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Handbook of Price Impact Modeling (Hardcover)
Kevin T WebsterBuilds a market simulator to back test trading algorithms Implements closed-form strategies that optimize trading signals Measures liquidity risk and stress test portfolios for fire sales Analyze algorithmsâ performance controlling for common trading biases Estimates price impact models using the public trading tape
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Product Description
Builds a market simulator to back test trading algorithms Implements closed-form strategies that optimize trading signals Measures liquidity risk and stress test portfolios for fire sales Analyze algorithmsâ performance controlling for common trading biases Estimates price impact models using the public trading tape
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Product Details
General
Imprint | Taylor & Francis |
Country of origin | United Kingdom |
Series | Chapman and Hall/CRC Financial Mathematics Series |
Release date | May 2023 |
Availability | Expected to ship within 9 - 15 working days |
First published | 2023 |
Authors | Kevin T Webster |
Dimensions | 234 x 156mm (L x W) |
Format | Hardcover |
Pages | 416 |
ISBN-13 | 978-1-03-232822-5 |
Barcode | 9781032328225 |
Categories | |
LSN | 1-03-232822-3 |
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