High-frequency trading : a practical guide to algorithmic strategies and trading systems / Irene Aldridge.
By: Aldridge, Irene.Material type: BookSeries: Wiley trading series: Publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., 2013Edition: 2nd edition.Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781119203803; 1119203805; 9781118416822; 1118416821; 9781118420119; 111842011X; 9781118434017; 1118434013.Subject(s): Investment analysis | Portfolio management | Securities | Electronic trading of securities | BUSINESS & ECONOMICS -- Investments & Securities -- General | Electronic trading of securities | Investment analysis | Portfolio management | Securities | Portfoliomanagement | ComputerbörseGenre/Form: Electronic books. | Electronic books.Additional physical formats: Print version:: High-frequency trading.DDC classification: 332.64 Online resources: Wiley Online Library
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.
Print version record and CIP data provided by publisher.
Includes bibliographical references and index.
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. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition.