Builds a market simulator to back test trading algorithms Implements closed-form strategies that optimize trading signals Measures liquidity risk and stress test portfolios for fire sales Analyze algorithms’ performance controlling for common trading biases Estimates price impact models using the public trading tape
Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies. Furthermore, trading algorithm rise introduces new questions professionals must answer, for instance: How do stock prices react to a trading strategy? How to scale a portfolio considering its trading costs and liquidity risk? How to measure and improve trading algorithms while avoiding biases? Price impact models answer these novel questions at the forefront of quantitative finance. Hence, practitioners and students can use this Handbook as a comprehensive, modern view of systematic trading. For financial institutions, the Handbook’s framework aims to minimize the firm’s price impact, measure market liquidity risk, and provide a unified, succinct view of the firm’s trading activity to the C-suite via analytics and tactical research. The Handbook’s focus on applications and everyday skillsets makes it an ideal textbook for a master’s in finance class and students joining quantitative trading desks. Using price impact models, the reader learns how to: Build a market simulator to back test trading algorithms Implement closed-form strategies that optimize trading signals Measure liquidity risk and stress test portfolios for fire sales Analyze algorithm performance controlling for common trading biases Estimate price impact models using public trading tape Finally, the reader finds a primer on the database kdb+ and its programming language q, which are standard tools for analyzing high-frequency trading data at banks and hedge funds. Authored by a finance professional, this book is a valuable resource for quantitative researchers and traders.
Now that high school is over, Ari is dying to move to the big city with his ultra-hip band—if he can just persuade his dad to let him quit his job at their struggling family bakery. Though he loved working there as a kid, Ari cannot fathom a life wasting away over rising dough and hot ovens. But while interviewing candidates for his replacement, Ari meets Hector, an easygoing guy who loves baking as much as Ari wants to escape it. As they become closer over batches of bread, love is ready to bloom . . . that is, if Ari doesn’t ruin everything. Writer Kevin Panetta and artist Savanna Ganucheau concoct a delicious recipe of intricately illustrated baking scenes and blushing young love, in which the choices we make can have terrible consequences, but the people who love us can help us grow.
Are you tired of the hustle and bustle of everyday life? Are you consumed with a never-ending pursuit of traditional success or the quest for wealth? Has your health suffered because you can't stop or slow down to enjoy what's in front of you? In The Success Makeover, author Kevin Johnson challenges you to re-evaluate your idea of success and encourages you to refocus on what matters most. He introduces the Xente lifestyle, explaining the concept and describing how he developed the idea. With assessment tools and exercises included, Johnson shares that the Xente lifestyle is a shift by everyday people to connect, activate, and reconnect with their whole lives, recapturing what is truly important through a balanced approach to living. By following the principles outlined in the Success Makeover, Johnson helps you to create an existence enabling you to experience deeper relationships that include increased excitement, intimacy, spontaneity, joy, integrity, belonging, security, faithfulness, connectedness, achievement, and relative balance supporting a more fulfilling life.
“[Allred] interrogates Beyoncé’s music and videos to explore the complicated spaces where racism, sexism, and capitalism collide.” —Kirkus Reviews In 2010, Professor Kevin Allred created the university course “Politicizing Beyoncé” to both wide acclaim and controversy. He outlines his pedagogical philosophy in Ain’t I a Diva?, exploring what it means to build a syllabus around a celebrity. Topics range from a capitalist critique of “Run the World (Girls)” to the politics of self-care found in “Flawless”; Beyoncé’s art is read alongside black feminist thinkers including Kimberlé Crenshaw, Octavia Butler, and Sojourner Truth. Combining analysis with classroom anecdotes, Allred attests that pop culture is so much more than a guilty pleasure, it’s an access point—for education, entertainment, critical inquiry, and politics. “Proving himself a worthy member of the BeyHive, Kevin Allred takes us on a journey through Beyoncé’s greatest hits and expansive career—peeling back their multiple layers to explore gender, race, sexuality, and power in today’s modern world. A fun, engaging, and important read for long-time Beyoncé fans and newcomers alike.” —Franchesca Ramsey, author of Well, That Escalated Quickly “Ain’t I a Diva? explores the phenomenon of Beyoncé while explicitly championing not only her immense talent and grace but what we can learn from it. In this celebration of Beyoncé, and through her, other Black women, Allred is giving us room to be exactly who we are so that maybe we, too, can stop the world then carry on!” —Keah Brown, author of The Pretty One “A must-read for any fan of Beyoncé and of fascinating feminist discourse.” —Zeba Blay, senior culture writer, HuffPost
Forgotten New York is your passport to more than 300 years of history, architecture, and memories hidden in plain sight. Houses dating to the first Dutch settlers on Staten Island; yellow brick roads in Brooklyn; clocks embedded in the sidewalk in Manhattan; bishop's crook lampposts in Queens; and a white elephant in the Bronx—this is New York and this is your guide to seeing it all. Forgotten New York covers all five boroughs with easy-to-use maps and suggested routes to hundreds of out-of-the way places, antiquated monuments, streets to nowhere, and buildings from a time lost. Forgotten New York features: Quiet Places Truly Forgotten History Happened Here What Is This Thing? Forgotten People And so much more
Dandelions Are Nice, But Roses Are Better tells about the humorous adventures of Eric and his wife Tina Kane who own a famous restaurant and belong to a motley group called the Springvine Irregulars in a small town in Georgia. With the help of Lotty Dotty, Hitching Post, Loony Evans, and other colorful friends with specific habits, they enjoy helping others and sticking up for one another.
