Algorithmic Trading has grown dramatically, from a tool used by only the most sophisticated traders to one used daily by virtually every major investment firm and broker. Trading algorithms today have permeated trading in most asset classes, not only traditional assets like stocks, but also more exotic assets like cryptocurrencies.This book aims to provide portfolio managers, traders, and other finance professionals with in-depth information about how trading algorithms actually work in practice. The book provides detailed coverage of:• Single-order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm.• Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.• Smart routers, including “smart market,” “smart limit,” and dark aggregators.• Trading performance measurement, including trading benchmarks, “algo wheels,” trading cost models, and other measurement issues.
✔ Author(s): Jeffrey M Bacidore
✔ Title: Algorithmic Trading: A Practitioner's Guide
✔ Rating : 4.3 out of 5 base on (83 reviews)
✔ ISBN-10: 0578715236
✔ ISBN-13: 9780578715230
✔ Language: English
✔ Format ebook: PDF, EPUB, Kindle, Audio, HTML and MOBI
✔ Device compatibles: Android, iOS, PC and Amazon Kindle
Readers' opinions about Algorithmic Trading by Jeffrey M Bacidore
Sydney Richardson
What a rollercoaster of emotions! I laughed, cried, and everything in between. The author's ability to evoke such raw feelings is truly commendable. It's a story that will stay with me forever.
Kara Snyder
I must confess, this book made me shed tears like never before. The themes of love, loss, and resilience struck a chord with my soul. It was an emotional journey I'm grateful to have taken.
Tasha Cobbett
This book is a treasure trove of knowledge and wisdom. The insights offered by the characters and their experiences have left a lasting impression on me.
