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Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
| Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim |
| Autore | Kim Kendall |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 |
| Descrizione fisica | 1 online resource (224 p.) |
| Disciplina | 332.64 |
| Collana | Complete technology guides for financial services series |
| Soggetto topico |
Stocks - Prices - Mathematical models
Program trading (Securities) Stock exchanges |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-11902-4
9786611119027 0-08-054886-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction 5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks 7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting 12.7. Example of an Exchange Data Processing System |
| Record Nr. | UNINA-9910458596303321 |
Kim Kendall
|
||
| Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
| Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim |
| Autore | Kim Kendall |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 |
| Descrizione fisica | 1 online resource (224 p.) |
| Disciplina | 332.64 |
| Collana | Complete technology guides for financial services series |
| Soggetto topico |
Stocks - Prices - Mathematical models
Program trading (Securities) Stock exchanges |
| ISBN |
1-281-11902-4
9786611119027 0-08-054886-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction 5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks 7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting 12.7. Example of an Exchange Data Processing System |
| Record Nr. | UNINA-9910784654103321 |
|
Kim Kendall
|
||
| Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Electronic and algorithmic trading technology : the complete guide / / Kendall Kim
| Electronic and algorithmic trading technology : the complete guide / / Kendall Kim |
| Autore | Kim Kendall |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 |
| Descrizione fisica | 1 online resource (224 p.) |
| Disciplina | 332.64 |
| Collana | Complete technology guides for financial services series |
| Soggetto topico |
Stocks - Prices - Mathematical models
Program trading (Securities) Stock exchanges |
| ISBN |
1-281-11902-4
9786611119027 0-08-054886-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction 5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks 7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting 12.7. Example of an Exchange Data Processing System |
| Record Nr. | UNINA-9910821254903321 |
|
Kim Kendall
|
||
| Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||