{"product_id":"quantitative-trading-algorithms-analytics-data-models-optimization-1st-by-guo-xin","title":"Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization 1st by Guo, Xin","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\u003cspan\u003eThe first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.\u003c\/span\u003e\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005500\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238172364935,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/41XJxTWmQwL._SX329_BO1_204_203_200.jpg?v=1590083943","url":"https:\/\/degital-book.myshopify.com\/products\/quantitative-trading-algorithms-analytics-data-models-optimization-1st-by-guo-xin","provider":"degital-book","version":"1.0","type":"link"}