Algorithmic trading & DMA
Subtitle: an introduction to direct access trading strategies
By: by Barry Johnson
Publisher: 4Myeloma Press
Published: 2010
Place of publication: London
Language: eng
Number of pages: 574
ISBN-13: 9780956399205
Subjects: Prices; Stock exchanges; Investment analysis; Mathematical models; Stocks; Program trading (Securities)
Other titles: Algorithmic trading and DMA; Algorithmic trading and direct market access
Notes: Includes bibliographical references (p. 545-568) and index.
Table of contents: title: An overview of trading and markets. Overview ; Market microstructure ; World markets; title: Algorithmic trading and DMA strategies. Orders ; Algorithm overview ; Transaction costs ; Optimal trading strategies; title: Implementing trading strategies. Order placement ; Execution tactics ; Enhancing trading strategies ; Infrastructure requirements; title: Advanced trading strategies. Portfolios ; Multi-asset trading ; News ; Data mining and artificial intelligence; title: Epilogue.