Robert kissell algorithmic trading strategies

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"Algorithmic trading strategies" by Robert L Kissell

Robert Kissell, PhD, is President of Kissell Research Group, a global financial and economic consulting firm specializing in quantitative modeling, statistical analysis, and algorithmic trading. He is also currently an adjunct faculty member of the Gabelli School of Business at Fordham University, and has held several senior leadership positions with prominent bulge bracket Investment Banks. The Science of Algorithmic Trading and Portfolio Management , with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind.

Algorithmic Trading: Strategies for Optimizing Trade Execution Video - MATLAB

Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.

This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.

Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty.

Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives. Add references at CitEc Citations Track citations by RSS feed Downloads: This item may be available elsewhere in EconPapers: Search for items with the same title.

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The Science of Algorithmic Trading and Portfolio Management Robert Kissell Additional contact information Robert Kissell: