Algorithmic trading & DMA : an introduction to direct access trading strategies

Posted By: insetes

Algorithmic trading & DMA : an introduction to direct access trading strategies By Barry Johnson
2010 | 594 Pages | ISBN: 0956399207 | DJVU | 12 MB


An overview of trading and markets. Overview ; Market microstructure ; World markets -- Algorithmic trading and DMA strategies. Orders ; Algorithm overview ; Transaction costs ; Optimal trading strategies -- Implementing trading strategies. Order placement ; Execution tactics ; Enhancing trading strategies ; Infrastructure requirements -- Advanced trading strategies. Portfolios ; Multi-asset trading ; News ; Data mining and artificial intelligence -- Epilogue