High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge (Repost)

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High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge (Repost)

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge (Repost)
Publisher: Wiley; 1 edition (November 25, 2009) | ISBN: 0470563761 | Pages: 339 | PDF | 2.79 MB

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.

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge (Repost)