Schmidt, Anatoly B. creator text bibliography Electronic books. nju Hoboken, N.J Wiley 2011 monographic eng

electronic resource

1 online resource (xiii, 184 pages) : illustrations. "Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"-- pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. Anatoly B. Schmidt. Includes bibliographical references and index. Fixed-income securities Stock exchanges Microfinance Fixed-income securities Microfinance Stock exchanges BUSINESS & ECONOMICS Investments & Securities General Fixed-income securities Microfinance Stock exchanges HG4650 .S36 2011eb 332.64 85.33 Schmidt, Anatoly B. Hoboken, N.J. : Wiley, 2011 (DLC) 2011008890 9781118093641 111809364X 9781118093658 1118093658 9781118093634 1118093631 9781118268094 1118268091 0470924128 9780470924129 1283176629 9781283176620 577B270E-B48B-442D-A870-FF1001FEAD10 OverDrive, Inc. http://onlinelibrary.wiley.com/book/10.1002/9781118268094 http://onlinelibrary.wiley.com/book/10.1002/9781118268094 E7B 110311 20171116113117.0 ocn747412458 eng