High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading) - Hardcover

Aldridge, Irene

Hardcover

ISBN 10: 0470563761 ISBN 13: 9780470563762

Verlag: John Wiley & Sons Ltd, 2010

Inhaltsangabe

Book by Aldridge Irene

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Reseña del editor

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 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.

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Praise for

High-Frequency Trading

"A well thought out, practical guide covering all aspects of high-frequency trading and of systematic trading in general. I recommend this book highly."
?Igor Tulchinsky, CEO, WorldQuant, LLC

"For traditional fundamental and technical analysts, Irene Aldridge's book has the effect a first read of quantum physics would have had on traditional Newtonian physicists: eye-opening, challenging, and enlightening."
?Neal M. Epstein, CFA, Managing Director, Research & Product Management, Proctor Investment Managers LLC

Interest in high-frequency trading continues to grow, yet little has been published to help investors understand and implement high-frequency trading systems?until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply this approach to your trading endeavors.

Written by industry expert Irene Aldridge, High-Frequency Trading offers innovative insights into this dynamic discipline. Covering all aspects of high-frequency trading?from the formulation of ideas and the development of trading systems to application of capital and subsequent performance evaluation?this reliable resource will put you in a better position to excel in today's turbulent markets.

Details zur Ausgabe

• Verlag: John Wiley & Sons Ltd
• Erscheinungsdatum: 2010
• ISBN 10: 0470563761
• ISBN 13: 9780470563762
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 340