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The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

• Sales Rank: #70945 in Books
• Published on: 2015-10-07
• Original language: English
• Number of items: 1
• Dimensions: 9.72" h x .79" w x 6.85" l, 1.90 pounds
• Binding: Hardcover
• 356 pages

Review
"[This book] is an important and timely textbook on algorithmic trading. Human traders in financial markets are an endangered species, gradually replaced by computers and algorithms. In this new world, designing and coding trading strategies requires knowledge of market microstructure, basic economic principles governing price formation in financial markets, and stylized facts about price dynamics and trading activity. It also requires specific mathematical tools, such as stochastic control, and understanding of how these tools are used to solve trading problems. Algorithmic and High-Frequency Trading is unique in that it provides a unified treatment of these topics. I enjoyed reading it and recommend it highly to students or practitioners interested in mathematical models used in algorithmic trading."
Thierry Foucault, HEC Paris

"This book is the first to give a thorough coverage of optimal strategies in algorithmic and high-frequency trading, from the very modern point of view of dynamic stochastic optimization and based on cutting-edge work, much of which is by these authors. Other books cover the mechanics and statistics of high-frequency market dynamics, but none covers the mathematical aspects to this depth. It would be a great textbook for a graduate course in optimal trading."
Robert Almgren, Quantitative Brokers

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René Carmona, Princeton University

About the Author
Álvaro Cartea is a Reader in Financial Mathematics at University College London. Before joining UCL, he was Associate Professor of Finance at Universidad Carlos III, Madrid (2009-2012) and from 2002 to 2009 he was a Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck, University of London. He was previously JP Morgan Lecturer in Financial Mathematics at Exeter College, Oxford.

Sebastian Jaimungal is an Associate Professor and Chair of Graduate Studies in the Department of Statistical Sciences, University of Toronto, where he teaches in the PhD and Masters in Mathematical Finance programs. He consults for major banks and hedge funds focusing on implementing advance derivative valuation engines and algorithmic trading strategies. He is also an associate editor for the SIAM Journal on Financial Mathematics, the International Journal of Theoretical and Applied Finance, the journal Risks and the Argo newsletter. Jaimungal is Vice Chair for the SIAM activity group on Financial Engineering and Mathematics, and his research has been widely published in academic and practitioner journals. His recent interests include high-frequency and algorithmic trading, applied stochastic control, mean-field games, real options, and commodity models and derivative pricing.

José Penalva is an Associate Professor at the Universidad Carlos III de Madrid, where he teaches in the PhD and Masters in Finance programs, as well as at the undergraduate level. He is currently working on information models and market microstructure and his research has been published in Econometrica and other top academic journals.

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6 of 6 people found the following review helpful.
Good read
By Virtakukono
A very practically oriented and mathematically simple narrative. Plenty of examples of exactly solvable dynamic programming problems. Most chapters end with a discussion of practical implications of the calculations.

0 of 0 people found the following review helpful.
Excellent book
By SoftSay
Excellent book with detail explanation of derivations and applied to trading data.

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• Sales Rank: #1344408 in Books
• Published on: 2001-08-24
• Original language: English
• Number of items: 1
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Stars Fell on Alabama is truly a classic. The book enjoyed enormous popularity and notoriety when it was first published (it was a selection of The Literary Guild and also sold widely in Europe). It can be described as a book of folkways—not journalism, or history, or a novel. At times it is impressionistic; at other times it conveys deep insights into the character of Alabama. Carmer visited every region of the state, always accompanied by someone intimately familiar with the locality. The mosaic that emerges from the pages of his book portrays Alabama’s human landscape in all its variety, and it is a work essential to an understanding of Alabama and its culture.

• Sales Rank: #1298587 in eBooks
• Published on: 2015-09-15
• Released on: 2015-09-15
• Format: Kindle eBook

Review
"Carmer reveals himself here as a writer of more than ordinary perceptiveness and imagination, with the power of extracting from what he sees, hears, and feels an essence which is fundamentally poetic."—New York Times

"The 'strange country' that Carmer visited hardly exists anymore save in his pages. Alabama is a healthier, richer, more just, and better-educated place. Yet whenever I read the dazzling initial image of the book--when I see through Carl Carmer's words a blood-colored moon and pine trees standing darkly against the sky--it is possible to understand the power of that old, dark magic."—From the Introduction by Howell Raines

About the Author

 

Carl Carmer,  a Harvard-educated New York state native, was one of America's most popular writers during the 1940s and 1950s with thirty seven books, documentary films, his own radio program, and four albums of regional songs to his credit. He taught at The University of Alabama for seven years during the 1920s.

