Algorithmic Trading Methods
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Published By Elsevier

9780128156308
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Probability Models

2021 ◽  
pp. 175-195
Author(s):  
Robert L. Kissell
Keyword(s):  
Probability Models

Front Matter

2021 ◽  
pp. iii

Estimating I-Star Market Impact Model Parameters

2021 ◽  
pp. 233-267
Author(s):  
Robert L. Kissell
Keyword(s):  
Model Parameters ◽  
Impact Model ◽  
Market Impact

Quantitative Analysis with TCA

2021 ◽  
pp. 469-518
Author(s):  
Robert L. Kissell
Keyword(s):  
Quantitative Analysis

Transaction Costs

2021 ◽  
pp. 57-97
Author(s):  
Robert L. Kissell
Keyword(s):  
Transaction Costs

Risk, Volatility, and Factor Models

2021 ◽  
pp. 269-299
Author(s):  
Robert L. Kissell
Keyword(s):  
Factor Models

TCA Analysis Using MATLAB, Excel, and Python

2021 ◽  
pp. 543-558
Author(s):  
Robert L. Kissell

Machine Learning and Trade Schedule Optimization

2021 ◽  
pp. 519-542
Author(s):  
Robert L. Kissell
Keyword(s):  
Machine Learning ◽  
Schedule Optimization

Introduction

2021 ◽  
pp. 1-21
Author(s):  
Robert L. Kissell
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