Electronic and algorithmic trading technology
Subtitle: the complete guide
By: Kendall Kim.
Edition: 1st ed.
Publisher: Academic Press, an imprint of Elsevier; Academic Press
Published: 2007
Place of publication: Boston, Mass
Language: eng
ISBN-13: 9780123724915
Subjects: Stocks -- Prices -- Mathematical models; Program trading (Securities); Stock exchanges
Notes: Includes bibliographical references and index.
Table of contents: title: Overview of program and algorithmic trading; title: Automating trade and order flow; title: The growth of program and algorithmic trading; title: Alternative execution venues; title: Algorithmic strategies; title: Algorithmic feasibility and limitations; title: Electronic trading networks; title: Effective data management; title: Minimizing execution costs; title: Transaction cost research (TCR); title: Program and algorithmic trading for different asset classes; title: Regulation NMS and other regulatory challenges; title: Build vs. buy; title: Trading technology and prime brokerage; title: Profiling the leading vendors.