Algorithmic Trading and DMA: An introduction to direct access trading strategies 豆 8.1分

资源最后更新于 2020-08-18 15:41:02

作者：Barry Johnson

出版社：4Myeloma Press

出版日期：2010-01

ISBN：9780956399205

文件格式： pdf

标签： 算法交易 金融 trading 交易 量化投资 quantitative Quant algorithmic

简介· · · · · ·

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution.

This book starts from the ground up to provide detailed explanations of both these techniques:

- An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from emp...