UID:
almafu_9959328538002883
Format:
1 online resource (xiii, 184 pages) :
,
illustrations
ISBN:
9781118093641
,
111809364X
,
9781118093658
,
1118093658
,
9781118093634
,
1118093631
,
9781118268094
,
1118268091
,
0470924128
,
9780470924129
,
1283176629
,
9781283176620
Series Statement:
Wiley finance ; 637
Content:
"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"--
Note:
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
Additional Edition:
Print version: Schmidt, Anatoly B. Financial markets and trading. Hoboken, N.J. : Wiley, 2011
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268094
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