Robert Kissell – författare

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4 produkter

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4 produkter

The Science of Algorithmic Trading and Portfolio Management

AvRobert Kissell

Inbunden, Engelska, 2013

644 kr

Skickas inom 10-15 vardagar

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.

This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.

Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

Multi-Asset Risk Modeling

Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

AvMorton Glantz,Robert Kissell

Inbunden, Engelska, 2014

869 kr

Skickas inom 10-15 vardagar

Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. Covers all asset classes Provides mathematical theoretical explanations of risk as well as practical examples with empirical data Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

Optimal Sports Math, Statistics, and Fantasy

AvRobert Kissell,James Poserina

Inbunden, Engelska, 2017

850 kr

Skickas inom 10-15 vardagar

Optimal Sports Math, Statistics, and Fantasy provides the sports community-students, professionals, and casual sports fans-with the essential mathematics and statistics required to objectively analyze sports teams, evaluate player performance, and predict game outcomes. These techniques can also be applied to fantasy sports competitions.

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Readers will learn how to:

Accurately rank sports teams Compute winning probability Calculate expected victory margin Determine the set of factors that are most predictive of team and player performance

Optimal Sports Math, Statistics, and Fantasy also illustrates modeling techniques that can be used to decode and demystify the mysterious computer ranking schemes that are often employed by post-season tournament selection committees in college and professional sports. These methods offer readers a verifiable and unbiased approach to evaluate and rank teams, and the proper statistical procedures to test and evaluate the accuracy of different models.

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Optimal Sports Math, Statistics, and Fantasy delivers a proven best-in-class quantitative modeling framework with numerous applications throughout the sports world.

Statistical approaches to predict winning team, probabilities, and victory margin Procedures to evaluate the accuracy of different models Detailed analysis of how mathematics and statistics are used in a variety of different sports Advanced mathematical applications that can be applied to fantasy sports, player evaluation, salary negotiation, team selection, and Hall of Fame determination

Algorithmic Trading Methods

Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques

AvRobert Kissell

Häftad, Engelska, 2020

994 kr

Skickas inom 10-15 vardagar

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages. Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance Advanced multiperiod trade schedule optimization and portfolio construction techniques Techniques to decode broker-dealer and third-party vendor models Methods to incorporate TCA into proprietary alpha models and portfolio optimizers TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++, .Net, Hadoop, and as standalone .EXE and .COM applications

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Robert Kissell – författare

The Science of Algorithmic Trading and Portfolio Management

Multi-Asset Risk Modeling

Optimal Sports Math, Statistics, and Fantasy

Algorithmic Trading Methods

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