03395nam 2200649 a 450 991013963110332120170815145051.01-118-09365-81-283-17662-997866131766221-118-26809-11-118-09363-1(CKB)2550000000041601(EBL)697662(SSID)ssj0000536676(PQKBManifestationID)11354919(PQKBTitleCode)TC0000536676(PQKBWorkID)10551740(PQKB)11569822(CaSebORM)9780470924129(MiAaPQ)EBC697662(OCoLC)773301494(EXLCZ)99255000000004160120110311d2011 uy 0engur|n|---|||||txtccrFinancial markets and trading[electronic resource] an introduction to market microstructure and trading strategies /Anatoly B. Schmidt1st editionHoboken, N.J. Wiley20111 online resource (210 p.)Wiley finance ;637Description based upon print version of record.0-470-92412-8 Includes bibliographical references and index.pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies."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.Wiley finance series ;637.Fixed-income securitiesStock exchangesMicrofinanceFixed-income securities.Stock exchanges.Microfinance.332.6332.64BUS027000bisacshSchmidt Anatoly B924329MiAaPQMiAaPQMiAaPQBOOK9910139631103321Financial markets and trading2113728UNINA