Logo

Conscious Corner – Algorithmic Trading & DMA

$15.00

Add this selection to your book bundle for discounted pricing!

Bundle (4) books for $30

or

Bundle (8) books for $50

SKU: 90002 Category: Tag:

Description

An introduction to direct access trading strategies

Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals/retail traders).

This book starts from the ground up to provide detailed explanations of both these techniques:

  • An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading.
  • Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples.
  • Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations.
  • Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees.
  • Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world’s major markets are provided in the appendices.
  • Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies.
  • Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining/artificial intelligence.

Reviews

There are no reviews yet.

Be the first to review “Conscious Corner – Algorithmic Trading & DMA”

Your email address will not be published. Required fields are marked *

Admin Business Hours

  • Monday11am - 6pm
  • Tuesday11am - 6pm
  • Wednesday11am - 6pm
  • Thursday11am - 6pm
  • Friday11am - 6pm
  • SaturdayClosed
  • SundayClosed
Upcoming Events

Apr
1
Mon
all-day GET TICKETS: TRUTH TOUR
GET TICKETS: TRUTH TOUR
Apr 1 – Sep 28 all-day
GET TICKETS: TRUTH TOUR
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Jul
20
Sat
all-day 7/20: ATLANTA, GA
7/20: ATLANTA, GA
Jul 20 all-day
7/20: ATLANTA, GA
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Jul
24
Wed
9:00 pm WAKE UP WEDNESDAYS
WAKE UP WEDNESDAYS
Jul 24 @ 9:00 pm – 10:00 pm
WAKE UP WEDNESDAYS @ Private Conference Link posted weekly to Wake Up Wed Blog on website!
Please subscribe to join us weekly for Wake Up Wednesdays! Visit the ADMISSIONS tab to get started! Wake Up Wednesdays dial in is ADDED weekly under the STUDENTS + COURSES 
Jul
27
Sat
all-day 7/27: HOUSTON, TX
7/27: HOUSTON, TX
Jul 27 all-day
7/27: HOUSTON, TX
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Aug
3
Sat
all-day 8/3: MIAMI, FL
8/3: MIAMI, FL
Aug 3 all-day
8/3: MIAMI, FL
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Aug
7
Wed
9:00 pm WAKE UP WEDNESDAYS
WAKE UP WEDNESDAYS
Aug 7 @ 9:00 pm – 10:00 pm
WAKE UP WEDNESDAYS @ Private Conference Link posted weekly to Wake Up Wed Blog on website!
Please subscribe to join us weekly for Wake Up Wednesdays! Visit the ADMISSIONS tab to get started! Wake Up Wednesdays dial in is ADDED weekly under the STUDENTS + COURSES 
Aug
10
Sat
all-day 8/10: CLEVELAND, OH
8/10: CLEVELAND, OH
Aug 10 all-day
8/10: CLEVELAND, OH
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Aug
17
Sat
all-day 8/17: PHOENIX, AZ
8/17: PHOENIX, AZ
Aug 17 all-day
8/17: PHOENIX, AZ
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/  
Aug
21
Wed
9:00 pm WAKE UP WEDNESDAYS
WAKE UP WEDNESDAYS
Aug 21 @ 9:00 pm – 10:00 pm
WAKE UP WEDNESDAYS @ Private Conference Link posted weekly to Wake Up Wed Blog on website!
Please subscribe to join us weekly for Wake Up Wednesdays! Visit the ADMISSIONS tab to get started! Wake Up Wednesdays dial in is ADDED weekly under the STUDENTS + COURSES 
Aug
24
Sat
all-day 8/24: CHARLOTTE, NC
8/24: CHARLOTTE, NC
Aug 24 all-day
8/24: CHARLOTTE, NC
GET TICKETS HERE: https://iselflawammaster.com/events/conferencetour2024/     GET YOUR MERCH HERE: https://iselflawammaster.com/official-merch/