TY  - BOOK
AU  - Guo, Xin
AU  - Lai, Tze Leung
AU  - Shek, Howark
AU  - Wong, Samuel Po-Shing
TI  - Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
SN  - 9781498706483
U1  - 332.6450151 
PY  - 2017///
CY  - Boca Raton
PB  - CRC Press
KW  - Investments - Mathematical Models
KW  - Speculation
KW  - Electronic Trading of Securities
N1  - 1. Introduction
        2. Statistical models and methods for quantitative trading
        3. Active portfolio management and investment strategies
        4. Econometrics of transactions in electronic platforms
        5. Limit order book: data analytics and dynamic models
        6. Optimal execution and placement
        7. Market making and smart order routing
        8. Informatics, regulation and risk management
ER  -