Howell Raines, an Alabama native and former New York Times editorial page editor and Pulitzer Prize winner, is the author of My Soul Is Rested: Movement Days in the Deep South Remembered and Fly Fishing through the Midlife Crisis.

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50 of 51 people found the following review helpful.
Book of immense influence, still fresh after 65 years
By A Customer
Before Heinlein's Stranger in a Strange Land, Carl Carmer took a train from New York to Alabama to become a college professor, writing of a strange country he visited and returned from, as different as another planet for his known world. He roamed and wrote of the cornwhisky- swilling backwatersof Alabama and the rough-hewn urban centers like Birmingham during the 20s and early 30s -- the time of the Scottsboro boys, the Klux Klan in its first great revival, deep oral and cultural traditions among Alabama African Americans including the title, inspiration for the 30s pop song about a meteor shower more than a century before.. The Civil War veteran turned murderer of U.S. marshals and religious zealot -- lynched to avoid a trial and certain execution -- before Jim Jones and Waco.The great outlaws and train robbers, Rube Burrow and Railroad Bill, one white, the other black and so feared his body was displayed in several cities to prove he was dead. A period piece -- the N word is used-- it also paints a picture of a complex and diverse black community, its cultural and folk roots, its white relationships. Many Alabama natives, including this expatriate, would not know these tales but for Carmer who returned to New York to write about that state and area for decades more But his Alabama is Sleepy Hollow with a bite like "Two-toed Tom" the 15 foot gator trapped in a pond by stalkers only to find him surfacing in a nearby pond, devouring a 12 year old child, decades before scientists learned of the ancient underwater tunnels of the reptiles. Tom moved on to become a legend in Florida where he's still talked about just as Carmer's retelling of the great tales lives on in Alabama, too often without his name attached. Sometimes a bizarre mixture of charm and horror, and perhaps a bit of hyperbole, Stars Fell on Alabama is one of those Academic reprints that reminds us the past is never so simple as we might dream and that the man with manners is to be as feared as the trainrobber with a gun

11 of 12 people found the following review helpful.
Alabama's "Gone With the Wind???"
By Big D
Reading "Stars Fell on Alabama" brings to mind lines from the opening scenes of "Gone With The Wind," lines that said something like "look for them (these days)no more because they are gone with the wind..." The same could be said of the Alabama described in Carl Carmer's book.

The days of Margaret Mitchell's classic "Gone With the Wind" never really existed, at least not in the romanticized way in which she wrote about them, but the days described in "Stars Fell on Alabama" did happen. They did, unfortunately, exist, but thankfully, for the most part, they, too, are noe "gone with the wind..."

This book is about life, a cross section of real life in the terribly rural South from about 1921 through 1927. It was not a pretty time or an easy time, and these are not quaint, pretty sketches of life during that time. The innocent, naive and politically correct reader of today might find parts of this book, most of it actually, quite offensive. And rightly so. But these times, these days and these ways, did exist. And they put life in today's Alabama into perspective.

It is clear to a reader living in Alabama that the state has progressed far more in the last 75 years (1930-2005) than it did in the 75 years immediately after the Civil War (1865-1940). That may be true for the country as a whole, but it is especially true for Alabama. Many intellectuals and scholars cite this book as one of the points at which this progress began. As Howell Raines writes in his introduction (added in 1990) this book was one of the first times Alabamians read about themselves as others saw them. It was not a pretty picture, not all bad not all ugly, but for the most part, it was not how Alabamians felt about themselves and not how they wanted their state--and themselves--to be perceived by those outside the state. To be sure, there was some beauty among the thorns, but it was a racist time and the thorns greatly outnumbered the rosebuds. There are no memories of the grand and glorious "Lost Cause" in these pages. Any and everything but.