From being in the delivery room at birth to saving for a child's education, "The Daddy Guide" is jam-packed with useful information on all aspects of the challenging and rewarding experience of fatherhood.
Secure Your Systems Using the Latest IT Auditing Techniques Fully updated to cover leading-edge tools and technologies, IT Auditing: Using Controls to Protect Information Assets, Second Edition, explains, step by step, how to implement a successful, enterprise-wide IT audit program. New chapters on auditing cloud computing, outsourced operations, virtualization, and storage are included. This comprehensive guide describes how to assemble an effective IT audit team and maximize the value of the IT audit function. In-depth details on performing specific audits are accompanied by real-world examples, ready-to-use checklists, and valuable templates. Standards, frameworks, regulations, and risk management techniques are also covered in this definitive resource. Build and maintain an internal IT audit function with maximum effectiveness and value Audit entity-level controls, data centers, and disaster recovery Examine switches, routers, and firewalls Evaluate Windows, UNIX, and Linux operating systems Audit Web servers and applications Analyze databases and storage solutions Assess WLAN and mobile devices Audit virtualized environments Evaluate risks associated with cloud computing and outsourced operations Drill down into applications to find potential control weaknesses Use standards and frameworks, such as COBIT, ITIL, and ISO Understand regulations, including Sarbanes-Oxley, HIPAA, and PCI Implement proven risk management practices
Protect Your Systems with Proven IT Auditing Strategies "A must-have for auditors and IT professionals." -Doug Dexter, CISSP-ISSMP, CISA, Audit Team Lead, Cisco Systems, Inc. Plan for and manage an effective IT audit program using the in-depth information contained in this comprehensive resource. Written by experienced IT audit and security professionals, IT Auditing: Using Controls to Protect Information Assets covers the latest auditing tools alongside real-world examples, ready-to-use checklists, and valuable templates. Inside, you'll learn how to analyze Windows, UNIX, and Linux systems; secure databases; examine wireless networks and devices; and audit applications. Plus, you'll get up-to-date information on legal standards and practices, privacy and ethical issues, and the CobiT standard. Build and maintain an IT audit function with maximum effectiveness and value Implement best practice IT audit processes and controls Analyze UNIX-, Linux-, and Windows-based operating systems Audit network routers, switches, firewalls, WLANs, and mobile devices Evaluate entity-level controls, data centers, and disaster recovery plans Examine Web servers, platforms, and applications for vulnerabilities Review databases for critical controls Use the COSO, CobiT, ITIL, ISO, and NSA INFOSEC methodologies Implement sound risk analysis and risk management practices Drill down into applications to find potential control weaknesses
Odyssey Publications is the world's largest publisher of autograph niche books and magazines. Autograph Collector is distributed in every major bookstore and has been circulated internationally for nearly a decade. The Official Autograph Collector Price Guide is the recognized authority on the values of autographs of thousands of celebrities. The book also contains numerous chapters on how to collect, detect forgeries, acquire free autographs and much more. The newest edition contains prices on sports autographs.
On the eve of the 21st century, political upheavals and acts of violence have ignited a war on seven continents. It is an age of high-tech warfare, but when U.S. Army Captain Frank Martinez and his crack team of specialists are called in, it's still raw individual courage that means the difference between defeat and victory. Dawn of Conflict.
A unique perspective of an evolved role for company leadership Based on the findings of an extensive research project that surveyed more than 5,500 enterprise employees and functional decision makers across the United States and China, Transforming Business: Big Data, Mobility and Globalization explores the influence of technology in the workplace and the implications to company culture, functional responsibilities and competitive advantage. This in-depth analysis illuminates emerging technological trends, the changing workforce, and the shifting face of business and industry while offering prescriptive guidance to leaders. Addresses how new technology trends - including mobility, cloud, big data and collaboration - are fundamentally changing the way work is conducted and how company leadership can tap into these trends to affect positive cultural reform Examines how the introduction of new technologies and the emergence of new business models are shifting traditional organizational roles, including HR, marketing, finance, and IT Takes an in-depth look at how the next-generation of top talent, represented by college students at the top universities, view their future workplace environment and how technology can become a meaningful magnet for recruitment and retention Zeroes in on how the integration of technology into the workplace differs between the United States and China and the implications to the global marketplace What emerges from this book is an evolved role for company leadership, one of significant strategic value as cultural stewards capable of generating sustainable advantage for their companies in the most competitive market witnessed in decades.
Workbook of examples, blank forms, templates, etc., for use with the textbook Systems analysis and design methods by Jeffrey L. Whitten and Lonnie D. Bentley.
In a brash and brilliant style, two of the world's most renowned marketing consultants open reader's eyes to 170 myths that are killing products, services and brands. They steer readers toward radical change that will snatch them from the jaws of death wish marketing. Illustrations.
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