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Book Cover
Author Johnson, Barry.

Title Algorithmic trading & DMA : an introduction to direct access trading strategies / by Barry Johnson
Published London : 4Myeloma Press, [2010]


Location Call no. Vol. Availability
 MELB  332.64 Joh/Ata  AVAILABLE
Description xvii, 574 pages : illustrations ; 25 cm
Contents An overview of trading and markets. Overview ; Market microstructure ; World markets -- Algorithmic trading and DMA strategies. Orders ; Algorithm overview ; Transaction costs ; Optimal trading strategies -- Implementing trading strategies. Order placement ; Execution tactics ; Enhancing trading strategies ; Infrastructure requirements -- Advanced trading strategies. Portfolios ; Multi-asset trading ; News ; Data mining and artificial intelligence -- Epilogue
Bibliography Includes bibliographical references (pages 545-568) and index
Subject Stocks -- Prices -- Mathematical models.
Program trading (Securities)
Stock exchanges.
Investment analysis.
ISBN 9780956399205 (paperback)
0956399207 (paperback)
Other Titles Algorithmic trading and DMA
Algorithmic trading and direct market access