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The Science of Algorithmic Trading and Portfolio Management, 1st Edition
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Welcome to the website for Kissell, R: The Science of Algorithmic Trading and Portfolio Management, 1st Edition.

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.

This website includes examples, data sets supplementing exercises in the book, and large projects.