| Document Type
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BL
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| Record Number
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697817
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| Doc. No
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b520006
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| Main Entry
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Johnson, Barry.
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| Title & Author
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Algorithmic trading DMA : : an introduction to direct access trading strategies /\ by Barry Johnson.
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| Publication Statement
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London :: 4Myeloma Press,, c2010.
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| Page. NO
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xvii, 574 p. :: ill. ;; 25 cm.
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| ISBN
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0956399207 (pbk.)
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: 9780956399205 (pbk.)
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| Bibliographies/Indexes
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Includes bibliographical references (p. 545-568) and index.
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| Contents
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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.
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| Subject
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Investment analysis.
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| Subject
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Program trading (Securities)
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| Subject
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Stock exchanges.
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| Subject
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Stocks-- Prices-- Mathematical models.
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| Dewey Classification
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332.64
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| LC Classification
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HG4515.5
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| Parallel Title
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Algorithmic trading and direct market access
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: Algorithmic trading and DMA
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