High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
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Описание:
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...Похожие книги
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