Algorithmic and High-Frequency Trading PDF Download

Author: Álvaro Cartea
Publisher: Cambridge University Press
ISBN: 1316453650
Category : Mathematics
Languages : en
Pages : 360

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Book Description
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.

Author: Department Of the Navy
Publisher: Independently Published
ISBN: 9781090335104
Category : History
Languages : en
Pages : 204

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Book Description
The U.S. Navy is ready to execute the Nation's tasks at sea, from prompt and sustained combat operations to every-day forward-presence, diplomacy and relief efforts. We operate worldwide, in space, cyberspace, and throughout the maritime domain. The United States is and will remain a maritime nation, and our security and prosperity are inextricably linked to our ability to operate naval forces on, under and above the seas and oceans of the world. To that end, the Navy executes programs that enable our Sailors, Marines, civilians, and forces to meet existing and emerging challenges at sea with confidence. Six priorities guide today's planning, programming, and budgeting decisions: (1) maintain a credible, modern, and survivable sea based strategic deterrent; (2) sustain forward presence, distributed globally in places that matter; (3) develop the capability and capacity to win decisively; (4) focus on critical afloat and ashore readiness to ensure the Navy is adequately funded and ready; (5) enhance the Navy's asymmetric capabilities in the physical domains as well as in cyberspace and the electromagnetic spectrum; and (6) sustain a relevant industrial base, particularly in shipbuilding.

Author: Jon Tate
Publisher: IBM Redbooks
ISBN: 0738457485
Category : Computers
Languages : en
Pages : 362

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Book Description
IBM® FlashSystem 9100 combines the performance of flash and Non-Volatile Memory Express (NVMe) with the reliability and innovation of IBM FlashCore® technology and the rich features of IBM SpectrumTM Virtualize — all in a powerful 2U storage system. Providing intensive data driven multi-cloud storage capacity, FlashSystem 9100 is deeply integrated with the software-defined capabilities of IBM Spectrum StorageTM, which allows you to easily add the multi-cloud solutions that best support your business. In this IBM Redbooks® publication, we discuss the product's features and planning steps, architecture, installation, configuration, and hints and tips.

Author: Jon Tate
Publisher: IBM Redbooks
ISBN: 0738438154
Category : Computers
Languages : en
Pages : 522

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Book Description
Businesses of all sizes are faced with the challenge of managing huge volumes of data that are becoming increasingly valuable. But storing this data can be costly, and extracting value from the data is becoming more and more difficult. IT organizations have limited resources and cannot afford to make investment mistakes. The IBM® Storwize® V3500 system provides a smarter solution that is affordable, simple, and efficient, which enables businesses to overcome their storage challenges. IBM Storwize V3500 is the most recent addition to the IBM Storwize family of disk systems. It delivers easy-to-use, entry-level configurations that are specifically designed to meet the modest budgets of small and medium-sized businesses. IBM Storwize V3500 features the following highlights: - Consolidate and share data with low cost iSCSI storage networking. - Deploy storage in minutes and perform storage management tasks quickly and easily through a breakthrough graphical user interface. - Experience peace of mind with proven IBM Storwize family high-availability data protection with snapshot technology and IBM warranty support. - Optimize efficiency by allocating only the amount of disk space needed at the time it is required with high performance, thin-provisioning capabilities.

Author: Jon Tate
Publisher: IBM Redbooks
ISBN: 0738440078
Category : Computers
Languages : en
Pages : 374

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Book Description
Data is the new currency of business, the most critical asset of the modern organization. In fact, enterprises that can gain business insights from their data are twice as likely to outperform their competitors; yet, 72 percent of them have not started or are only planning big data activities. In addition, organizations often spend too much money and time managing where their data is stored. The average firm purchases 24% more storage every year, but uses less than half of the capacity it already has. A member of the IBM® Storwize® family, IBM SAN Volume Controller (SVC) Data Platform is a storage virtualization system that enables a single point of control for storage resources to help support improved business application availability and greater resource utilization. The objective is to manage storage resources in your IT infrastructure and to make sure they are used to the advantage of your business, and do it quickly, efficiently, and in real time, while avoiding increases in administrative costs. Virtualizing storage with SVC Data Platform helps make new and existing storage more effective. SVC Data Platform includes many functions traditionally deployed separately in disk systems. By including these in a virtualization system, SVC Data Platform standardizes functions across virtualized storage for greater flexibility and potentially lower costs. SVC Data Platform functions benefit all virtualized storage. For example, IBM Easy Tier® optimizes use of flash storage. And IBM Real-time CompressionTM enhances efficiency even further by enabling the storage of up to five times as much active primary data in the same physical disk space. Finally, high-performance thin provisioning helps automate provisioning. These benefits can help extend the useful life of existing storage assets, reducing costs. Integrating these functions into SVC Data Platform also means that they are designed to operate smoothly together, reducing management effort. In this IBM Redbooks® publication, we discuss the latest features and functions of the SVC 2145-DH8 and software version 7.3, implementation, architectural improvements, and Easy Tier.