Speaking of Howell Raines' introduction, it would be far more useful and appropriate as an Afterword or Epilogue. In this book it would be better to put what you have read in perspective than to write about what you are going to read. That's not true for all books, but it is true for this book.

In the hours after finishing "Stars Fell on Alabama," two thoughts come to mind again and again:

--"We may not be where we ought to be, but, thank God and by the grace of God, we aren't where we used to be..."

--And this book was obviously written before football took over the University of Alabama (where Carmer taught for six years) and the state as a whole. Football is never mentionied, either during his time in Tuscaloosa, or in his travels around the state. Not once. In that respect, life in Alabama has certainly changed. But even now, there are racial overtones in the rivalry between Alabama and Auburn. But that is another story for another time.

If you are from Alabama, live in Alabama,or want to learn about the rural South as it was in the twenties and thirties, read the book. You will learn from it and you will enjoy it. Parts of it will make you cringe but it will be a learning experience. And learning is good, even if you don't appreciate and agree with all that you learn or are exposed to.

6 of 6 people found the following review helpful.
Stars Fell On Alabama
By The Human Street
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• Sales Rank: #6298252 in Books
• Published on: 1605
• Binding: Hardcover

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"This is probably the most comprehensive treatment of this subject that I have seen. The authors have presented an approach and concept that far surpasses anything currently available." - Jeffrey Vincoli, CSP, CHCM.

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• Sales Rank: #4324516 in Books
• Published on: 2001-03-16
• Original language: English
• Number of items: 1
• Dimensions: 9.10" h x 1.40" w x 5.80" l,
• Binding: Hardcover
• 421 pages

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Early 20th century famous Indian Hindi novel writer Munshi Premchand was born in the year 1880 at 31st of July in the Lamhi village of Varanasi. The birth name of him is Dhanpat Rai. Finally his name becomes changed to the Munshi Premchand. His first name Munshi is an honorary given by his wishers in the society because of his quality and effective writings. As a Hindi writer he wrote approximately dozens of novels, short stories and essays. He got died at 8th of October in 1936 by serving the people with his great writings.

• Sales Rank: #5315478 in Books
• Published on: 2016-01-19
• Original language: Hindi
• Number of items: 1
• Dimensions: 8.00" h x .28" w x 5.00" l, .28 pounds
• Binding: Paperback
• 120 pages

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0 of 0 people found the following review helpful.
Nice Literal Piece
By RAHUL JAIN
This a finely written short story which is a treasure of hindi literature.A good story which has a moral lesson of true friendship and love.

0 of 0 people found the following review helpful.
Do ballon ki katha.
By Ashok Singh
On the finest author of Hindi liturature. One of the best Hindi short story. Munshi Premchand was a legend in his times.

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• Sales Rank: #1252102 in Books
• Published on: 1996-02
• Original language: English
• Number of items: 1
• Dimensions: 10.25" h x 8.50" w x .75" l,
• Binding: Paperback
• 8 pages

From the Publisher
Informal in style, this basic introduction to art and design takes a common-sense approach to both two- and three-dimensional design and art--with an emphasis on the equal merits of various art forms, styles, and media. It contains over 275 black and white and 25 4 color illustrations.

From the Back Cover
Creates a common level of understanding about what art is and can be. Vocabulary is introduced in a logical flow and a criticism chapter provides students confidence to evaluate their own works as well as those of others.

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Each section is filled with questions that will be excellent sources of discussion as projects are introduced
By kaycee reed
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• Sales Rank: #1768362 in Books
• Brand: Brand: SAGE Publications, Inc
• Published on: 1995-11-22
• Original language: English
• Number of items: 1
• Dimensions: 9.00" h x .60" w x 6.00" l, .94 pounds
• Binding: Paperback
• 256 pages

Features

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I was just another needy young girl whose life suddenly took a turn for the deep end when my mother became ill.
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• Sales Rank: #41734 in eBooks
• Published on: 2015-07-20
• Released on: 2015-07-20
• Format: Kindle eBook

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Five Stars
By edgewater13
very well written, worth the price. will buy more by this author

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• Published on: 2003
• Binding: Paperback

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