High Frequency Trading and Limit Order Book Dynamics

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Publisher : Routledge
ISBN 13 : 1317570766
Total Pages : 377 pages
Book Rating : 4.3/5 (175 download)

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Book Synopsis High Frequency Trading and Limit Order Book Dynamics by : Ingmar Nolte

Download or read book High Frequency Trading and Limit Order Book Dynamics written by Ingmar Nolte and published by Routledge. This book was released on 2016-04-14 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.

The Evidence and Impact of Financial Globalization

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Publisher : Academic Press
ISBN 13 : 012405899X
Total Pages : 807 pages
Book Rating : 4.1/5 (24 download)

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Book Synopsis The Evidence and Impact of Financial Globalization by :

Download or read book The Evidence and Impact of Financial Globalization written by and published by Academic Press. This book was released on 2012-12-31 with total page 807 pages. Available in PDF, EPUB and Kindle. Book excerpt: The sharp realities of financial globalization become clear during crises, when winners and losers emerge. Crises usher in short- and long-term changes to the status quo, and everyone agrees that learning from crises is a top priority. The Evidence and Impact of Financial Globalization devotes separate articles to specific crises, the conditions that cause them, and the longstanding arrangements devised to address them. While other books and journal articles treat these subjects in isolation, this volume presents a wide-ranging, consistent, yet varied specificity. Substantial, authoritative, and useful, these articles provide material unavailable elsewhere. - Substantial articles by top scholars sets this volume apart from other information sources - Rapidly developing subjects will interest readers well into the future - Reader demand and lack of competitors underline the high value of these reference works

The Future of the Profit Split Method

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Publisher : Kluwer Law International B.V.
ISBN 13 : 9403524316
Total Pages : 341 pages
Book Rating : 4.4/5 (35 download)

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Book Synopsis The Future of the Profit Split Method by : Gabriella Cappelleri

Download or read book The Future of the Profit Split Method written by Gabriella Cappelleri and published by Kluwer Law International B.V.. This book was released on 2020-11-23 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Future of the Profit Split Method Edited by Robert Danon, Guglielmo Maisto, Vikram Chand & Gabriella Cappelleri Among the various transfer pricing methods, the profit split method (PSM) is under the spotlight after the OECD’s Base Erosion and Profit Shifting (BEPS) project. However, both expert analysis and experience indicate that this method is not straightforward either for taxpayers to apply or for tax administrations to evaluate. In this thorough and detailed commentary – the first book to analyse this increasingly adopted transfer pricing method – notable scholars and practitioners working in the international tax community express their views on the method, answering some unresolved questions and highlighting issues that are still open and pending, especially in light of the digitalization of the economy. Crucial issues covered by the contributors include the following: choice of the appropriate splitting factors, their relative weights, and valuation of the contributions; uncertainties and outcomes potentially not aligned with the arm’s-length standard; possible role of assessments made by the European Commission on State aid; nexus with the work done by the EU Joint Transfer Pricing Forum; impact of profit split on indirect taxes (VAT/customs tax/excise tax); and application to digital business models and, in general, to the digitalized economy. Moreover, relevant experience of applying this method in France, Germany, Italy, Spain, Switzerland, the United Kingdom, and the United States is provided. A concluding chapter also deals with selected industry experiences. Due to a high level of uncertainty in alignment with international guidance in the application of the PSM – and to the underdeveloped nature of current literature on the subject – there is a need for this book because both tax administrations and taxpayers, going forward, will apply the PSM extensively. The book is highly relevant for policymakers, tax administrations, practitioners and academics engaged in the areas of international taxation, transfer pricing and tax policy.

Corporation for Public Broadcasting Oversight and a Look Into Public Broadcasting in the Digital Era

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Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Corporation for Public Broadcasting Oversight and a Look Into Public Broadcasting in the Digital Era by : United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Telecommunications and the Internet

Download or read book Corporation for Public Broadcasting Oversight and a Look Into Public Broadcasting in the Digital Era written by United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Telecommunications and the Internet and published by . This book was released on 2002 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Berkeley Journal of International Law

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Publisher :
ISBN 13 :
Total Pages : 648 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Berkeley Journal of International Law by :

Download or read book Berkeley Journal of International Law written by and published by . This book was released on 2004 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modelling Irregularly Spaced Financial Data

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Publisher : Springer Science & Business Media
ISBN 13 : 3642170153
Total Pages : 297 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Modelling Irregularly Spaced Financial Data by : Nikolaus Hautsch

Download or read book Modelling Irregularly Spaced Financial Data written by Nikolaus Hautsch and published by Springer Science & Business Media. This book was released on 2011-01-07 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time.

