#14 in Banks & banking books
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Reddit mentions of The Science of Algorithmic Trading and Portfolio Management
Sentiment score: 1
Reddit mentions: 1
We found 1 Reddit mentions of The Science of Algorithmic Trading and Portfolio Management. Here are the top ones.
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Academic Press
Specs:
Height | 9.25 Inches |
Length | 7.5 Inches |
Number of items | 1 |
Weight | 2.5573622392 Pounds |
Width | 1.06 Inches |
I found this to be a pretty good resource from a non-biased source. Granted it gets decently technical and doesn't read like a novel.. but if you're actually interested -- should be worth the skim. (particularly the section on market-micro-structure). There's probably a better book out there more focused specifically on market-micro-structure, but I haven't read it.
http://www.amazon.com/Science-Algorithmic-Trading-Portfolio-Management/dp/0124016898/ref=sr_1_5?ie=UTF8&qid=1412367379&sr=8-5&keywords=algorithmic+trading