TY  - BOOK
AU  - Johnson, Barry
TI  - Algorithmic trading y DMA: an introduction to direct access trading strategies
SN  - 978-0956399205
AV  - HG/4515.5/B37/2010/EN 
CY  - Londres
KW  - Análisis de inversiones
KW  - Algoritmos
KW  - Bolsas de valores
KW  - Gestión de portafolio
KW  - Modelos matemáticos
KW  - Valores
N1  - Contiene: I. An overview of trading and markets: 1. Overview.- 2. Market microstructure.- 3. World markets.-- II. Algorithmic trading and DMA strategies: 4. Orders.- 5. Algorithm overview.- 6. Transaction costs.- 7. Optimal trading strategies.-- III. Implementing trading strategies: 8. Order placement.- 9. Execution tactics.-  10. Enhancing trading strategies.- 11. Infrastructure requirements.-- IV. Advanced trading strategies: 12. Portfolios.- 13. Multi-asset trading.- 14. News.- 15. Datamining and artificial intelligence
ER  -