アルゴリズム取引とポートフォリオ管理の科学（第２版）
Algorithmic Trading Methods
Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
Kissell, Robert
- 出版社：Academic Press Inc
- 出版年月：2020年 09月
- ISBN：9780128156308
- 装丁：PAP
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装丁について
- 言語：ENG
- 版次：2ND
- 巻数・ページ数：612 p.
- DDC分類：332.64
- 内容紹介：
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Highlighting new investment styles, it adds new material on best execution processes for investors and brokers, including model validation, quality and assurance, limit order model testing, and smart order model testing. Using basic programming tools, such as Excel, MATLAB, and Python, this book provides a process to create TCA low cost exchange traded funds.