Stochastic Population Dynamics in Ecology and Conservation

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Publisher : OUP Oxford
ISBN 13 : 9780198525257
Total Pages : 698 pages
Book Rating : 4.5/5 (252 download)

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Book Synopsis Stochastic Population Dynamics in Ecology and Conservation by : Russell Lande

Download or read book Stochastic Population Dynamics in Ecology and Conservation written by Russell Lande and published by OUP Oxford. This book was released on 2003 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Demographic and environmental stochasticity -- 2. Extinction dynamics -- 3. Age structure -- 4. Spatial structure -- 5. Population viability analysis -- 6. Sustainable harvesting -- 7. Species diversity -- 8. Community dynamics.

Federal Register

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Publisher :
ISBN 13 :
Total Pages : 770 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Federal Register by :

Download or read book Federal Register written by and published by . This book was released on 1948-03 with total page 770 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000

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Publisher :
ISBN 13 :
Total Pages : 1304 pages
Book Rating : 4.0/5 (8 download)

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Book Synopsis Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000 by : United States. Congress. House. Committee on Appropriations. Subcommittee on the Departments of Labor, Health and Human Services, Education, and Related Agencies

Download or read book Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000 written by United States. Congress. House. Committee on Appropriations. Subcommittee on the Departments of Labor, Health and Human Services, Education, and Related Agencies and published by . This book was released on 1999 with total page 1304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000: Related agencies

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Publisher :
ISBN 13 :
Total Pages : 2324 pages
Book Rating : 4.:/5 (5 download)

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Book Synopsis Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000: Related agencies by : United States. Congress. House. Committee on Appropriations. Subcommittee on the Departments of Labor, Health and Human Services, Education, and Related Agencies

Download or read book Departments of Labor, Health and Human Services, Education, and Related Agencies Appropriations for 2000: Related agencies written by United States. Congress. House. Committee on Appropriations. Subcommittee on the Departments of Labor, Health and Human Services, Education, and Related Agencies and published by . This book was released on 1999 with total page 2324 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Changing Settlements

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Publisher : Nelson Thornes
ISBN 13 : 9780174900214
Total Pages : 132 pages
Book Rating : 4.9/5 (2 download)

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Book Synopsis Changing Settlements by : Garrett Nagle

Download or read book Changing Settlements written by Garrett Nagle and published by Nelson Thornes. This book was released on 1998 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the changing aspects of settlement and urbanization in the modern world, particularly in Great Britain. Suggested level: senior secondary.

Data Analytics for Management, Banking and Finance

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Publisher : Springer Nature
ISBN 13 : 3031365704
Total Pages : 338 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Data Analytics for Management, Banking and Finance by : Foued Saâdaoui

Download or read book Data Analytics for Management, Banking and Finance written by Foued Saâdaoui and published by Springer Nature. This book was released on 2023-09-19 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a practical guide on the use of various data analytics and visualization techniques and tools in the banking and financial sectors. It focuses on how combining expertise from interdisciplinary areas, such as machine learning and business analytics, can bring forward a shared vision on the benefits of data science from the research point of view to the evaluation of policies. It highlights how data science is reshaping the business sector. It includes examples of novel big data sources and some successful applications on the use of advanced machine learning, natural language processing, networks analysis, and time series analysis and forecasting, among others, in the banking and finance. It includes several case studies where innovative data science models is used to analyse, test or model some crucial phenomena in banking and finance. At the same time, the book is making an appeal for a further adoption of these novel applications in the field of economics and finance so that they can reach their full potential and support policy-makers and the related stakeholders in the transformational recovery of our societies. The book is for stakeholders involved in research and innovation in the banking and financial sectors, but also those in the fields of computing, IT and managerial information systems, helping through this new theory to better specify the new opportunities and challenges. The many real cases addressed in this book also provide a detailed guide allowing the reader to realize the latest methodological discoveries and the use of the different Machine Learning approaches (supervised, unsupervised, reinforcement, deep, etc.) and to learn how to use and evaluate performance of new data science tools and frameworks

Rural Infrastructure, the Settlement System, and Development of the Regional Economy in Southern India

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Publisher : Intl Food Policy Res Inst
ISBN 13 : 9780896290945
Total Pages : 124 pages
Book Rating : 4.2/5 (99 download)

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Book Synopsis Rural Infrastructure, the Settlement System, and Development of the Regional Economy in Southern India by : Sudhir Wanmali

Download or read book Rural Infrastructure, the Settlement System, and Development of the Regional Economy in Southern India written by Sudhir Wanmali and published by Intl Food Policy Res Inst. This book was released on 1992 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heoretical framework: central place theory. Regional provision and useof services. Household patterns of service use. Changing patterns of service provision and use at the regional and household levels. Conclusions and policy implications.

