| Description |
xiii, 184 p. : ill. |
| Series |
Wiley finance ; 637 |
|
Wiley finance series ; 637.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. |
| Summary |
"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"-- Provided by publisher. |
| Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Subject |
Fixed-income securities.
|
|
Stock exchanges.
|
|
Microfinance.
|
| Genre/Form |
Electronic books.
|
| Added Author |
ProQuest (Firm)
|
| ISBN |
9780470924129 (hardback) |
|
9780470924129 |
|
9781118093634 (electronic bk.) |
|
9781118093641 (e-book) |
|
9781118093658 (e-book) |
|
9781118093634 (e-book) |
|
