High-frequency trading : a practical guide to algorithmic strategies and trading systems /

• Main Author: Aldridge, Irene, 1975-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., 2013.
• Edition: 2nd edition.
• Series: Wiley trading series.
• Subjects: Investment analysis.; Portfolio management.; Securities.; Electronic trading of securities.; BUSINESS & ECONOMICS > Investments & Securities > General.; Portfoliomanagement; Computerbörse; Electronic books.

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whe...

Table of Contents:

• Preface
• Acknowledgments
• How modern markets differ from those past
• Technological innovations, systems, and hft
• Market microstructure, orders, and limit order books
• High-frequency data
• End of chapter questions
• About the author
• About the website
• Index.