High-Frequency Trading
A Practical Guide to Algorithmic Strategies and Trading Systems
2009
First Published
3.17
Average Rating
322
Number of Pages
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. 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.
Avg Rating
3.17
Number of Ratings
94
5 STARS
16%
4 STARS
19%
3 STARS
39%
2 STARS
17%
1 STARS
9%
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