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Author : Barbara Rindi
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.3/5 ( download)
Download or read book Uninformed Strategic Traders and Trading Strategies in a Specialist Market written by Barbara Rindi and published by . This book was released on 1994 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexandra Hachmeister
Publisher : Springer Science & Business Media
ISBN 13 : 3835095773
Total Pages : 188 pages
Book Rating : 4.8/5 (35 download)
Download or read book Informed Traders as Liquidity Providers written by Alexandra Hachmeister and published by Springer Science & Business Media. This book was released on 2007-11-03 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book. The analyses include a detailed market description of the German equity market, a new methodological approach for the identification of informed traders as well as the analysis of the individual liquidity providing and demanding behavior of the identified informed traders.
Author : Simon Vine
Publisher : John Wiley & Sons
ISBN 13 : 1118160967
Total Pages : 271 pages
Book Rating : 4.1/5 (181 download)
Download or read book Options written by Simon Vine and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: The key concepts and essential strategies behind the successful use of options Written by Simon Vine, a seasoned trader who has over ten years of experience on Wall Street under his belt, Options is the definitive book on options for traders, investors, and risk professionals. Options provides a step-by-step approach to trading, hedging, and investing using options, and shares the key concepts essential to successful options use. Options also explores how to use a wide variety of options strategies and shows readers how to select the strategy that best fits their own psychological risk profile. Filled with real-world examples and proven strategies, this invaluable resource will be of interest to all professionals-and newcomers-who'd like to exploit options for strategic advantage, risk management, or profit. Simon Vine (Moscow, Russia) is deputy head of the investment banking division at Alfa Bank, the largest private financial institution in Russia. He holds an MBA from Columbia Business School and a BA from the Institute for Finance and Economics in Moscow.
Author : Maureen O'Hara
Publisher : John Wiley & Sons
ISBN 13 : 0631207619
Total Pages : 310 pages
Book Rating : 4.6/5 (312 download)
Download or read book Market Microstructure Theory written by Maureen O'Hara and published by John Wiley & Sons. This book was released on 1998-03-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Author : Xavier Vives
Publisher : Princeton University Press
ISBN 13 : 140082950X
Total Pages : 422 pages
Book Rating : 4.4/5 (8 download)
Download or read book Information and Learning in Markets written by Xavier Vives and published by Princeton University Press. This book was released on 2010-01-25 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements--or microstructure--on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the two primary views of markets--informational efficiency and herding--and uses a coherent game-theoretic framework to bring together the latest results from the rational expectations and herding literatures. Vives emphasizes the consequences of market interaction and social learning for informational and economic efficiency. He looks closely at information aggregation mechanisms, progressing from simple to complex environments: from static to dynamic models; from competitive to strategic agents; and from simple market strategies such as noncontingent orders or quantities to complex ones like price contingent orders or demand schedules. Vives finds that contending theories like informational efficiency and herding build on the same principles of Bayesian decision making and that "irrational" agents are not needed to explain herding behavior, booms, and crashes. As this book shows, the microstructure of a market is the crucial factor in the informational efficiency of prices. Provides the most complete analysis of the ways markets aggregate information Bridges the gap between the rational expectations and herding literatures Includes exercises with solutions Serves both as a graduate textbook and a resource for researchers, including financial analysts
Author : Larry Harris
Publisher : OUP USA
ISBN 13 : 9780195144703
Total Pages : 664 pages
Book Rating : 4.1/5 (447 download)
Download or read book Trading and Exchanges written by Larry Harris and published by OUP USA. This book was released on 2003 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock trading markets. Writing to be understandable to the lay reader, he examines the structure of trading, puts forward an economic theory of trading, discusses speculative trading strategies, explores liquidity and volatility, and considers the evaluation of trader performance. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com).
Author : Yakov Amihud
Publisher : Beard Books
ISBN 13 : 1587981637
Total Pages : 338 pages
Book Rating : 4.5/5 (879 download)
Download or read book Market Making and the Changing Structure of the Securities Industry written by Yakov Amihud and published by Beard Books. This book was released on 2002 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reprnit of a previously published book. it deals with changes on the U.S. financial market by the Securities Acts Amendment of 1975.
Author : Barbara Rindi
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)
Download or read book Sunshine Trading Revisited written by Barbara Rindi and published by . This book was released on 1994 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Larry Harris
Publisher : CFA Institute Research Foundation
ISBN 13 : 1934667927
Total Pages : 94 pages
Book Rating : 4.9/5 (346 download)
Download or read book Trading and Electronic Markets: What Investment Professionals Need to Know written by Larry Harris and published by CFA Institute Research Foundation. This book was released on 2015-10-19 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as well as when active investment strategies are profitable. The book then explains how managers must measure and control transaction costs to perform well. Electronic trading systems and electronic trading strategies now dominate trading in exchange markets throughout the world. The book identifies why speed is of such great importance to electronic traders, how they obtain it, and the trading strategies they use to exploit it. Finally, the book analyzes many issues associated with electronic trading that currently concern practitioners and regulators.