Author: Stephen Watkins
Publisher: Elsevier
ISBN: 0080507743
Category : Computers
Languages : en
Pages : 481

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Book Description
This book looks at network security in a new and refreshing way. It guides readers step-by-step through the "stack" -- the seven layers of a network. Each chapter focuses on one layer of the stack along with the attacks, vulnerabilities, and exploits that can be found at that layer. The book even includes a chapter on the mythical eighth layer: The people layer. This book is designed to offer readers a deeper understanding of many common vulnerabilities and the ways in which attacker's exploit, manipulate, misuse, and abuse protocols and applications. The authors guide the readers through this process by using tools such as Ethereal (sniffer) and Snort (IDS). The sniffer is used to help readers understand how the protocols should work and what the various attacks are doing to break them. IDS is used to demonstrate the format of specific signatures and provide the reader with the skills needed to recognize and detect attacks when they occur. What makes this book unique is that it presents the material in a layer by layer approach which offers the readers a way to learn about exploits in a manner similar to which they most likely originally learned networking. This methodology makes this book a useful tool to not only security professionals but also for networking professionals, application programmers, and others. All of the primary protocols such as IP, ICMP, TCP are discussed but each from a security perspective. The authors convey the mindset of the attacker by examining how seemingly small flaws are often the catalyst of potential threats. The book considers the general kinds of things that may be monitored that would have alerted users of an attack.* Remember being a child and wanting to take something apart, like a phone, to see how it worked? This book is for you then as it details how specific hacker tools and techniques accomplish the things they do. * This book will not only give you knowledge of security tools but will provide you the ability to design more robust security solutions * Anyone can tell you what a tool does but this book shows you how the tool works

Author: Olivier Bonaventure
Publisher: Lulu.com
ISBN: 9781365185830
Category : Computers
Languages : en
Pages : 0

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Book Description
Original textbook (c) October 31, 2011 by Olivier Bonaventure, is licensed under a Creative Commons Attribution (CC BY) license made possible by funding from The Saylor Foundation's Open Textbook Challenge in order to be incorporated into Saylor's collection of open courses available at: http: //www.saylor.org. Free PDF 282 pages at https: //www.textbookequity.org/bonaventure-computer-networking-principles-protocols-and-practice/ This open textbook aims to fill the gap between the open-source implementations and the open-source network specifications by providing a detailed but pedagogical description of the key principles that guide the operation of the Internet. 1 Preface 2 Introduction 3 The application Layer 4 The transport layer 5 The network layer 6 The datalink layer and the Local Area Networks 7 Glossary 8 Bibliography

Author: Craig Zacker
Publisher: Microsoft Press
ISBN: 9780735698826
Category : Electronic data processing personnel
Languages : en
Pages : 0

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Book Description
This study guide helps readers prepare for Microsoft Exam 70-740, required for Microsoft Certified Solutions Associate certification for Windows Server 2016.

Author: Jon Tate
Publisher: IBM Redbooks
ISBN: 0738442887
Category : Computers
Languages : en
Pages : 302

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Book Description
The superabundance of data that is created by today's businesses is making storage a strategic investment priority for companies of all sizes. As storage takes precedence, the following major initiatives emerge: Flatten and converge your network: IBM® takes an open, standards-based approach to implement the latest advances in the flat, converged data center network designs of today. IBM Storage solutions enable clients to deploy a high-speed, low-latency Unified Fabric Architecture. Optimize and automate virtualization: Advanced virtualization awareness reduces the cost and complexity of deploying physical and virtual data center infrastructure. Simplify management: IBM data center networks are easy to deploy, maintain, scale, and virtualize, delivering the foundation of consolidated operations for dynamic infrastructure management. Storage is no longer an afterthought. Too much is at stake. Companies are searching for more ways to efficiently manage expanding volumes of data, and to make that data accessible throughout the enterprise. This demand is propelling the move of storage into the network. Also, the increasing complexity of managing large numbers of storage devices and vast amounts of data is driving greater business value into software and services. With current estimates of the amount of data to be managed and made available increasing at 60% each year, this outlook is where a storage area network (SAN) enters the arena. SANs are the leading storage infrastructure for the global economy of today. SANs offer simplified storage management, scalability, flexibility, and availability; and improved data access, movement, and backup. Welcome to the cognitive era. The smarter data center with the improved economics of IT can be achieved by connecting servers and storage with a high-speed and intelligent network fabric. A smarter data center that hosts IBM Storage solutions can provide an environment that is smarter, faster, greener, open, and easy to manage. This IBM® Redbooks® publication provides an introduction to SAN and Ethernet networking, and how these networks help to achieve a smarter data center. This book is intended for people who are not very familiar with IT, or who are just starting out in the IT world.

Author: Sudharman K. Jayaweera
Publisher: John Wiley & Sons
ISBN: 1118986768
Category : Technology & Engineering
Languages : en
Pages : 763

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Book Description
This book examines signal processing techniques for cognitive radios. The book is divided into three parts: Part I, is an introduction to cognitive radios and presents a history of the cognitive radio (CR), and introduce their architecture, functionalities, ideal aspects, hardware platforms, and state-of-the-art developments. Dr. Jayaweera also introduces the specific type of CR that has gained the most research attention in recent years: the CR for Dynamic Spectrum Access (DSA). Part II of the book, Theoretical Foundations, guides the reader from classical to modern theories on statistical signal processing and inference. The author addresses detection and estimation theory, power spectrum estimation, classification, adaptive algorithms (machine learning), and inference and decision processes. Applications to the signal processing, inference and learning problems encountered in cognitive radios are interspersed throughout with concrete and accessible examples. Part III of the book, Signal Processing in Radios, identifies the key signal processing, inference, and learning tasks to be performed by wideband autonomous cognitive radios. The author provides signal processing solutions to each task by relating the tasks to materials covered in Part II. Specialized chapters then discuss specific signal processing algorithms required for DSA and DSS cognitive radios.