 | ||
| 020 | |a 9781118093634 |c ePDF |9 978-1-118-09363-4 | ||
| 020 | |a 9781118093658 |c ePub |9 978-1-118-09365-8 | ||
| 020 | |a 9780470924129 |c Print |9 978-0-470-92412-9 | ||
| 024 | 7 | |a 10.1002/9781118268094 |2 doi | |
| 035 | |a (OCoLC)747412458 | ||
| 035 | |a (DE-599)BVBBV040590335 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1043 |a DE-473 |a DE-703 |a DE-861 | ||
| 082 | 0 | |a 332.64 |2 22 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 100 | 1 | |a Schmidt, Anatoly B. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial markets and trading |b an introduction to market microstructure and trading strategies |c Anatoly B. Schmidt |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2011 | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a Front Matter -- Market Microstructure. Financial Markets: Traders, Orders, and Systems -- Modern Financial Markets -- Inventory Models -- Market Microstructure: Information-Based Models -- Models of the Limit-Order Markets -- Empirical Market Microstructure -- Market Dynamics. Statistical Distributions and Dynamics of Returns -- Volatility -- Agent-Based Modeling of Financial Markets -- Trading Strategies. Technical Trading Strategies -- Arbitrage Trading Strategies -- Back-Testing of Trading Strategies -- Execution Strategies -- Appendix A: Probability Distributions -- Appendix B: Elements of Time Series Analysis -- Notes -- References -- About the Author -- Index | ||
| 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"-- | ||
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Stock exchanges | |
| 650 | 4 | |a Microfinance | |
| 650 | 0 | 7 | |a Handel |0 (DE-588)4023222-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 653 | |a Electronic books | ||
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Handel |0 (DE-588)4023222-0 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094 |x Verlag |3 Volltext |
| 912 | |a ZDB-35-WCE |a ZDB-35-WIC | ||
| 940 | 1 | |q UBT_Wiley_EK_2014 | |
| 940 | 1 | |q FAB_B&E_2011/12 | |
| 940 | 1 | |q FRO_PDA_WIC | |
| 940 | 1 | |q FHR_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-025418287 | ||
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094 |l UBG01 |p ZDB-35-WCE |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804149675491590144 |
|---|---|
| any_adam_object | |
| author | Schmidt, Anatoly B. |
| author_facet | Schmidt, Anatoly B. |
| author_role | aut |
| author_sort | Schmidt, Anatoly B. |
| author_variant | a b s ab abs |
| building | Verbundindex |
| bvnumber | BV040590335 |
| classification_rvk | QK 600 |
| collection | ZDB-35-WCE ZDB-35-WIC |
| ctrlnum | (OCoLC)747412458 (DE-599)BVBBV040590335 |
| dewey-full | 332.64 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64 |
| dewey-search | 332.64 |
| dewey-sort | 3332.64 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03995nmm a2200553zc 4500</leader><controlfield tag="001">BV040590335</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20190117 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">121126s2011 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118268094</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-118-26809-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118093634</subfield><subfield code="c">ePDF</subfield><subfield code="9">978-1-118-09363-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118093658</subfield><subfield code="c">ePub</subfield><subfield code="9">978-1-118-09365-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470924129</subfield><subfield code="c">Print</subfield><subfield code="9">978-0-470-92412-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118268094</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)747412458</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040590335</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1043</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schmidt, Anatoly B.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial markets and trading</subfield><subfield code="b">an introduction to market microstructure and trading strategies</subfield><subfield code="c">Anatoly B. Schmidt</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Front Matter -- Market Microstructure. Financial Markets: Traders, Orders, and Systems -- Modern Financial Markets -- Inventory Models -- Market Microstructure: Information-Based Models -- Models of the Limit-Order Markets -- Empirical Market Microstructure -- Market Dynamics. Statistical Distributions and Dynamics of Returns -- Volatility -- Agent-Based Modeling of Financial Markets -- Trading Strategies. Technical Trading Strategies -- Arbitrage Trading Strategies -- Back-Testing of Trading Strategies -- Execution Strategies -- Appendix A: Probability Distributions -- Appendix B: Elements of Time Series Analysis -- Notes -- References -- About the Author -- Index</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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"--</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed-income securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Microfinance</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Handel</subfield><subfield code="0">(DE-588)4023222-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Electronic books</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Handel</subfield><subfield code="0">(DE-588)4023222-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WCE</subfield><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBT_Wiley_EK_2014</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FAB_B&E_2011/12</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FRO_PDA_WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FHR_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025418287</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WCE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV040590335 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:26:48Z |
| institution | BVB |
| isbn | 9781118268094 9781118093634 9781118093658 9780470924129 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025418287 |
| oclc_num | 747412458 |
| open_access_boolean | |
| owner | DE-1043 DE-473 DE-BY-UBG DE-703 DE-861 |
| owner_facet | DE-1043 DE-473 DE-BY-UBG DE-703 DE-861 |
| physical | 1 Online-Ressource |
| psigel | ZDB-35-WCE ZDB-35-WIC UBT_Wiley_EK_2014 FAB_B&E_2011/12 FRO_PDA_WIC FHR_PDA_WIC |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Schmidt, Anatoly B. Verfasser aut Financial markets and trading an introduction to market microstructure and trading strategies Anatoly B. Schmidt Hoboken, NJ Wiley 2011 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance series Front Matter -- Market Microstructure. Financial Markets: Traders, Orders, and Systems -- Modern Financial Markets -- Inventory Models -- Market Microstructure: Information-Based Models -- Models of the Limit-Order Markets -- Empirical Market Microstructure -- Market Dynamics. Statistical Distributions and Dynamics of Returns -- Volatility -- Agent-Based Modeling of Financial Markets -- Trading Strategies. Technical Trading Strategies -- Arbitrage Trading Strategies -- Back-Testing of Trading Strategies -- Execution Strategies -- Appendix A: Probability Distributions -- Appendix B: Elements of Time Series Analysis -- Notes -- References -- About the Author -- Index "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"-- Fixed-income securities Stock exchanges Microfinance Handel (DE-588)4023222-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Electronic books Kreditmarkt (DE-588)4073788-3 s Handel (DE-588)4023222-0 s b DE-604 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094 Verlag Volltext |
| spellingShingle | Schmidt, Anatoly B. Financial markets and trading an introduction to market microstructure and trading strategies Fixed-income securities Stock exchanges Microfinance Handel (DE-588)4023222-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4023222-0 (DE-588)4073788-3 |
| title | Financial markets and trading an introduction to market microstructure and trading strategies |
| title_auth | Financial markets and trading an introduction to market microstructure and trading strategies |
| title_exact_search | Financial markets and trading an introduction to market microstructure and trading strategies |
| title_full | Financial markets and trading an introduction to market microstructure and trading strategies Anatoly B. Schmidt |
| title_fullStr | Financial markets and trading an introduction to market microstructure and trading strategies Anatoly B. Schmidt |
| title_full_unstemmed | Financial markets and trading an introduction to market microstructure and trading strategies Anatoly B. Schmidt |
| title_short | Financial markets and trading |
| title_sort | financial markets and trading an introduction to market microstructure and trading strategies |
| title_sub | an introduction to market microstructure and trading strategies |
| topic | Fixed-income securities Stock exchanges Microfinance Handel (DE-588)4023222-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Fixed-income securities Stock exchanges Microfinance Handel Kreditmarkt |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094 |
| work_keys_str_mv | AT schmidtanatolyb financialmarketsandtradinganintroductiontomarketmicrostructureandtradingstrategies |