Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of ...
This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitr...
HOW TO IDENTIFY POTENTIAL PROFIT OPPORTUNITIES FROM MARKET BEHAVIORS OTHERS HAVE BEEN UNABLE TO QUANTIFY Finding Alphas seeks to teach you how to do one thing and do it well – design alphas. Fo...
WINNER, Business: Personal Finance/Investing, 2014 USA Best Book Awards FINALIST, Business: Personal Finance/Investing, 2015 International Book Awards Dual Momentum Investing details the authorR...
The individual investor’s comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his las...
Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes to show you why this is the case and ho...
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have...
Praise for Algorithmic Trading “Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is t...
While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own...
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executi...