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Aldridge, Irene

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

Aldridge, Irene - High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems, ebook

69,50€

Ebook, ePUB with Adobe DRM
ISBN: 9780470579770
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Printing110 pages with an additional page accrued every 7 hours, capped at 110 pages
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A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading

Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.

This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.

  • Contains the tools and techniques needed for building a high-frequency trading system
  • Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation
  • Written by well-known industry professional Irene Aldridge

Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

Keywords: high frequency trading, algorithmic trading, electronic trading, high-frequency trading techniques, high frequency trading techniques, quantitative trading strategies, high-frequency trading system, high frequency trading system, market microstructure, event arbitrage, deviations arbitrage, Irene Aldridge

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2010
Language
en
Edition
1
Series
Wiley Trading
Page amount
368 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9780470579770
Printed ISBN
9780470563762

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