Author : Irene Aldridge
Publisher : John Wiley & Sons
ISBN 13 : 1118343506
Total Pages : 326 pages
Book Rating : 4.1/5 (183 download)
Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley & Sons. This book was released on 2013-04-22 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.
Author : Donato Gerardi
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 ( download)
Download or read book Imperfections in Insurance Markets and International Differentials in Saving Rates written by Donato Gerardi and published by . This book was released on 1994 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emilio Barucci
Publisher : Springer Science & Business Media
ISBN 13 : 1447100891
Total Pages : 473 pages
Book Rating : 4.4/5 (471 download)
Download or read book Financial Markets Theory written by Emilio Barucci and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Author : R.A. Jarrow
Publisher : Elsevier
ISBN 13 : 9780444890849
Total Pages : 1204 pages
Book Rating : 4.8/5 (98 download)
Download or read book Finance written by R.A. Jarrow and published by Elsevier. This book was released on 1995-12-15 with total page 1204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expository treatments are suitable for masters and PhD students, with discussions leading from first principles to current research, with reference to important research works in the area. The Handbook is intended to be a synopsis of the current state of various aspects of the theory of financial economics and its application to important financial problems. The coverage consists of thirty-three chapters written by leading experts in the field. The contributions are in two broad categories: capital markets and corporate finance.
Author : George Graham
Publisher : Youcanprint
ISBN 13 :
Total Pages : 357 pages
Book Rating : 4.2/5 (214 download)
Download or read book Investing and trading strategies X3 written by George Graham and published by Youcanprint. This book was released on 2023-06-06 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: Are you searching for your ticket to financial independence? Master the art of day trading by applying these often-overlooked strategies! Putting your hands on this guide, you will understand how day trading works, effectively manage your money, and are closer to financial independence. Ready? Order your copy!
Author : Merritt B. Fox
Publisher : Columbia University Press
ISBN 13 : 023154393X
Total Pages : 612 pages
Book Rating : 4.2/5 (315 download)
Download or read book The New Stock Market written by Merritt B. Fox and published by Columbia University Press. This book was released on 2019-01-08 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion of all transactions, and a significant minority of all trade occurs on alternative trading systems known as “dark pools.” These developments have been widely criticized, but there is no consensus on the best regulatory response to these dramatic changes. The New Stock Market offers a comprehensive new look at how these markets work, how they fail, and how they should be regulated. Merritt B. Fox, Lawrence R. Glosten, and Gabriel V. Rauterberg describe stock markets’ institutions and regulatory architecture. They draw on the informational paradigm of microstructure economics to highlight the crucial role of information asymmetries and adverse selection in explaining market behavior, while examining a wide variety of developments in market practices and participants. The result is a compelling account of the stock market’s regulatory framework, fundamental institutions, and economic dynamics, combined with an assessment of its various controversies. The New Stock Market covers a wide range of issues including the practices of high-frequency traders, insider trading, manipulation, short selling, broker-dealer practices, and trading venue fees and rebates. The book illuminates both the existing regulatory structure of our equity trading markets and how we can improve it.
Author : Jean-Philippe Bouchaud
Publisher : Cambridge University Press
ISBN 13 : 1108639062
Total Pages : 464 pages
Book Rating : 4.1/5 (86 download)
Download or read book Trades, Quotes and Prices written by Jean-Philippe Bouchaud and published by Cambridge University Press. This book was released on 2018-03-22 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.
Author : Johannes Fürnkranz
Publisher : Springer Science & Business Media
ISBN 13 : 3642141250
Total Pages : 457 pages
Book Rating : 4.6/5 (421 download)
Download or read book Preference Learning written by Johannes Fürnkranz and published by Springer Science & Business Media. This book was released on 2010-11-19 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The topic of preferences is a new branch of machine learning and data mining, and it has attracted considerable attention in artificial intelligence research in previous years. It involves learning from observations that reveal information about the preferences of an individual or a class of individuals. Representing and processing knowledge in terms of preferences is appealing as it allows one to specify desires in a declarative way, to combine qualitative and quantitative modes of reasoning, and to deal with inconsistencies and exceptions in a flexible manner. And, generalizing beyond training data, models thus learned may be used for preference prediction. This is the first book dedicated to this topic, and the treatment is comprehensive. The editors first offer a thorough introduction, including a systematic categorization according to learning task and learning technique, along with a unified notation. The first half of the book is organized into parts on label ranking, instance ranking, and object ranking; while the second half is organized into parts on applications of preference learning in multiattribute domains, information retrieval, and recommender systems. The book will be of interest to researchers and practitioners in artificial intelligence, in particular machine learning and data mining, and in fields such as multicriteria decision-making and operations research.