Machine Learning for Algorithmic Trading

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Publisher : Packt Publishing Ltd
ISBN 13 : 1839216786
Total Pages : 822 pages
Book Rating : 4.8/5 (392 download)

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Book Synopsis Machine Learning for Algorithmic Trading by : Stefan Jansen

Download or read book Machine Learning for Algorithmic Trading written by Stefan Jansen and published by Packt Publishing Ltd. This book was released on 2020-07-31 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.

Street Commerce

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Publisher : University of Pennsylvania Press
ISBN 13 : 0812252209
Total Pages : 248 pages
Book Rating : 4.8/5 (122 download)

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Book Synopsis Street Commerce by : Andres Sevtsuk

Download or read book Street Commerce written by Andres Sevtsuk and published by University of Pennsylvania Press. This book was released on 2020-06-12 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive analysis of the issues involved in planning for and facilitating successful street commerce Street commerce has gained prominence in urban areas, where demographic shifts such as increasing numbers of single people and childless "empty nesters," along with technological innovations enabling greater flexibility of work locations and hours, have changed how people shop and dine out. Contemporary city dwellers are demanding smaller-scale stores located in public spaces that are accessible on foot or by public transit. At the same time, the emergence of online retail undermines both the dominance and viability of big-box discount businesses and drives brick and mortar stores to focus as much on the experience of shopping as on the goods and services sold. Meanwhile, in many developing countries, the bulk of urban retail activity continues to take place on the street, even as new car-oriented shopping centers are on the rise. In light of such trends, street commerce will play an important role in twenty-first-century cities, particularly in producing far-reaching benefits for the environment and local communities. Although street commerce is deeply intertwined with myriad contemporary urban visions and planning goals—walkability, quality of life, inclusion, equity, and economic resilience—it has rarely been the focus of systematic research and informed practice. In Street Commerce, Andres Sevtsuk presents a comprehensive analysis of the issues involved in implementing successful street commerce. Drawing on economic theory, urban design principles, regulatory policies, and merchant organization models, he conceptualizes key problems and offers innovative solutions. He provides a range of examples from around the world to detail how different cities and communities have bolstered and reinvigorated their street commerce. According to Sevtsuk, successful street commerce can only be achieved when the private sector, urban policy makers, planners, and the public are equipped with the relevant knowledge and tools to plan and regulate it.

Field Studies

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Publisher :
ISBN 13 :
Total Pages : 582 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Field Studies by :

Download or read book Field Studies written by and published by . This book was released on 1979 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Breakthrough Strategies for Predicting Any Market

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Publisher : John Wiley & Sons
ISBN 13 : 1118538420
Total Pages : 310 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Breakthrough Strategies for Predicting Any Market by : Jeff Greenblatt

Download or read book Breakthrough Strategies for Predicting Any Market written by Jeff Greenblatt and published by John Wiley & Sons. This book was released on 2012-09-27 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: A book that will forever change the way you think about trading and take your technical analysis to the next level Certain to become one of the great trading books of the 21st century, Breakthrough Strategies for Predicting Any Market is star trader, Jeff Greenblatt’s maxim opus. In it he shares his hard-won lessons on what it takes to be a professional trader, while detailing his proven techniques for mastering market timing. With the help of numerous case studies and charts, Jeff develops his original high-probability pattern recognition system which, once mastered endows its user with a deeper understanding of how the markets really work and boosts the efficiency of any trading methodology by an order of magnitude. Following in the footsteps of the great W.D. Gann, Jeff helps you gain greater precision in any instrument you trade, on any time frame. Actual market examples supplemented with 120 charts of stocks, bonds, commodities in multiple time frames from minutes to 10 years starting with varied combination of price, volume and momentum studies Makes even the most complex subject matter easy to understand with crystal-clear explanations and step-by-step guidance on all concepts, terms, processes and techniques Shares fascinating and enlightening personal anecdotes from Jeff Greenblatt’s career along with his candid reflection on getting and maintaining the mental discipline of a successful trader Identifies potential support and resistance levels, including envelope and channel analysis and Fibonacci ratios, and demonstrates that most reversals and breakouts occur on an key time bar