Optimal Trading Strategies - Quantitative Approaches for Managing Market Impact and Trading Risk

Descriere

Every day financial professionals are required to make important decisions regarding how to best to execute an investment decision. The process entails estimating transaction costs, forecasting market impact and risk, evaluating alternative strategies, developing optimal trading strategies, choosing agency transaction or principal bid, and selecting the most suitable broker - dealer.

You'll find:
• Quantitative techniques for estimating, analyzing, and managing transaction cost
• A framework for forecasting market impact and risk
• A process to achieve best execution...