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Algorithmic trading & DMA : an introduction to direct access trading strategies / by Barry Johnson.

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Author/Creator:
Johnson, Barry.
Language:
English.
Publication date:
2010
Imprint:
London : 4Myeloma Press, c2010.
Format:
  • Book
  • xvii, 574 p. : ill. ; 25 cm.
Title Variation:
Algorithmic trading and DMA
Algorithmic trading and direct market access
Bibliography:
Includes bibliographical references (p. 545-568) and index.
Contents:
  • An overview of trading and markets. Overview ; Market microstructure ; World markets
  • Algorithmic trading and DMA strategies. Orders ; Algorithm overview ; Transaction costs ; Optimal trading strategies
  • Implementing trading strategies. Order placement ; Execution tactics ; Enhancing trading strategies ; Infrastructure requirements
  • Advanced trading strategies. Portfolios ; Multi-asset trading ; News ; Data mining and artificial intelligence
  • Epilogue.
Subjects:
ISBN:
9780956399205
0956399207

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