Financial markets and trading: an introduction to market microstructure and trading strategies
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2011
|
| Schriftenreihe: | Wiley finance series
637 |
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and 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"-- |
| Beschreibung: | xiii, 184 p. |
| ISBN: | 9781118093641 9781118093658 9781118093634 |
Internformat
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| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2011 | |
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| 490 | 0 | |a Wiley finance series |v 637 | |
| 500 | |a Includes bibliographical references and index | ||
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| 505 | 0 | |a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies | |
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Datensatz im Suchindex
| _version_ | 1804177260622643200 |
|---|---|
| any_adam_object | |
| author | Schmidt, Anatoly B. |
| author_facet | Schmidt, Anatoly B. |
| author_role | aut |
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| author_variant | a b s ab abs |
| building | Verbundindex |
| bvnumber | BV044154628 |
| classification_rvk | QK 600 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies |
| ctrlnum | (ZDB-30-PAD)EBC697662 (ZDB-89-EBL)EBL697662 (OCoLC)747412458 (DE-599)BVBBV044154628 |
| 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 |
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| id | DE-604.BV044154628 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 9781118093641 9781118093658 9781118093634 |
| language | English |
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| physical | xiii, 184 p. |
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| publishDate | 2011 |
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| publisher | Wiley |
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| 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, N.J. Wiley 2011 xiii, 184 p. txt rdacontent c rdamedia cr rdacarrier Wiley finance series 637 Includes bibliographical references and 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"-- pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies Fixed-income securities Stock exchanges Microfinance Handel (DE-588)4023222-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Handel (DE-588)4023222-0 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-92412-9 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Schmidt, Anatoly B. Financial markets and trading an introduction to market microstructure and trading strategies pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. 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 |
| work_keys_str_mv | AT schmidtanatolyb financialmarketsandtradinganintroductiontomarketmicrostructureandtradingstrategies |