Price: $31.00
(as of Oct 28, 2024 13:19:18 UTC – Details)
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 systemDetails the post-trade analysis process, including key performance benchmarks and trade quality evaluationWritten 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.
ASIN : B0032CVB6K
Publisher : Wiley; 1st edition (December 22, 2009)
Publication date : December 22, 2009
Language : English
File size : 8894 KB
Text-to-Speech : Enabled
Screen Reader : Supported
Enhanced typesetting : Enabled
X-Ray : Not Enabled
Word Wise : Enabled
Print length : 353 pages
Page numbers source ISBN : 0470563761
Customers say
Customers find the book easy to understand, accessible, and helpful. Opinions are mixed on the information quality, with some finding it good and adequate, while others say it lacks detailed discussion of algorithmic trading strategies.
AI-generated from the text of customer reviews