Book on algorithmic trading

Analysis of algorithmic trading in quantitative finance. Modelling and design of algorithmic trading systems. Examples of complex data processing. Empirical analysis of computer driven trading.  

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Book cover algorithmic trading

Book on time zone arbitrage

Mutual fund trading on primary and secondary markets in Germany. Theoretical introduction into the problems of time zone arbitrage and lags in mutual funds NAV calculations. Empirical analysis of mutual fund returns with the perspective of illegal time zone arbitrage.

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