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Learn Algorithmic Trading

Autor Sourav Ghosh, Sebastien Donadio
en Limba Engleză Paperback – 7 noi 2019

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Specificații

ISBN-13: 9781789348347
ISBN-10: 178934834X
Pagini: 394
Dimensiuni: 191 x 235 x 22 mm
Greutate: 0.68 kg
Editura: Packt Publishing

Notă biografică

Sourav Ghosh has worked in several proprietary high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making, and pairs trading strategies for the most liquid global futures contracts. He works as a Senior Quantitative Developer at a trading firm in Chicago. He holds a Masters in Computer Science from the University of Southern California. His areas of interest include Computer Architecture, FinTech, Probability Theory and Stochastic Processes, Statistical Learning and Inference Methods, and Natural Language Processing.