can anyone recommend a book on algorithmic trading? - Quant版

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Quant版 - can anyone recommend a book on algorithmic trading?

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c***z
发帖数: 6348

Happy New Year!
Can anyone recommend a good book on algorithmic trading that includes:
TCA, Market Microstructure, DMA, Dark Pools, Limit Order Models, 2nd level
data, Adverse selection, VWAP, Portfolio optimisation etc
Thanks a lot!
Chaoz

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