Login

Schmidt, Anatoly

Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies

Schmidt, Anatoly - Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies, ebook

94,30€

Ebook, ePUB with Adobe DRM
ISBN: 9781118093658
DRM Restrictions

Printing67 pages with an additional page accrued every 11 hours, capped at 67 pages
Copy to clipboard11 excerpts

An informative guide to market microstructure and trading strategies

Over the last decade, the financial landscape has undergone a significant transformation, shaped by the forces of technology, globalization, and market innovations to name a few. In order to operate effectively in today's markets, you need more than just the motivation to succeed, you need a firm understanding of how modern financial markets work and what professional trading is really about. Dr. Anatoly Schmidt, who has worked in the financial industry since 1997, and teaches in the Financial Engineering program of Stevens Institute of Technology, puts these topics in perspective with his new book.

Divided into three comprehensive parts, this reliable resource offers a balance between the theoretical aspects of market microstructure and trading strategies that may be more relevant for practitioners. Along the way, it skillfully provides an informative overview of modern financial markets as well as an engaging assessment of the methods used in deriving and back-testing trading strategies.

  • Details the modern financial markets for equities, foreign exchange, and fixed income
  • Addresses the basics of market dynamics, including statistical distributions and volatility of returns
  • Offers a summary of approaches used in technical analysis and statistical arbitrage as well as a more detailed description of trading performance criteria and back-testing strategies
  • Includes two appendices that support the main material in the book

If you're unprepared to enter today's markets you will underperform. But with Financial Markets and Trading as your guide, you'll quickly discover what it takes to make it in this competitive field.

Keywords: Trading, Anatoly Schmidt, financial markets, trading, market microstructure, trading strategies, financial market organization, market price formation, agent-based modeling, arbitrage trading strategies, pairs trading, mean-reversion strategies, optimal order slicing, taker?s dilemma, time series analysis, linear regression, autoregressive, moving average models, trends, co-integration, conditional heteroskedasticity, resampling techniques, bootstrap, MCMC, execution strategies, implementation shortfall

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2011
Language
en
Edition
1
Series
Wiley Finance
Page amount
224 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118093658
Printed ISBN
9780470924129

Similar titles