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

• Κύριος συγγραφέας: Aldridge, Irene, 1975-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., 2013.
• Έκδοση: 2nd edition.
• Σειρά: Wiley trading series.
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.