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  • 1
    UID:
    almahu_9948197524302882
    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 series
    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.
    Library Location Call Number Volume/Issue/Year Availability
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