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Algorithmic Trading and Quantitative Strategies - MaRDI portal

Algorithmic Trading and Quantitative Strategies

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Publication:5113832

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DOI10.1201/9780429183942zbMath1471.91010OpenAlexW3048476867MaRDI QIDQ5113832

Maxence Hardy, Daniel Nehren, Raja P. Velu

Publication date: 18 June 2020

Full work available at URL: https://doi.org/10.1201/9780429183942

zbMATH Keywords

univariate time series models dynamic portfolio management statistical trading strategies

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial markets (91G15)

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