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

    Posted By: insetes
    Algorithmic trading & DMA : an introduction to direct access trading strategies

    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