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010 a| 2012276303;

020 a| 9780124016897 (hbk.);

020 a| 0124016898 (hbk.);

035 a| (WaSeSS)ssj0001137376;

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049 a| EREEa| NEHH;

050 00 a| HG4515.5b| .K577 2014;

100 1 a| Kissell, Robert,d| 1967-?| UNAUTHORIZED;

245 14 a| The science of algorithmic trading and portfolio managementh| [electronic resource] /c| Robert Kissell.;

260 a| Amsterdam ;a| Boston :b| Academic Press is an imprint of Elsevier,c| 2014.;

300 a| xviii, 473 pages :b| illustrations ;c| 25 cm;

504 a| Includes bibliographical references (pages 453-463) and index.;

505 2 a| Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

650 0 a| Investments.=| ^A7956;

650 0 a| Algorithms.=| ^A17554;

650 0 a| Stocksx| Mathematical models.=| ^A24839;

650 0 a| Program trading (Securities)=| ^A239503;

650 0 a| Portfolio managementx| Mathematical models.=| ^A217426;

655 0 a| Electronic books.=| ^A491897;

856 40 z| Full text available from eBook - Finance 2013 [EBCF13]u| https://go.openathens.net/redirector/ecu.edu?url=https%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Fbook%2F9780124016897;

947 a| (OCoLC)ocn864854246;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

949 a| CLICK ON WEB ADDRESSw| ASISh| HSL77;

949 a| CLICK ON WEB ADDRESSw| ASISh| JMUSIC60;

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998 a| 6460776;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460776-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 7/21/2024x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460776-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 7/21/2024x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460776-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 7/21/2024x| EBOOKz| JERESOURCE;

The science of algorithmic trading and portfolio management / Robert Kissell.

Author/creator	Kissell, Robert, 1967-
Format	Electronic
Publication Info	Amsterdam ; Boston : Academic Press is an imprint of Elsevier, 2014.
Description	xviii, 473 pages : illustrations ; 25 cm
Supplemental Content	Full text available from eBook - Finance 2013 [EBCF13]
Subjects	Investments. Algorithms. Stocks--Mathematical models. Program trading (Securities) Portfolio management--Mathematical models.

Partial contents	Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models.
Bibliography note	Includes bibliographical references (pages 453-463) and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Other edition issued	Electronic version: Kissell, Robert, 1967- Science of algorithmic trading and portfolio management. San Diego, CA : Academic Press, an imprint of Elsevier, 2014 9780124016897
Genre/form	Electronic books.
LCCN	2012276303
ISBN	9780124016897 (hbk.)
ISBN	0124016898 (hbk.)

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The science of algorithmic trading and portfolio management / Robert Kissell.

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