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Algorithmic trading & DMA : an introduction to direct access trading strategies

Author: Barry Johnson
Publisher: London : 4Myeloma Press, ©2010.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Barry Johnson
ISBN: 9780956399205 0956399207
OCLC Number: 653125900
Description: xvii, 574 pages : illustrations ; 25 cm
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.
Other Titles: Algorithmic trading and DMA
Algorithmic trading and direct market access
Responsibility: by Barry Johnson.

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